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Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions and does not rely on restrictive parametric forms. Comparisons with state-of-the-art baseline models on both synthetic and challenging real-life datasets show that the proposed framework is effective at modeling the stochasticity of discrete event sequences.
Partial observations of continuous time-series dynamics at arbitrary time stamps exist in many disciplines. Fitting this type of data using statistical models with continuous dynamics is not only promising at an intuitive level but also has practical
Generative models have proven to be an outstanding tool for representing high-dimensional probability distributions and generating realistic-looking images. An essential characteristic of generative models is their ability to produce multi-modal outp
We examine the general problem of inter-domain Gaussian Processes (GPs): problems where the GP realization and the noisy observations of that realization lie on different domains. When the mapping between those domains is linear, such as integration
Since the first coronavirus case was identified in the U.S. on Jan. 21, more than 1 million people in the U.S. have confirmed cases of COVID-19. This infectious respiratory disease has spread rapidly across more than 3000 counties and 50 states in th
The task of mapping two or more distributions to a shared representation has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. However, most existing formulations only consider the setting