# Interacting Diffusion Processes for Event Sequence Forecasting

arXiv: https://arxiv.org/abs/2310.17800 · HTML: https://mlsanity.com/paper/2310.17800/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 38 references that are in the map.
- First posted on arXiv 26 Oct 2023.

## Builds on (most cited first, 22 of 22)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Argmax Flows and Multinomial Diffusion: Learning Categorical Distributions](https://mlsanity.com/paper/2102.05379/) (2021)
- [Predicting Dynamic Embedding Trajectory in Temporal Interaction Networks](https://mlsanity.com/paper/1908.01207/) (2019)
- [Transformer Hawkes Process](https://mlsanity.com/paper/2002.09291/) (2020)
- [Intensity-Free Learning of Temporal Point Processes](https://mlsanity.com/paper/1909.12127/) (2019)
- [Fully Neural Network based Model for General Temporal Point Processes](https://mlsanity.com/paper/1905.09690/) (2019)
- [Neural Temporal Point Processes: A Review](https://mlsanity.com/paper/2104.03528/) (2021)
- [Learning Tree-based Deep Model for Recommender Systems](https://mlsanity.com/paper/1801.02294/) (2018)
- [Transformer Embeddings of Irregularly Spaced Events and Their Participants](https://mlsanity.com/paper/2201.00044/) (2021)
- [HYPRO: A Hybridly Normalized Probabilistic Model for Long-Horizon Prediction of Event Sequences](https://mlsanity.com/paper/2210.01753/) (2022)
- [Imputing Missing Events in Continuous-Time Event Streams](https://mlsanity.com/paper/1905.05570/) (2019)
- [Lecture Notes: Temporal Point Processes and the Conditional Intensity Function](https://mlsanity.com/paper/1806.00221/) (2018)
- [Fast and Flexible Temporal Point Processes with Triangular Maps](https://mlsanity.com/paper/2006.12631/) (2020)
- [Exploring Generative Neural Temporal Point Process](https://mlsanity.com/paper/2208.01874/) (2022)
- [Long Horizon Forecasting With Temporal Point Processes](https://mlsanity.com/paper/2101.02815/) (2021)
- [Meta Temporal Point Processes](https://mlsanity.com/paper/2301.12023/) (2023)
- [On the Predictive Accuracy of Neural Temporal Point Process Models for Continuous-time Event Data](https://mlsanity.com/paper/2306.17066/) (2023)
- [Learning Multivariate Hawkes Processes at Scale](https://mlsanity.com/paper/2002.12501/) (2020)
- [Modeling Continuous Time Sequences with Intermittent Observations using Marked Temporal Point Processes](https://mlsanity.com/paper/2206.12414/) (2022)

## Built on by (most cited first, 10 of 10)

- [Deep Continuous-Time State-Space Models for Marked Event Sequences](https://mlsanity.com/paper/2412.19634/) (2024)
- [In-Context Learning of Temporal Point Processes with Foundation Inference Models](https://mlsanity.com/paper/2509.24762/) (2025)
- [Detecting the Future: All-at-Once Event Sequence Forecasting with Horizon Matching](https://mlsanity.com/paper/2408.13131/) (2024)
- [JointDiff: Bridging Continuous and Discrete in Multi-Agent Trajectory Generation](https://mlsanity.com/paper/2509.22522/) (2025)
- [Hyper Hawkes Processes: Interpretable Models of Marked Temporal Point Processes](https://mlsanity.com/paper/2511.01096/) (2025)
- [ReDiTT: Retrieval Augmented Conditional Diffusion Transformers for Asynchronous Time Series](https://mlsanity.com/paper/2607.12391/) (2026)
- [Unified Flow Matching for Long Horizon Event Forecasting](https://mlsanity.com/paper/2508.04843/) (2025)
- [EVIL: Evolving Interpretable Algorithms for Zero-Shot Inference on Event Sequences and Time Series with LLMs](https://mlsanity.com/paper/2604.15787/) (2026)
- [Latent Block-Diffusion Temporal Point Processes: A Semi-Autoregressive Framework for Asynchronous Event Sequence Generation](https://mlsanity.com/paper/2606.24982/) (2026)
- [Realism VS Accuracy: Event Sequence Forecasting from a Generative Modeling Perspective](https://mlsanity.com/paper/2610.12586/) (2026)

## Abstract (arXiv)

Neural Temporal Point Processes (TPPs) have emerged as the primary framework for predicting sequences of events that occur at irregular time intervals, but their sequential nature can hamper performance for long-horizon forecasts. To address this, we introduce a novel approach that incorporates a diffusion generative model. The model facilitates sequence-to-sequence prediction, allowing multi-step predictions based on historical event sequences. In contrast to previous approaches, our model directly learns the joint probability distribution of types and inter-arrival times for multiple events. This allows us to fully leverage the high dimensional modeling capability of modern generative models. Our model is composed of two diffusion processes, one for the time intervals and one for the event types. These processes interact through their respective denoising functions, which can take as input intermediate representations from both processes, allowing the model to learn complex interactions. We demonstrate that our proposal outperforms state-of-the-art baselines for long-horizon forecasting of TPP.
