Efficient Temporal Point Processes via Monotone Alternating Splines
Not on the map. Why?
Abstract (arXiv)
Temporal point processes (TPPs) have widespread applications across various domains. Compared to modeling the conditional intensity of a TPP, modeling its cumulative conditional intensity function (CCIF) improves computational efficiency and eliminates numerical approximation errors. However, current CCIF parameterizations uniformly rely on Monotone Neural Networks (MNNs), which we identify as suffering from three structural deadlocks--convexity restrictions, saturation limits, and violations of CCIF modeling requirements--that fundamentally restrict their representational capacity for complex temporal dynamics. To resolve these bottlenecks, this paper proposes a novel framework called Monotone Alternating Splines (MAS). By leveraging distinct interpolation and extrapolation components, MAS provides a flexible and efficient framework for modeling CCIFs. Theoretically, MAS's interpolation provides strong fitting accuracy, while its extrapolation supports robust generalization, reducing the irreducible approximation gaps of MNNs. Extensive experiments show that MAS achieves superior performance on both synthetic and real-world datasets.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 16 of its 46 references that are in the map. First posted on arXiv 2 Jul 2026.
Builds on
16 of 46 references.
References · 16
- 2018Neural Ordinary Differential Equationscited by 3,733
- 2015Automatic differentiation in machine learning: a surveycited by 846
- 2019Neural Spline Flowscited by 590
- 2019Intensity-Free Learning of Temporal Point Processescited by 138
- 2017Improving Generalization Performance by Switching from Adam to SGDcited by 121
- 2019Fully Neural Network based Model for General Temporal Point Processescited by 119
- 2023EasyTPP: Towards Open Benchmarking Temporal Point Processescited by 63
- 2022HYPRO: A Hybridly Normalized Probabilistic Model for Long-Horizon Prediction of Event Sequencescited by 57
- 2020Invertible Generative Modeling using Linear Rational Splinescited by 39
- 2020Fast and Flexible Temporal Point Processes with Triangular Mapscited by 28
- 2024Decomposable Transformer Point Processescited by 15
- 2024Interpretable Transformer Hawkes Processes: Unveiling Complex Interactions in Social Networkscited by 11
4 more
- 2023SMURF-THP: Score Matching-based UnceRtainty quantiFication for Transformer Hawkes Processcited by 7
- 2024Is Score Matching Suitable for Estimating Point Processes?cited by 5
- 2024Cumulative Hazard Function Based Efficient Multivariate Temporal Point Process Learningcited by 2
- 2024Cumulative Distribution Function based General Temporal Point Processescited by 1
Built on by
Not cited yet.