The classical temporal point process (TPP) constructs an intensity function by taking the occurrence times into account. Nevertheless, occurrence time may not be the only relevant factor, other contextual data, termed covariates, may also impact the event evolution. Incorporating such covariates into the model is beneficial, while distinguishing their relevance to the event dynamics is of great practical significance. In this work, we propose a Transformer-based covariate temporal point process (TransFeat-TPP) model to improve the interpretability of deep covariate-TPPs while maintaining powerful expressiveness. TransFeat-TPP can effectively model complex relationships between events and covariates, and provide enhanced interpretability by discerning the importance of various covariates. Experimental results on synthetic and real datasets demonstrate improved prediction accuracy and consistently interpretable feature importance when compared to existing deep covariate-TPPs. Our code is available at https://github.com/waystogetthere/TransFeat.git.

Social networks represent complex ecosystems where the interactions between users or groups play a pivotal role in information dissemination, opinion formation, and social interactions.Effectively harnessing event sequence data within social networks to unearth interactions among users or groups has persistently posed a challenging frontier within the realm of point processes.Current deep point process models face inherent limitations within the context of social networks, constraining both their interpretability and expressive power.These models encounter challenges in capturing interactions among users or groups and often rely on parameterized extrapolation methods when modeling intensity over non-event intervals, limiting their capacity to capture complex intensity patterns beyond observed events.To address these challenges, this study proposes modifications to Transformer Hawkes processes (THP), leading to the development of interpretable Transformer Hawkes processes (ITHP).ITHP inherits the strengths of THP while aligning with statistical nonlinear Hawkes processes, thereby enhancing its interpretability and providing valuable insights into interactions between users or groups.Additionally, ITHP enhances the flexibility of the intensity function over non-event intervals, making it better suited to capture complex event propagation patterns in social networks.Experimental results, both on synthetic and real data, demonstrate the effectiveness of ITHP in overcoming the identified limitations.Moreover, they highlight ITHP's applicability in the context of exploring the complex impact

Score matching estimators for point processes have gained widespread attention in recent years because they do not require the calculation of intensity integrals, thereby effectively addressing the computational challenges in maximum likelihood estimation (MLE). Some existing works have proposed score matching estimators for point processes. However, this work demonstrates that the incompleteness of the estimators proposed in those works renders them applicable only to specific problems, and they fail for more general point processes. To address this issue, this work introduces the weighted score matching estimator to point processes. Theoretically, we prove the consistency of the estimator we propose. Experimental results indicate that our estimator accurately estimates model parameters on synthetic data and yields results consistent with MLE on real data. In contrast, existing score matching estimators fail to perform effectively. Codes are publicly available at \url{https://github.com/KenCao2007/WSM_TPP}.