Edward

Using Point Processes in Edward

Hi all,

I am working on a project that requires modeling of events using a Hawkes Process(an inhomogenous point process) along with a heirarchical graphical model. Since there is no support for point processes in Edward, could you suggest a workaround to this problem?

Thanks

Have you seen the Cox process and stochastic blockmodel examples? These seem most relevant if you’d like to implement a Hawkes process.

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Hello @dustin,

I am trying out something similar and wanted to check if support for point processes is available now in the edward framework? I also want to integrate point process in a bayesian framework.

Thanks,