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?



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