Interpretable Generative Neural Spatio-Temporal Point Processes

We present a novel generative model for spatio-temporal correlated discrete event data. Despite the rapid development of one-dimensional point processes for temporal event data, the study of how to model spatial aspects of such discrete event data is scarce. Our proposed Neural Embedding Spatio-Temporal (NEST) point process is a probabilistic generative model, which captures complex spatial influence, by carefully combining statistical models with flexible neural networks with spatial information embedding. NEST also enjoys computational complexity, high-interpretability, and strong expressive capacity for complex spatio-temporal dependency. We present two computationally efficient approaches based on maximum likelihood and imitation learning, which is robust to model mismatch. Experiments based on real data show the superior performance of our method relative to the state-of-the-art.