Title
A Multitask Point Process Predictive Model
Abstract
Point process data are commonly observed in fields like healthcare and the social sciences. Designing predictive models for such event streams is an under-explored problem, due to often scarce training data. In this work we propose a multitask point process model, leveraging information from all tasks via a hierarchical Gaussian process (GP). Nonparametric learning functions implemented by a GP, which map from past events to future rates, allow analysis of flexible arrival patterns. To facilitate efficient inference, we propose a sparse construction for this hierarchical model, and derive a variational Bayes method for learning and inference. Experimental results are shown on both synthetic data and as well as real electronic health-records data.
Year
Venue
Field
2015
International Conference on Machine Learning
Training set,Data mining,Computer science,Inference,Point process,Nonparametric statistics,Synthetic data,Gaussian process,Artificial intelligence,Hierarchical database model,Machine learning,Bayes' theorem
DocType
Citations 
PageRank 
Conference
13
0.70
References 
Authors
13
5
Name
Order
Citations
PageRank
Wenzhao Lian1393.68
Ricardo Henao228623.85
Vinayak Rao312712.62
Joseph Lucas4171.80
Lawrence Carin513711.38