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From Jumps to Signatures: a Generative Method for Temporal Point Processes

arXiv cs.LG ↗ · 2026-07-09 Cached

This paper introduces SigTPP, the first signature-based generative model for temporal point processes, which uses a pathwise framework and interarrival embedding to overcome limitations of likelihood-based methods, and demonstrates strong empirical performance across synthetic and real-world datasets.

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