An interarrival embedding makes signature methods work on TPPs, yielding SIGTPP trained on whole trajectories plus three pathwise distributional evaluation metrics.
Signature Moments to Characterize Laws of Stochastic Processes
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From Jumps to Signatures: a Generative Method for Temporal Point Processes
An interarrival embedding makes signature methods work on TPPs, yielding SIGTPP trained on whole trajectories plus three pathwise distributional evaluation metrics.