Unlocking Point Processes through Point Set Diffusion
David Lüdke Enric Rabasseda Raventós Marcel Kollovieh Stephan Günnemann
Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics.
Existing statistical and machine learning models for point processes are predominantly constrained by their reliance on the characteristic intensity function, introducing an inherent trade-off between efficiency and flexibility.
In this paper, we introduce Point Set Diffusion, a diffusion-based latent variable model that can represent arbitrary point processes on general metric spaces without relying on the intensity function.
By directly learning to stochastically interpolate between noise and data point sets, our approach effectively captures the distribution of point processes and enables efficient, parallel sampling and flexible generation for complex conditional tasks.
Experiments on synthetic and real-world datasets demonstrate that Point Set Diffusion achieves state-of-the-art performance in unconditional and conditional generation of spatial and spatiotemporal point processes while providing up to orders of magnitude faster sampling.
Generative Model, Diffusion Model, Set Model, Point Sets, Forecasting, Density Estimation, Spatial, Temporal, Probabilistic Models