Support for point processes?

[gdalle]

Hi Turing team!
@jucheval and myself have an interest in modeling temporal point processes (sequences of events spread irregularly through time, each event being possibly labeled). We were wondering if Turing would be interested in such functionality?
At the moment we don't have more than a very WIP package, but knowing if there's motivation might help move it forward, and narrow down design decisions to favor compatibility. What I had in mind was something like HiddenMarkovModels, which is not part of Turing itself but was adjusted to interface well.
Let me know if that tickles your fancy!

[yebai]

Yes! What inference algorithms are available for discrete parameters?

[jucheval]

Hi !
I am not sure to understand your question about discrete parameters.

• Do you mean parameters living in a discrete space ?
• Discrete parameters are more relevant/interesting than continuous ones ?

FYI, only Poisson processes are covered by the package for the moment. We could discuss what other models should be prioritized for the Turing community.