Structural Hawkes Processes for Learning Causal Structure from Discrete-Time Event Sequences

However, due to the limited recording capabilities Learning causal structure among event types from and storage capacities, retaining event's occurred times discrete-time event sequences is a particularly important with high-resolution is expensive or practically impossible in but challenging task. Existing methods, such many real-world applications, and we usually only can access as the multivariate Hawkes processes based methods, the corresponding discrete-time event sequences. For example, mostly boil down to learning the so-called in large wireless networks, the event sequences are usually Granger causality which assumes that the cause logged at a certain frequency by different devices whose event happens strictly prior to its effect event. Such time might not be accurately synchronized. As a result, lowresolution an assumption is often untenable beyond applications, discrete-time event sequences are obtained and the especially when dealing with discrete-time temporal precedence assumption will be frequently violated event sequences in low-resolution; and typical discrete in discrete-time event sequences, which raises a serious identifiability Hawkes processes mainly suffer from identifiability issue of causal discovery. For example, as shown issues raised by the instantaneous effect, in Figure 1, there are three event sequences produced by three i.e., the causal relationship that occurred simultaneously event types v