In-Context Learning of Temporal Point Processes with Foundation Inference Models

David Berghaus, Patrick Seifner, Kostadin Cvejoski, César Ali Ojeda Marin, Ramses Sanchez

International Conference on Learning Representations 2026 (ICLR 2026) Conference

Modeling multi-type event sequences with marked temporal point processes (MTPPs) provides a principled framework for uncovering governing dynamical rules and predicting future events. Current neural approaches to MTPP inference typically require training separate, specialized models for each target system. We pursue a fundamentally different strategy: leveraging amortized inference and in-context learning, we pretrain a deep neural network to infer, in-context, the conditional intensity functions of event histories from a context consisting of sets of event sequences. Pretraining is performed on a large synthetic dataset of MTPPs sampled from a broad distribution over point processes. Once pretrained, our Foundation Inference Model for Point Processes (FIM-PP) can estimate MTPPs from real-world data without additional training, or be rapidly finetuned to specific target systems. Experiments show that FIM-PP matches the performance of specialized models on multi-event prediction across common benchmark datasets.