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We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another with different parameters. Specifically, we are interested in…

Methodology · Statistics 2022-12-26 Rui Zhang , Haoyun Wang , Yao Xie

Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…

Methodology · Statistics 2024-08-20 Panagiotis Papastamoulis , Fotios Milienos

Identifying key influencers from time series data without a known prior network structure is a challenging problem in various applications, from crime analysis to social media. While much work has focused on event-based time series…

Dynamical Systems · Mathematics 2025-04-30 Naratip Santitissadeekorn , Martin Short , David J. B. Lloyd

Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable inference from complex datasets with uncertainty quantification.…

Machine Learning · Statistics 2020-10-29 Haoyun Wang , Liyan Xie , Alex Cuozzo , Simon Mak , Yao Xie

Contagion processes on networks, including disease spreading, information diffusion, or social behaviors propagation, can be modeled as simple contagion, i.e. involving one connection at a time, or as complex contagion, in which multiple…

Physics and Society · Physics 2023-06-19 Giulia Cencetti , Diego Andrés Contreras , Marco Mancastroppa , Alain Barrat

Given the extreme heterogeneity of actors and groups participating in terrorist actions, investigating and assessing their characteristics can be important to extract relevant information and enhance the knowledge on their behaviors. The…

Computers and Society · Computer Science 2020-01-13 Gian Maria Campedelli , Iain Cruickshank , Kathleen M. Carley

Understanding the process by which a contagion disseminates throughout a network is of great importance in many real world applications. The required sophistication of the inference approach depends on the type of information we want to…

Social and Information Networks · Computer Science 2017-05-26 Shohreh Shaghaghian , Mark Coates

Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…

Machine Learning · Computer Science 2026-03-03 Songyao Jin , Biwei Huang

Hawkes processes are a self-exciting stochastic process used to describe phenomena whereby past events increase the probability of the occurrence of future events. This work presents a flexible approach for modelling a variant of these,…

Methodology · Statistics 2022-08-08 Raiha Browning , Judith Rousseau , Kerrie Mengersen

The object of this paper is to develop a statistical approach to criminal linkage analysis that discovers and groups crime events that share a common offender and prioritizes suspects for further investigation. Bayes factors are used to…

Applications · Statistics 2014-10-10 Michael D. Porter

We develop a continuous-time stochastic model for optimal cybersecurity investment under the threat of cyberattacks. The arrival of attacks is modeled using a Hawkes process, capturing the empirically relevant feature of clustering in…

Risk Management · Quantitative Finance 2026-03-11 Giorgia Callegaro , Claudio Fontana , Caroline Hillairet , Beatrice Ongarato

Information and individual activities often spread globally through the network of social ties. While social contagion phenomena have been extensively studied within the framework of threshold models, it is common to make an assumption that…

Physics and Society · Physics 2023-06-07 Teruyoshi Kobayashi

We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to…

Machine Learning · Computer Science 2017-09-22 Hongteng Xu , Hongyuan Zha

Among the statistical tools for online information diffusion modeling, both epidemic models and Hawkes point processes are popular choices. The former originate from epidemiology, and consider information as a viral contagion which spreads…

Social and Information Networks · Computer Science 2018-05-18 Marian-Andrei Rizoiu , Swapnil Mishra , Quyu Kong , Mark Carman , Lexing Xie

Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…

Machine Learning · Statistics 2026-01-13 Xiuyuan Cheng , Tingnan Gong , Yao Xie

Contagion processes are strongly linked to the network structures on which they propagate, and learning these structures is essential for understanding and intervention on complex network processes such as epidemics and (mis)information…

Social and Information Networks · Computer Science 2019-08-12 Caitlin Gray , Lewis Mitchell , Matthew Roughan

Previous work has shown that popular trending events are important external factors which pose significant influence on user search behavior and also provided a way to computationally model this influence. However, their problem formulation…

Machine Learning · Computer Science 2019-03-05 Shubhra Kanti Karmaker Santu , Liangda Li , Yi Chang , ChengXiang Zhai

Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…

Statistics Theory · Mathematics 2025-12-02 Maya Sadeler Perrin , Anna Bonnet , Charlotte Dion-Blanc , Adeline Samson

The task of clustering a set of objects based on multiple sources of data arises in several modern applications. We propose an integrative statistical model that permits a separate clustering of the objects for each data source. These…

Machine Learning · Statistics 2015-12-01 Eric F. Lock , David B. Dunson

Clustering is the technique to partition data according to their characteristics. Data that are similar in nature belong to the same cluster [1]. There are two types of evaluation methods to evaluate clustering quality. One is an external…

Machine Learning · Computer Science 2024-09-05 Anupriya Vysala , Joseph Gomes