Related papers: Population viewpoint on Hawkes processes
Learning the influence structure of multiple time series data is of great interest to many disciplines. This paper studies the problem of recovering the causal structure in network of multivariate linear Hawkes processes. In such processes,…
Sequences of events in noise-driven excitable systems with slow variables often show serial correlations among their intervals of events. Here, we employ a master equation for general non-renewal processes to calculate the interval and…
A case is made that researchers are interested in studying processes. Often the inferences they are interested in making are about the process and its associated population. On other occasions, a researcher may be interested in making an…
We calculate the density and expectation for the number of lineages in a reconstructed tree with $n$ extant species. This is done with conditioning on the age of the tree as well as with assuming a uniform prior for the age of the tree.
The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…
The number of extant individuals within a lineage, as exemplified by counts of species numbers across genera in a higher taxonomic category, is known to be a highly skewed distribution. Because the sublineages (such as genera in a clade)…
As an extension of self-exciting Hawkes process, the multivariate Hawkes process models counting processes of different types of random events with mutual excitement. In this paper, we present a perfect sampling algorithm that can generate…
We investigate how the properties of inhomogeneous patterns of activity, appearing in many natural and social phenomena, depend on the temporal resolution used to define individual bursts of activity. To this end, we consider time series of…
We consider population dynamics on a network of patches, each of which has a the same local dynamics, with different population scales (carrying capacities). It is reasonable to assume that if the patches are coupled by very fast migration…
Analysing age-specific mortality, fertility, and migration patterns is a crucial task in demography with significant policy relevance. In practice, such analysis is challenging when studying a large number of subpopulations, due to small…
We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting random measures, characterized via a nonlinear convolutional…
This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the problem of estimation of parameters in the general age and…
The growth of a population is often modeled as branching process where each individual at the end of its life is replaced by a certain number of offspring. An example of these branching models is the Bellman-Harris process, where the…
We describe a Bayesian formalism for analyzing individual gravitational-wave events in light of the rest of an observed population. This analysis reveals how the idea of a "population-informed prior" arises naturally from a suitable…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times, which we refer to as data distortion. The presence of such…
We introduce a class of hybrid marked point processes, which encompasses and extends continuous-time Markov chains and Hawkes processes. While this flexible class amalgamates such existing processes, it also contains novel processes with…
The Hawkes process is a widely used model in many areas, such as finance, seismology, neuroscience, epidemiology, and social sciences. Estimation of the Hawkes process from continuous observations of a sample path is relatively…
Multivariate Hawkes processes are past-dependant point processes originally introduced to model excitation effects, later extended to a nonlinear framework to account for the opposite effect, known as inhibition. Motivated by applications…
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…