Related papers: Age Dependent Hawkes Process

The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…

We introduce the Hyperedge-triggered Hawkes (HTH) process for inferring higher-order interaction structure in multi-cellular systems from asynchronous event-time data. Beyond standard pairwise excitation, the HTH intensity includes a term…

Hawkes Processes are a type of point process for modeling self-excitation, i.e., when the occurrence of an event makes future events more likely to occur. The corresponding self-triggering function of this type of process may be inferred…

Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, neuroscience and many other…

Sequences of events including infectious disease outbreaks, social network activities, and crimes are ubiquitous and the data on such events carry essential information about the underlying diffusion processes between communities (e.g.,…

We study numerically and analytically first- and second-order phase transitions in neuronal networks stimulated by shot noise (a flow of random spikes bombarding neurons). Using an exactly solvable cortical model of neuronal networks on…

We model spontaneous cortical activity with a network of coupled spiking units, in which multiple spatio-temporal patterns are stored as dynamical attractors. We introduce an order parameter, which measures the overlap (similarity) between…

Trap models have been initially proposed as toy models for dynamical relaxation in extremely simplified rough potential energy landscapes. Their importance has considerably grown recently thanks to the discovery that the trap like aging…

Predicting popularity, or the total volume of information outbreaks, is an important subproblem for understanding collective behavior in networks. Each of the two main types of recent approaches to the problem, feature-driven and generative…

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…

In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…

In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…

In this paper, we study a discrete-time analogue of a Hawkes process, modelled as a Poisson autoregressive process whose parameters depend on the past of the trajectory. The model is characterized to allow these parameters to take negative…

In this paper we develop conditions for various types of stability in social networks governed by Imitation of Success principle. Considering so-called Prisoner's Dilemma as the base of node-to-node game in the network we obtain well-known…

Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…

A Hawkes process model with a time-varying background rate is developed for analyzing the high-frequency financial data. In our model, the logarithm of the background rate is modeled by a linear model with a relatively large number of…

Neural spike trains, which are sequences of very brief jumps in voltage across the cell membrane, were one of the motivating applications for the development of point process methodology. Early work required the assumption of stationarity,…

In the context of neuroscience the elapsed-time model is an age-structured equation that describes the behavior of interconnected spiking neurons through the time since the last discharge, with many interesting dynamics depending on the…