Related papers: Modeling event cascades using networks of additive…
In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…
Many networks have event-driven dynamics (such as communication, social media and criminal networks), where the mean rate of the events occurring at a node in the network changes according to the occurrence of other events in the network.…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
Basic principles of statistical inference are commonly violated in network data analysis. Under the current approach, it is often impossible to identify a model that accommodates known empirical behaviors, possesses crucial inferential…
We consider a network consisting of $n$ components (links or nodes) and assume that the network has two states, up and down. We further suppose that the network is subject to shocks that appear according to a counting process and that each…
The study of complex systems in nature is essential to understand the interactions between different elements and how they influence one another. Complex network theory is a powerful tool that helps us to analyze these interactions and gain…
This paper shows that characterizing co-occurrence between events is an important but non-trivial and neglected aspect of discovering potential causal relationships in multimedia event streams. First an introduction to the notion of event…
Randomized experiments, or "A/B" tests, remain the gold standard for evaluating the causal effect of a policy intervention or product change. However, experimental settings, such as social networks, where users are interacting and…
Distributed sensor networks have gained interest thanks to the developments in processing power and communications. Event-triggering mechanisms can be useful in reducing communication between the nodes of the network, while still ensuring…
In many insurance contexts, dependence between risks of a portfolio may arise from their frequencies. We investigate a dependent risk model in which we assume the vector of count variables to be a tree-structured Markov random field with…
Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…
This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson…
We develop a model in which interactions between nodes of a dynamic network are counted by non homogeneous Poisson processes. In a block modelling perspective, nodes belong to hidden clusters (whose number is unknown) and the intensity…
The standard approach to answering an identifiable causal-effect query (e.g., $P(Y|do(X)$) when given a causal diagram and observational data is to first generate an estimand, or probabilistic expression over the observable variables, which…
Likelihood methods for measuring statistical evidence obey the likelihood principle while maintaining bounded and well-controlled frequency properties. These methods lend themselves to sequential study designs because they measure the…
Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…
The threshold model has been widely adopted as a classic model for studying contagion processes on social networks. We consider asymmetric individual interactions in social networks and introduce a persuasion mechanism into the threshold…
This paper describes a model for power distribution network, which is hten utilized for eigenvalue behavior distribution analysis. We utilized the compensation theory to model the event that occurs in the network and derived the relation…
We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…