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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…
Epilepsy is a neurological disorder characterized by recurrent seizures affecting more than 70 million people worldwide. Often, an individual with epilepsy is more likely to experience subsequent seizures following an initial seizure, a…
The Hawkes process and its extensions effectively model self-excitatory phenomena including earthquakes, viral pandemics, financial transactions, neural spike trains and the spread of memes through social networks. The usefulness of these…
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…
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…
In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed…
Abstract. Most of the real world data we encounter are asynchronous event sequence, so the last decades have been characterized by the implementation of various point process into the field of social networks,electronic medical records and…
Analysis of gun violence in the United States has utilized various models based on spatiotemporal point processes. Previous studies have identified a contagion effect in gun violence, characterized by bursts of diffusion across urban…
This study examines how the fate of a perpetrator in a public mass shooting influences the fate of subsequent perpetrators. Using data from 1966 to 2024, we classify incidents according to whether the perpetrator died at the scene or…
Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…
Smoking remains the leading cause of preventable mortality worldwide. Adolescents are particularly vulnerable to the development of tobacco addiction due to ongoing brain maturation and susceptibility to social influences, such as exposure…
Nowadays, the screening methods for the early detection of lung cancer struggle with several limitations such as many false positive results and low sensitivity. The detection of specific biomarkers is of high interest to complement these…
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…
We aim to explicitly model the delayed Granger causal effects based on multivariate Hawkes processes. The idea is inspired by the fact that a causal event usually takes some time to exert an effect. Studying this time lag itself is of…
Diseases resulting from prolonged smoking are the most common preventable causes of death in the world today. In this report we investigate the success of utilizing accelerometer sensors in smart watches to identify smoking gestures. Early…
Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…
We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…
In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…
The prevalence of suicide has been on the rise since the 20th century, causing severe emotional damage to individuals, families, and communities alike. Despite the severity of this suicide epidemic, there is so far no reliable and…
The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…