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A self-exciting spatio-temporal point process is fitted to incident data from the UK National Traffic Information Service to model the rates of primary and secondary accidents on the M25 motorway in a 12-month period during 2017-18. This…
Learning causal structure among event types on multi-type event sequences is an important but challenging task. Existing methods, such as the Multivariate Hawkes processes, mostly assumed that each sequence is independent and identically…
We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities. In the framework of stochastic maximum likelihood…
We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…
This chapter first presents a rather personal view of some different aspects of predictability, going in crescendo from simple linear systems to high-dimensional nonlinear systems with stochastic forcing, which exhibit emergent properties…
Modern health care systems are conducting continuous, automated surveillance of the electronic medical record (EMR) to identify adverse events with increasing frequency; however, many events such as sepsis do not have elucidated prodromes…
The availability of mobile health (mHealth) technology has enabled increased collection of intensive longitudinal data (ILD). ILD have potential to capture rapid fluctuations in outcomes that may be associated with changes in the risk of an…
In healthcare, the highest risk individuals for morbidity and mortality are rarely those with the greatest modifiable risk. By contrast, many machine learning formulations implicitly attend to the highest risk individuals. We focus on this…
Every year in the United States, 800,000 individuals suffer a stroke - one person every 40 seconds, with a death occurring every four minutes. While individual factors vary, certain predictors are more prevalent in determining stroke risk.…
Predicting the risk of death for chronic patients is highly valuable for informed medical decision-making. This paper proposes a general framework for dynamic prediction of the risk of death of a patient given her hospitalization history,…
An individualized risk prediction model that dynamically updates the probability of a clinical event from a specific cause is valuable for physicians to be able to optimize personalized treatment strategies in real-time by incorporating all…
Predicting an individual's risk of experiencing a future clinical outcome is a statistical task with important consequences for both practicing clinicians and public health experts. Modern observational databases such as electronic health…
We conducted a systematic comparison of statistical methods used for the analysis of time-to-event outcomes under various proportional and nonproportional hazard (NPH) scenarios. Our study used data from recently published oncology trials…
Chronic diseases and cancer account for over 75 percent of healthcare costs in the US. Increased prevention services and improved primary care are thought to decrease costs. Current models for detecting changes in the health of populations…
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…
The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…
Models for predicting the risk of cardiovascular events based on individual patient characteristics are important tools for managing patient care. Most current and commonly used risk prediction models have been built from carefully selected…
Over the past few decades, the Hawkes process has become a popular framework for modeling temporal events thanks to its flexibility to capture different dependency structures. The objective of this work is to model call sequences emitted by…
Learning the causal-interaction network of multivariate Hawkes processes is a useful task in many applications. Maximum-likelihood estimation is the most common approach to solve the problem in the presence of long observation sequences.…
We consider the problem of individual-specific medication level recommendation (initiation, removal, increase, or decrease) for asthma sufferers. Asthma is one of the most common chronic diseases in both adults and children, affecting 8% of…