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Temporal networks observed continuously over time through timestamped relational events data are commonly encountered in application settings including online social media communications, financial transactions, and international relations.…

Machine Learning · Statistics 2025-05-29 Lingfei Zhao , Hadeel Soliman , Kevin S. Xu , Subhadeep Paul

Mainshocks are often followed by increased earthquake activity (aftershocks). According to the Omori-Utsu law, the rate of aftershocks decays as a power law over time. While aftershocks typically occur in the vicinity of the mainshock,…

Geophysics · Physics 2023-10-05 Yongwen Zhang , Maor Elbaz , Shlomo Havlin , Yosef Ashkenazy

We investigate the genealogical structure of general critical or subcritical continuous-state branching processes. Analogously to the coding of a discrete tree by its contour function, this genealogical structure is coded by a real-valued…

Probability · Mathematics 2007-05-23 Thomas Duquesne , Jean-Francois Le Gall

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the…

Atmospheric and Oceanic Physics · Physics 2020-07-15 Justin Finkel , Dorian Abbot , Jonathan Weare

The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a past event can only increase the occurrence of future…

Methodology · Statistics 2019-06-21 Shizhe Chen , Ali Shojaie , Eric Shea-Brown , Daniela Witten

In classical Hawkes process, the baseline intensity and triggering kernel are assumed to be a constant and parametric function respectively, which limits the model flexibility. To generalize it, we present a fully Bayesian nonparametric…

Machine Learning · Computer Science 2019-10-30 Feng Zhou , Zhidong Li , Xuhui Fan , Yang Wang , Arcot Sowmya , Fang Chen

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…

Machine Learning · Computer Science 2020-06-16 Zhen Han , Yunpu Ma , Yuyi Wang , Stephan Günnemann , Volker Tresp

We consider branching random walks and contact processes on infinite, connected, locally finite graphs whose reproduction and infectivity rates across edges are inversely proportional to vertex degree. We show that when the ambient graph is…

Probability · Mathematics 2014-04-16 Wei Su

We present two models for estimating the probabilities of future earthquakes in California, to be tested in the Collaboratory for the Study of Earthquake Predictability (CSEP). The first, time-independent model, modified from Helmstetter et…

Geophysics · Physics 2009-10-28 M. J. Werner , A. Helmstetter , D. D. Jackson , Y. Y. Kagan

Generalized evolutionary point processes offer a class of point process models that allows for either excitation or inhibition based upon the history of the process. In this regard, we propose modeling which comprises generalization of the…

Methodology · Statistics 2021-01-06 Philip A. White , Alan E. Gelfand

We investigate the spatial distribution of aftershocks and we find that aftershock linear density exhibits a maximum, that depends on the mainshock magnitude, followed by a power law decay. The exponent controlling the asymptotic decay and…

Geophysics · Physics 2009-07-17 E. Lippiello , L. de Arcangelis , C. Godano

Rocks under stress deform by creep mechanisms that include formation and slip on small-scale internal cracks. Intragranular cracks and slip along grain contacts release energy as elastic waves termed acoustic emissions (AE). AEs are thought…

Aftershock occurrence is characterized by scaling behaviors with quite universal exponents. At the same time, deviations from universality have been proposed as a tool to discriminate aftershocks from foreshocks. Here we show that the…

Geophysics · Physics 2020-09-09 Giuseppe Petrillo , Eugenio Lippiello , François Landes , Alberto Rosso

The empirical Bath's law is derived from the magnitude-difference statistical distribution of earthquake pairs. The pair distribution related to earthquake correlations is presented. The single-event distribution of dynamically correlated…

Geophysics · Physics 2020-06-16 Bogdan Felix Apostol

We study the distributions of earthquake numbers in two global catalogs: Global Centroid-Moment Tensor and Preliminary Determinations of Epicenters. These distributions are required to develop the number test for forecasts of future seismic…

Applications · Statistics 2017-10-11 Yan Y. Kagan

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…

Methodology · Statistics 2026-05-12 Sacha Quayle , Anna Bonnet , Maxime Sangnier

Classic results show that the Hawkes self-exciting point process can be viewed as a collection of temporal clusters, where exogenously generated initial events give rise to endogenously driven descendant events. This perspective provides…

Probability · Mathematics 2022-12-12 Andrew Daw

Forecasting the full distribution of the number of earthquakes is revealed to be inherently superior to forecasting their mean. Forecasting the full distribution of earthquake numbers is also shown to yield robust projections in the…

Geophysics · Physics 2019-03-19 Shyam Nandan , Guy Ouillon , Didier Sornette , Stefan Wiemer

We analyze the probability density function (PDF) of waiting times between financial loss exceedances. The empirical PDFs are fitted with the self-excited Hawkes conditional Poisson process with a long power law memory kernel. The Hawkes…

Statistical Finance · Quantitative Finance 2017-05-24 Maciej Jagielski , Ryszard Kutner , Didier Sornette

The decay rate of aftershocks has been modeled as a power law since the pioneering work of Omori in the late nineteenth century. Considered the second most fundamental empirical law after the Gutenberg-Richter relationship, the power law…

Geophysics · Physics 2016-01-07 Arnaud Mignan