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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…

Applications · Statistics 2023-05-24 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

Infectious diseases remain among the top contributors to human illness and death worldwide, among which many diseases produce epidemic waves of infection. The unavailability of specific drugs and ready-to-use vaccines to prevent most of…

Machine Learning · Computer Science 2023-07-18 Madhurima Panja , Tanujit Chakraborty , Uttam Kumar , Nan Liu

We invoke a metric to quantify the correlation between any two earthquakes. This provides a simple and straightforward alternative to using space-time windows to detect aftershock sequences and obviates the need to distinguish main shocks…

Geophysics · Physics 2020-01-29 Marco Baiesi , Maya Paczuski

Trophic coherence, a measure of the extent to which the nodes of a directed network are organised in levels, has recently been shown to be closely related to many structural and dynamical aspects of complex systems, including graph…

Physics and Society · Physics 2016-07-22 Janis Klaise , Samuel Johnson

The spatial structure of populations is a key element in the understanding of the large scale spreading of epidemics. Motivated by the recent empirical evidence on the heterogeneous properties of transportation and commuting patterns among…

Populations and Evolution · Quantitative Biology 2008-03-19 Vittoria Colizza , Alessandro Vespignani

We investigate a model for spatial epidemics explicitly taking into account bi-directional movements between base and destination locations on individual mobility networks. We provide a systematic analysis of generic dynamical features of…

Physics and Society · Physics 2012-03-07 Vitaly Belik , Theo Geisel , Dirk Brockmann

Static and dynamic stress changes in the Earth's crust induced by an earthquake typically trigger other earthquakes. Identifying such aftershocks is an important step in seismic hazard assessment but has remained challenging, especially in…

Geophysics · Physics 2025-02-14 Andreu Puy , Jordi Baró , Jörn Davidsen , Romualdo Pastor-Satorras

Whether it be physical, biological or social processes, complex systems exhibit dynamics that are exceedingly difficult to understand or predict from underlying principles. Here we report a striking correspondence between the collective…

Atomic Physics · Physics 2021-05-19 T. M. Wintermantel , M. Buchhold , S. Shevate , M. Morgado , Y. Wang , G. Lochead , S. Diehl , S. Whitlock

We propose a method to search for signs of causal structure in spatiotemporal data making minimal a priori assumptions about the underlying dynamics. To this end, we generalize the elementary concept of recurrence for a point process in…

Data Analysis, Statistics and Probability · Physics 2016-09-08 J. Davidsen , P. Grassberger , M. Paczuski

We study a class of interacting nonlinear Hawkes point processes on the integer lattice in which each component is reset after its own jumps. The intensity of a component depends on the post-reset activity of its nearest neighbours, which…

Probability · Mathematics 2026-05-14 Branda P. I. Gonçalves , Lucien Mauffret

The development of robust Early Warning Signals (EWS) is necessary to quantify the risk of crossing tipping points in the present-day climate change. Classically, EWS are statistical measures based on time series of climate state variables,…

Atmospheric and Oceanic Physics · Physics 2025-03-25 Laure Moinat , Jérôme Kasparian , Maura Brunetti

We construct a two-tailed peak-over-threshold Hawkes model that captures asymmetric self- and cross-excitation in and between left- and right-tail extreme values within a time series. We demonstrate its applicability by investigating…

Statistical Finance · Quantitative Finance 2021-08-18 Matthew F. Tomlinson , David Greenwood , Marcin Mucha-Kruczynski

This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful way. We demonstrate how graph-theoretic vocabulary…

Methodology · Statistics 2017-06-14 Paul Embrechts , Matthias Kirchner

The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times, which we refer to as data distortion. The presence of such…

Applications · Statistics 2021-06-03 Isabella Deutsch , Gordon J. Ross

The interplay of biological, social, structural and random factors makes disease forecasting extraordinarily complex. The course of an epidemic exhibits average growth dynamics determined by features of the pathogen and the population, yet…

Populations and Evolution · Quantitative Biology 2022-02-24 Andrea J. Allen , Mariah C. Boudreau , Nicholas J. Roberts , Antoine Allard , Laurent Hébert-Dufresne

We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts…

Probability · Mathematics 2018-08-14 Yevgeniy Kovchegov , Ilya Zaliapin

The emergence of a power-law distribution for the energy released during an earthquake is investigated in several models. Generic features are identified which are based on the self-affine behavior of the stress field prior to an event.…

Stochasticity and spatial heterogeneity are of great interest recently in studying the spread of an infectious disease. The presented method solves an inverse problem to discover the effectively decisive topology of a heterogeneous network…

Artificial Intelligence · Computer Science 2015-03-13 Yoshiharu Maeno

The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…

Methodology · Statistics 2023-06-30 Anna Bonnet , Miguel Martinez Herrera , Maxime Sangnier

We study the statistical properties of recurrence times in the self-excited Hawkes conditional Poisson process, the simplest extension of the Poisson process that takes into account how the past events influence the occurrence of future…

Geophysics · Physics 2015-06-12 A. Saichev , D. Sornette