English
Related papers

Related papers: CHIP: A Hawkes Process Model for Continuous-time N…

200 papers

Network representations have been effectively employed to analyze complex systems across various areas and applications, leading to the development of network science as a core tool to study systems with multiple components and complex…

Neurons and Cognition · Quantitative Biology 2023-07-25 ItaloIvo Lima Dias Pinto , Javier Omar Garcia , Kanika Bansal

Extracting a proper dynamic network for modelling a time-dependent complex system is an important issue. Building a correct model is related to finding out critical time points where a system exhibits considerable change. In this work, we…

Social and Information Networks · Computer Science 2022-06-28 Günce Keziban Orman , Nadir Türe , Selim Balcisoy , Hasan Alp Boz

We consider a wireless sensor network consisting of multiple nodes that are coordinated by a fusion center (FC) in order to estimate a common signal of interest. In addition to being coordinated, the sensors are also able to collaborate,…

Information Theory · Computer Science 2012-10-15 Swarnendu Kar , Pramod K. Varshney

Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…

Applications · Statistics 2023-06-01 Trinnhallen Brisley , Gordon Ross , Daniel Paulin , Jake Easto

A common goal in network modeling is to uncover the latent community structure present among nodes. For many real-world networks, the true connections consist of events arriving as streams, which are then aggregated to form edges, ignoring…

Social and Information Networks · Computer Science 2023-10-27 Guanhua Fang , Owen G. Ward , Tian Zheng

The advantages of temporal networks in capturing complex dynamics, such as diffusion and contagion, has led to breakthroughs in real world systems across numerous fields. In the case of human behavior, face-to-face interaction networks…

Social and Information Networks · Computer Science 2025-06-06 Nicolò Alessandro Girardini , Antonio Longa , Gaia Trebucchi , Giulia Cencetti , Andrea Passerini , Bruno Lepri

Membership diversity is a characteristic aspect of social networks in which a person may belong to more than one social group. For this reason, discovering overlapping structures is necessary for realistic social analysis. In this paper, we…

Social and Information Networks · Computer Science 2013-05-15 Jierui Xie , Boleslaw K. Szymanski

In this paper, we develop an efficient nonparametric Bayesian estimation of the kernel function of Hawkes processes. The non-parametric Bayesian approach is important because it provides flexible Hawkes kernels and quantifies their…

Machine Learning · Computer Science 2022-04-14 Rui Zhang , Christian Walder , Marian-Andrei Rizoiu , Lexing Xie

The identification of modular structures is essential for characterizing real networks formed by a mesoscopic level of organization where clusters contain nodes with a high internal degree of connectivity. Many methods have been developed…

Physics and Society · Physics 2015-03-04 Diego R. Amancio , Osvaldo N. Oliveira , Luciano da F. Costa

We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to…

Machine Learning · Computer Science 2017-09-22 Hongteng Xu , Hongyuan Zha

This study examines the use of a recurrent neural network for estimating the parameters of a Hawkes model based on high-frequency financial data, and subsequently, for computing volatility. Neural networks have shown promising results in…

Statistical Finance · Quantitative Finance 2023-04-25 Kyungsub Lee

The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as…

Trading and Market Microstructure · Quantitative Finance 2024-05-14 Yutong Lu , Gesine Reinert , Mihai Cucuringu

Hawkes stochastic point process models have emerged as valuable statistical tools for analyzing viral contagion. The spatiotemporal Hawkes process characterizes the speeds at which viruses spread within human populations. Unfortunately,…

Computation · Statistics 2024-07-17 Seyoon Ko , Marc A. Suchard , Andrew J. Holbrook

Background: Current neuronal monitoring techniques, such as calcium imaging and multi-electrode arrays, enable recordings of spiking activity from hundreds of neurons simultaneously. Of primary importance in systems neuroscience is the…

Neurons and Cognition · Quantitative Biology 2014-11-11 Yazan N. Billeh , Michael T. Schaub , Costas A. Anastassiou , Mauricio Barahona , Christof Koch

Community detection can reveal the underlying structure and patterns of complex networks, identify sets of nodes with specific functions or similar characteristics, and study the evolution process and development trends of networks. Despite…

Social and Information Networks · Computer Science 2024-12-05 Jiaqi Yao , Lewis Mitchell

This article studies the estimation of latent community memberships from pairwise interactions in a network of $N$ nodes, where the observed interactions can be of arbitrary type, including binary, categorical, and vector-valued, and not…

Statistics Theory · Mathematics 2022-08-31 Konstantin Avrachenkov , Maximilien Dreveton , Lasse Leskelä

Given a time-evolving network, how can we detect communities over periods of high internal and low external interactions? To address this question we generalize traditional local community detection in graphs to the setting of dynamic…

Social and Information Networks · Computer Science 2017-09-14 Daniel J. DiTursi , Gaurav Ghosh , Petko Bogdanov

The evolution of many dynamical systems that describe relationships or interactions between objects can be effectively modeled by temporal networks, which are typically represented as a sequence of static network snapshots. In this paper,…

Social and Information Networks · Computer Science 2025-07-11 Filip Blašković , Tim O. F. Conrad , Stefan Klus , Nataša Djurdjevac Conrad

Finding densely connected subsets of vertices in an unsupervised setting, called clustering or community detection, is one of the fundamental problems in network science. The edge clustering approach instead detects communities by…

Social and Information Networks · Computer Science 2026-03-02 Ryan DeWolfe , François Théberge

Networks representation aims to encode vertices into a low-dimensional space, while preserving the original network structures and properties. Most existing methods focus on static network structure without considering temporal dynamics.…

Social and Information Networks · Computer Science 2024-10-29 Ruixuan Han , Hongxiang Li , Bin Xie
‹ Prev 1 3 4 5 6 7 10 Next ›