Related papers: Semiparametric Bayesian Forecasting of Spatial Ear…
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…
Spatiotemporal clustering of earthquake events is a generally-established fact, and is important for designing models and assessment techniques in seismicity. Here, we investigate how this behavior can manifest in the statistical…
Terra Seismic can predict most major earthquakes (M6.2 or greater) at least 2 - 5 months before they will strike. Global earthquake prediction is based on determinations of the stressed areas that will start to behave abnormally before…
We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…
A novel geomechanics concept is presented for studying the behavior of geomaterials and structures by capturing the underlying dynamics as realistically as possible for earthquake excitation applied in time domain. Enormous amount of…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…
A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…
Earthquake catalog declustering is the procedure of separating event clusters from background seismicity, which is an important task in statistical seismology, earthquake forecasting, and probabilistic seismic hazard analysis. Several…
We propose an extension to Hawkes processes by treating the levels of self-excitation as a stochastic differential equation. Our new point process allows better approximation in application domains where events and intensities accelerate…
A model for fault dynamics consisting of two rough and rigid brownian profiles that slide one over the other is introduced. An earthquake occurs when there is an intersection between the two profiles. The energy release is proportional to…
We develop a Bayesian non-parametric framework based on multi-task Gaussian processes, appropriate for temporal shrinkage. We focus on a particular class of dynamic hierarchical models to obtain evidence-based knowledge of infectious…
Terrorist activities often exhibit temporal and spatial clustering, making the multivariate Hawkes process (MHP) a useful statistical model for analysing terrorism across different geographic regions. However, terror attack data from the…
The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…
Spatio-temporal hierarchical modeling is an extremely attractive way to model the spread of crime or terrorism data over a given region, especially when the observations are counts and must be modeled discretely. The spatio-temporal…
Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…
Hawkes Processes capture self-excitation and mutual-excitation between events when the arrival of an event makes future events more likely to happen. Identification of such temporal covariance can reveal the underlying structure to better…
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…
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…
Reading is a process that unfolds across space and time, alternating between fixations where a reader focuses on a specific point in space, and saccades where a reader rapidly shifts their focus to a new point. An ansatz of…