Related papers: Semiparametric Bayesian Forecasting of Spatial Ear…
Earthquake aftershock identification is closely related to the question "Are aftershocks different from the rest of earthquakes?" We give a positive answer to this question and introduce a general statistical procedure for clustering…
Immediately following a disaster event, such as an earthquake, estimates of the damage extent play a key role in informing the coordination of response and recovery efforts. We develop a novel impact estimation tool that leverages a…
This paper develops a novel method, based on hidden Markov models, to forecast earthquakes and applies the method to mainshock seismic activity in southern California and western Nevada. The forecasts are of the probability of a mainshock…
Hawkes processes are a self-exciting stochastic process used to describe phenomena whereby past events increase the probability of the occurrence of future events. This work presents a flexible approach for modelling a variant of these,…
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…
The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…
We aim to explicitly model the delayed Granger causal effects based on multivariate Hawkes processes. The idea is inspired by the fact that a causal event usually takes some time to exert an effect. Studying this time lag itself is of…
The neural Hawkes process (Mei & Eisner, 2017) is a generative model of irregularly spaced sequences of discrete events. To handle complex domains with many event types, Mei et al. (2020a) further consider a setting in which each event in…
We propose a new physically-based ``multifractal stress activation'' model of earthquake interaction and triggering based on two simple ingredients: (i) a seismic rupture results from activated processes giving an exponential dependence on…
Many time series in natural and social sciences can be seen as resulting from an interplay between exogenous influences and an endogenous organization. We use a simple (ETAS) model of events occurring sequentially, in which future events…
We propose a new version of the ETAS model, which we also analyze theoretically. As for the standard ETAS model, we assume the Gutenberg-Richter law as a probability density function for background events' magnitude. Instead, the magnitude…
A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due to the sheer volume of activity. Combined with practical…
We prove ergodicity of a point process earthquake model combining the classical stress release model for primary shocks with the Hawkes model for aftershocks.
We report an empirical determination of the probability density functions P(r) of the number r of earthquakes in finite space-time windows for the California catalog, over fixed spatial boxes 5 x 5 km^2 and time intervals dt =1, 10, 100 and…
We propose a new method to test the effectiveness of a spatial point process forecast based on a log-likelihood score for predicted point density and the information gain for events that actually occurred in the test period. The method…
Aggressive behavior in autistic inpatient youth often arises in temporally clustered bursts complicating efforts to distinguish external triggers from internal escalation. The sample population branching factor-the expected number of new…
Here we focus on a basic statistical measure of earthquake catalogs that has not been studied before, the asymmetry of interevent time series (e.g., reflecting the tendency to have more aftershocks than spontaneous earthquakes). We define…
The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By expressing the probability for the next event per unit time…
Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…
In order to estimate the seismic vulnerability of a densely populated urban area, it would in principle be necessary to evaluate the dynamic behaviour of individual and aggregate buildings. These detailed seismic analyses, however, are…