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Event history data from sports competitions have recently drawn increasing attention in sports analytics to generate data-driven strategies. Such data often exhibit self-excitation in the event occurrence and dependence within event…
Locally stationary Hawkes processes have been introduced in order to generalise classical Hawkes processes away from stationarity by allowing for a time-varying second-order structure. This class of self-exciting point processes has…
Computational earthquake sequence models provide generative estimates of the time, location, and size of synthetic seismic events that can be compared with observed earthquake histories and assessed as rupture forecasts. Here we describe a…
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…
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,…
In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…
Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…
The Hawkes process is used to model point process data where events occur in clusters and bursts. In a standard multivariate Hawkes process, every event that occurs in a dimension has an equal impact on the process intensity. However, this…
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a…
The physics of earthquake triggering together with simple assumptions of self-similarity impose the existence of a minimum magnitude m0 below which earthquakes do not trigger other earthquakes. Noting that the magnitude md of completeness…
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…
In an earthquake event, the combination of a strong mainshock and damaging aftershocks is often the cause of severe structural damages and/or high death tolls. The objective of this paper is to provide estimation for the probability of such…
Post-earthquake hazard and impact estimation are critical for effective disaster response, yet current approaches face significant limitations. Traditional models employ fixed parameters regardless of geographical context, misrepresenting…
Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes…
Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…
Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…
The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further arrivals in the near future. The model, and its…
The 29 July 2025 Kamchatka earthquake, of magnitude M8.8 in the Kamchatka-Kuril subduction system, provides a unique opportunity to investigate the preparatory processes of a great subduction event. Despite Kamchatka's high seismic…
The Hawkes process has garnered attention in recent years for its suitability to describe the behavior of online information cascades. Here, we present a fully tractable approach to analytically describe the distribution of the number of…