Related papers: Prediction with Spatio-temporal Point Processes wi…
We study the spatio-temporal prediction problem and introduce a novel point-process-based prediction algorithm. Spatio-temporal prediction is extensively studied in Machine Learning literature due to its critical real-life applications such…
Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…
We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…
Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…
Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…
We model the spatial dynamics of a forest stand by using a special class of spatio-temporal point processes, the sequential spatial point process, where the spatial dimension is parameterized and the time component is atomic. The sequential…
Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…
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…
Self-exciting spatio-temporal point process models predict the rate of events as a function of space, time, and the previous history of events. These models naturally capture triggering and clustering behavior, and have been widely used in…
The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…
In this paper, we are interested in linear prediction of a particular kind of stochastic process, namely a marked temporal point process. The observations are event times recorded on the real line, with marks attached to each event. We show…
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…
We develop a Bayesian nonparametric framework for inference in spatio-temporal Hawkes processes, extending existing theoretical results beyond the purely temporal setting. Our framework encompasses modelling both the background and…
Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…
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…
We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…
Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…
We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. This is…
Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…
Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…