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Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

Machine Learning · Computer Science 2020-03-02 Maximilian Nickel , Matthew Le

Mobile health applications, including those that track activities such as exercise, sleep, and diet, are becoming widely used. Accurately predicting human actions is essential for targeted recommendations that could improve our health and…

Social and Information Networks · Computer Science 2018-02-27 Takeshi Kurashima , Tim Althoff , Jure Leskovec

In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed…

Methodology · Statistics 2023-08-31 Guanhua Fang , Ganggang Xu , Haochen Xu , Xuening Zhu , Yongtao Guan

People are increasingly relying on the Web and social media to find solutions to their problems in a wide range of domains. In this online setting, closely related problems often lead to the same characteristic learning pattern, in which…

Machine Learning · Statistics 2016-10-20 Charalampos Mavroforakis , Isabel Valera , Manuel Gomez Rodriguez

Modeling event dynamics is central to many disciplines. Patterns in observed event arrival times are commonly modeled using point processes. Such event arrival data often exhibits self-exciting, heterogeneous and sporadic trends, which is…

Applications · Statistics 2021-08-16 Jing Wu , Owen G. Ward , James Curley , Tian Zheng

We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…

Machine Learning · Statistics 2018-10-30 Xenia Miscouridou , François Caron , Yee Whye Teh

Group-based social dominance hierarchies are of essential interest in animal behavior research. Studies often record aggressive interactions observed over time, and models that can capture such dynamic hierarchy are therefore crucial.…

Applications · Statistics 2022-07-19 Owen G. Ward , Jing Wu , Tian Zheng , Anna L. Smith , James P. Curley

Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we…

Machine Learning · Statistics 2017-08-01 Triet M Le

Student procrastination and cramming for deadlines are major challenges in online learning environments, with negative educational and well-being side effects. Modeling student activities in continuous time and predicting their next study…

Machine Learning · Computer Science 2021-02-02 Mengfan Yao , Siqian Zhao , Shaghayegh Sahebi , Reza Feyzi Behnagh

The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…

Machine Learning · Computer Science 2024-11-01 Pio Calderon , Alexander Soen , Marian-Andrei Rizoiu

We propose a novel probabilistic framework to model continuous-time interaction events data. Our goal is to infer the \emph{implicit} community structure underlying the temporal interactions among entities, and also to exploit how the…

Social and Information Networks · Computer Science 2020-06-24 Sikun Yang , Heinz Koeppl

Sequences of events including infectious disease outbreaks, social network activities, and crimes are ubiquitous and the data on such events carry essential information about the underlying diffusion processes between communities (e.g.,…

Social and Information Networks · Computer Science 2021-06-08 Maya Okawa , Tomoharu Iwata , Yusuke Tanaka , Hiroyuki Toda , Takeshi Kurashima , Hisashi Kashima

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…

Methodology · Statistics 2025-03-27 Jason J. Lambe , Feng Chen , Tom Stindl , Tsz-Kit Jeffrey Kwan

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…

Applications · Statistics 2019-02-12 Achraf Bahamou , Maud Doumergue , Philippe Donnat

Temporal networks observed continuously over time through timestamped relational events data are commonly encountered in application settings including online social media communications, financial transactions, and international relations.…

Machine Learning · Statistics 2025-05-29 Lingfei Zhao , Hadeel Soliman , Kevin S. Xu , Subhadeep Paul

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…

Machine Learning · Computer Science 2020-02-17 Qiang Zhang , Aldo Lipani , Omer Kirnap , Emine Yilmaz

Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular.…

Machine Learning · Computer Science 2023-05-19 Minju Jo , Seungji Kook , Noseong Park

Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of event data. On the other hand, neural MTPPs models forego this…

Machine Learning · Statistics 2025-11-04 Alex Boyd , Andrew Warrington , Taha Kass-Hout , Parminder Bhatia , Danica Xiao

Temporal networks are characterised by interdependent link events between nodes, forming ordered sequences of links that may represent specific information flows in the system. Nevertheless, representing temporal networks using discrete…

Social and Information Networks · Computer Science 2025-01-30 Yuwei Zhu , Paolo Barucca

Modern data acquisition routinely produce massive amounts of event sequence data in various domains, such as social media, healthcare, and financial markets. These data often exhibit complicated short-term and long-term temporal…

Machine Learning · Computer Science 2021-02-23 Simiao Zuo , Haoming Jiang , Zichong Li , Tuo Zhao , Hongyuan Zha
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