Related papers: Modeling Human Dynamics and Lifestyle Using Digita…
Predicting human displacements is crucial for addressing various societal challenges, including urban design, traffic congestion, epidemic management, and migration dynamics. While predictive models like deep learning and Markov models…
In customer support contact centers, every service interaction involves a messaging dialogue between a customer and an agent; together, they exchange information, solve problems, and collectively co-produce the service. Because the service…
Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…
Dynamical systems across the sciences, from electrical circuits to ecological networks, undergo qualitative and often catastrophic changes in behavior, called bifurcations, when their underlying parameters cross a threshold. Existing…
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…
Multivariate Hawkes processes (MHP) are a class of point processes in which events at different coordinates interact through mutual excitation. The weighted adjacency matrix of the MHP encodes the strength of the relations, and shares its…
Understanding the diffusion in social network is an important task. However, this task is challenging since (1) the network structure is usually hidden with only observations of events like "post" or "repost" associated with each node, and…
Multi-dimensional Hawkes process (MHP) is a class of self and mutually exciting point processes that find wide range of applications -- from prediction of earthquakes to modelling of order books in high frequency trading. This paper makes…
Quadratic Hawkes (QHawkes) processes have proved effective at reproducing the statistics of price changes, capturing many of the stylised facts of financial markets. Motivated by the recently reported strong occurrence of endogenous…
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each nodes of the process, but also disentangles the…
Crimes emerge out of complex interactions of human behaviors and situations. Linkages between crime incidents are highly complex. Detecting crime linkage given a set of incidents is a highly challenging task since we only have limited…
In many developing countries, half the population lives in rural locations, where access to essentials such as school materials, mosquito nets, and medical supplies is restricted. We propose an alternative method of distribution (to…
Stablecoins, digital assets pegged to a specific currency or commodity value, are heavily involved in transactions of major cryptocurrencies. The effects of deviations from their desired fixed values (depeggings) on the cryptocurrencies for…
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…
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…
Port-Hamiltonian systems (PHS) theory is a recent but already well-established modelling approach for non-linear physical systems. Some studies have shown lately that PHS frameworks are relevant for modelling and control of swarm and…
The dynamics of many social, technological and economic phenomena are driven by individual human actions, turning the quantitative understanding of human behavior into a central question of modern science. Current models of human dynamics,…
This work presents a methodology for modeling and predicting human behavior in settings with N humans interacting in highly multimodal scenarios (i.e. where there are many possible highly-distinct futures). A motivating example includes…
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…
This article develops Probabilistic Hybrid Action Models (PHAMs), a realistic causal model for predicting the behavior generated by modern percept-driven robot plans. PHAMs represent aspects of robot behavior that cannot be represented by…