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Hawkes processes have recently risen to the forefront of tools when it comes to modeling and generating sequential events data. Multidimensional Hawkes processes model both the self and cross-excitation between different types of events and…

Machine Learning · Computer Science 2022-12-13 Renbo Zhao , Niccolò Dalmasso , Mohsen Ghassemi , Vamsi K. Potluru , Tucker Balch , Manuela Veloso

There is broad interest in creating RL agents that can solve many (related) tasks and adapt to new tasks and environments after initial training. Model-based RL leverages learned surrogate models that describe dynamics and rewards of…

Machine Learning · Computer Science 2020-02-11 Christian F. Perez , Felipe Petroski Such , Theofanis Karaletsos

Random walks on networks is the standard tool for modelling spreading processes in social and biological systems. This first-order Markov approach is used in conventional community detection, ranking, and spreading analysis although it…

Physics and Society · Physics 2014-08-13 Martin Rosvall , Alcides V. Esquivel , Andrea Lancichinetti , Jevin D. West , Renaud Lambiotte

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

Machine Learning · Statistics 2015-02-10 Assaf Hallak , Dotan Di Castro , Shie Mannor

Modern Reinforcement Learning (RL) algorithms are able to outperform humans in a wide variety of tasks. Multi-agent reinforcement learning (MARL) settings present additional challenges, and successful cooperation in mixed-motive groups of…

Multiagent Systems · Computer Science 2024-06-25 Ram Rachum , Yonatan Nakar , Bill Tomlinson , Nitay Alon , Reuth Mirsky

When analyzing animal movement, it is important to account for interactions between individuals. However, statistical models for incorporating interaction behavior in movement models are limited. We propose an approach that models dependent…

Applications · Statistics 2015-08-04 James C. Russell , Ephraim M. Hanks , Murali Haran

We target modeling latent dynamics in high-dimension marked event sequences without any prior knowledge about marker relations. Such problem has been rarely studied by previous works which would have fundamental difficulty to handle the…

Machine Learning · Computer Science 2019-10-29 Qitian Wu , Zixuan Zhang , Xiaofeng Gao , Junchi Yan , Guihai Chen

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…

Machine Learning · Statistics 2017-05-31 Massil Achab , Emmanuel Bacry , Stéphane Gaïffas , Iacopo Mastromatteo , Jean-Francois Muzy

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

Machine Learning · Computer Science 2013-08-19 Finale Doshi-Velez , George Konidaris

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

Machine Learning · Statistics 2017-11-01 Taylor Killian , Samuel Daulton , George Konidaris , Finale Doshi-Velez

Dynamic networks exhibit temporal patterns that vary across different time scales, all of which can potentially affect processes that take place on the network. However, most data-driven approaches used to model time-varying networks…

Physics and Society · Physics 2017-12-27 Tiago P. Peixoto , Laetitia Gauvin

Members of a social species need to make appropriate decisions about who, how, and when to interact with others in their group. However, it has been difficult for researchers to detect the inputs to these decisions and, in particular, how…

Populations and Evolution · Quantitative Biology 2024-07-15 Elizabeth A. Hobson , Dan Mønster , Simon DeDeo

We propose a simple adaptive-network model describing recent swarming experiments. Exploiting an analogy with human decision making, we capture the dynamics of the model by a low-dimensional system of equations permitting analytical…

Disordered Systems and Neural Networks · Physics 2011-07-15 Cristián Huepe , Gerd Zschaler , Anne-Ly Do , Thilo Gross

Understanding species-habitat associations is fundamental to ecological sciences and for species conservation. Consequently, various statistical approaches have been designed to infer species-habitat associations. Due to their conceptual…

Many complex systems change their structure over time, in these cases dynamic networks can provide a richer representation of such phenomena. As a consequence, many inference methods have been generalized to the dynamic case with the aim to…

Social and Information Networks · Computer Science 2023-10-25 Hadiseh Safdari , Martina Contisciani , Caterina De Bacco

In real world social networks, there are multiple cascades which are rarely independent. They usually compete or cooperate with each other. Motivated by the reinforcement theory in sociology we leverage the fact that adoption of a user to…

Social and Information Networks · Computer Science 2016-11-23 Ali Zarezade , Ali Khodadadi , Mehrdad Farajtabar , Hamid R. Rabiee , Hongyuan Zha

It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observations due to aggregation or rounding, resulting from…

Methodology · Statistics 2021-08-30 Leigh Shlomovich , Edward A. K. Cohen , Niall Adams

We consider a population of $N$ interacting neurons, represented by a multivariate Hawkes process: the firing rate of each neuron depends on the history of the connected neurons. Contrary to the mean-field framework where the interaction…

Probability · Mathematics 2022-02-24 Zoé Agathe-Nerine

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

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…

Machine Learning · Statistics 2020-06-05 Sobin Joseph , Lekhapriya Dheeraj Kashyap , Shashi Jain