Related papers: Network Hawkes Process Models for Exploring Latent…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…