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Univariate marked Hawkes processes are used to model a range of real-world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on social media platforms, and order book dynamics. This paper…
As a tool for capturing irregular temporal dependencies (rather than resorting to binning temporal observations to construct time series), Hawkes processes with exponential decay have seen widespread adoption across many application…
With the increasing abundance of 'digital footprints' left by human interactions in online environments, e.g., social media and app use, the ability to model complex human behavior has become increasingly possible. Many approaches have been…
A detailed analysis of Twitter-based information cascades is performed, and it is demonstrated that branching process hypotheses are approximately satisfied. Using a branching process framework, models of agent-to-agent transmission are…
User engagement in online social networking depends critically on the level of social activity in the corresponding platform--the number of online actions, such as posts, shares or replies, taken by their users. Can we design data-driven…
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…
The occurrence of new events in a system is typically driven by external causes and by previous events taking place inside the system. This is a general statement, applying to a range of situations including, more recently, to the activity…
The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By expressing the probability for the next event per unit time…
We introduce a stochastic model which describes diffusions of tweets on the Twitter network. By dividing the followers into generations, we describe the dynamics of the tweet diffusion as a random multiplicative process. We confirm our…
We introduce a model-independent approximation for the branching ratio of Hawkes self-exciting point processes. Our estimator requires knowing only the mean and variance of the event count in a sufficiently large time window, statistics…
Hawkes processes are point process models that have been used to capture self-excitatory behavior in social interactions, neural activity, earthquakes and viral epidemics. They can model the occurrence of the times and locations of events.…
The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…
As a powerful tool of asynchronous event sequence analysis, point processes have been studied for a long time and achieved numerous successes in different fields. Among various point process models, Hawkes process and its variants attract…
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…
Temporal networks allow representing connections between objects while incorporating the temporal dimension. While static network models can capture unchanging topological regularities, they often fail to model the effects associated with…
The unprecedented use of social media through smartphones and other web-enabled mobile devices has enabled the rapid adoption of platforms like Twitter. Event detection has found many applications on the web, including breaking news…
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…
Social Networks represent one of the most important online sources to share content across a world-scale audience. In this context, predicting whether a post will have any impact in terms of engagement is of crucial importance to drive the…
We propose a novel framework for modeling multiple multivariate point processes, each with heterogeneous event types that share an underlying space and obey the same generative mechanism. Focusing on Hawkes processes and their variants that…