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We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…

Machine Learning · Statistics 2018-03-14 Kar Wai Lim , Young Lee , Leif Hanlen , Hongbiao Zhao

Theoretical computer science plays an important role in the understanding of social networks and their properties. We can model information rippling throughout social networks, or the opinions of social media users for example, using graph…

Discrete Mathematics · Computer Science 2024-06-11 Timothy Horscroft

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

Hawkes process provides an effective statistical framework for analyzing the time-dependent interaction of neuronal spiking activities. Although utilized in many real applications, the classic Hawkes process is incapable of modelling…

Machine Learning · Statistics 2021-02-23 Feng Zhou , Yixuan Zhang , Jun Zhu

In recent years researchers have gravitated to social media platforms, especially Twitter, as fertile ground for empirical analysis of social phenomena. Social media provides researchers access to trace data of interactions and discourse…

Physics and Society · Physics 2023-01-05 Peter Cihon , Taha Yasseri

In this paper, we build a model for biological neural nets where the activity of the network is described by Hawkes processes having a variable length memory. The particularity of this paper is to deal with an infinite number of components.…

Probability · Mathematics 2015-09-18 Pierre Hodara , Eva Löcherbach

Social Media has seen a tremendous growth in the last decade and is continuing to grow at a rapid pace. With such adoption, it is increasingly becoming a rich source of data for opinion mining and sentiment analysis. The detection and…

Machine Learning · Computer Science 2019-12-18 Rahul Radhakrishnan Iyer , Jing Chen , Haonan Sun , Keyang Xu

Event history data from sports competitions have recently drawn increasing attention in sports analytics to generate data-driven strategies. Such data often exhibit self-excitation in the event occurrence and dependence within event…

Methodology · Statistics 2026-01-14 K. Ken Peng , X. Joan Hu , Tim B. Swartz

While Twitter provides an unprecedented opportunity to learn about breaking news and current events as they happen, it often produces skepticism among users as not all the information is accurate but also hoaxes are sometimes spread. While…

Social and Information Networks · Computer Science 2013-12-31 Arkaitz Zubiaga , Heng Ji

Online social media are key platforms for the public to discuss political issues. As a result, researchers have used data from these platforms to analyze public opinions and forecast election results. Recent studies reveal the existence of…

Computers and Society · Computer Science 2020-06-03 Kai-Cheng Yang , Pik-Mai Hui , Filippo Menczer

Nowadays, many platforms on the Web offer organized events, allowing users to be organizers or participants. For such platforms, it is beneficial to predict potential event participants. Existing work on this problem tends to borrow…

Machine Learning · Computer Science 2023-10-03 Yihong Zhang , Takahiro Hara

The Hawkes process is a simple point process with wide applications in finance, social networks, criminology, seismology, and many other fields. The Hawkes process is defined for continuous-time setting. However, data is also recorded in a…

Probability · Mathematics 2021-06-23 Haixu Wang

Internet boards are platforms for online discussions about a variety of topics. On these boards, individuals may start a new thread on a specific matter, or leave comments in an existing discussion. The resulting collective process leads to…

Social and Information Networks · Computer Science 2020-06-05 Alexey N. Medvedev , Jean-Charles Delvenne , Renaud Lambiotte

Using empirical data from a social media site (Twitter) and on trading volumes of financial securities, we analyze the correlated human activity in massive social organizations. The activity, typically excited by real-world events and…

Physics and Society · Physics 2013-10-29 Joachim Mathiesen , Luiza Angheluta , Peter T. H. Ahlgren , Mogens H. Jensen

The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall…

Logic in Computer Science · Computer Science 2011-07-08 Luca Bortolussi , Vashti Galpin , Jane Hillston

Hawkes Processes are a type of point process for modeling self-excitation, i.e., when the occurrence of an event makes future events more likely to occur. The corresponding self-triggering function of this type of process may be inferred…

Applications · Statistics 2018-06-01 Rafael Lima , Jaesik Choi

Many real-world networks such as Twitter and YouTube are given as fully dynamic graph streams represented as sequences of edge insertions and deletions. (e.g., users can subscribe and unsubscribe to channels on YouTube). Existing similarity…

Data Structures and Algorithms · Computer Science 2019-01-17 Peng Jia , Pinghui Wang , Jing Tao , Xiaohong Guan

There has been much effort on studying how social media sites, such as Twitter, help propagate information in different situations, including spreading alerts and SOS messages in an emergency. However, existing work has not addressed how to…

Social and Information Networks · Computer Science 2014-07-15 Kyumin Lee , Jalal Mahmud , Jilin Chen , Michelle Zhou , Jeffrey Nichols

Locally stationary Hawkes processes have been introduced in order to generalise classical Hawkes processes away from stationarity by allowing for a time-varying second-order structure. This class of self-exciting point processes has…

Statistics Theory · Mathematics 2018-01-31 François Roueff , Rainer Von Sachs

We propose a novel mathematical model for the activity of microbloggers during an external, event-driven spike. The model leads to a testable prediction of who would become most active if a spike were to take place. This type of information…

Social and Information Networks · Computer Science 2014-06-10 Desmond J. Higham , Peter Grindrod , Alexander V. Mantzaris , Amanda Otley , Peter Laflin