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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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…