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Related papers: Flexible multivariate spatio-temporal Hawkes proce…

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We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…

Machine Learning · Statistics 2026-03-03 Christopher Chukwuemeka , Hojun You , Mikyoung Jun

Terrorist activities often exhibit temporal and spatial clustering, making the multivariate Hawkes process (MHP) a useful statistical model for analysing terrorism across different geographic regions. However, terror attack data from the…

Methodology · Statistics 2025-03-27 Jason J. Lambe , Feng Chen , Tom Stindl , Tsz-Kit Jeffrey Kwan

Spatio-temporal hierarchical modeling is an extremely attractive way to model the spread of crime or terrorism data over a given region, especially when the observations are counts and must be modeled discretely. The spatio-temporal…

Applications · Statistics 2017-09-27 Nicholas J. Clark , Philip M. Dixon

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

Extreme events with potential deadly outcomes, such as those organized by terror groups, are highly unpredictable in nature and an imminent threat to society. In particular, quantifying the likelihood of a terror attack occurring in an…

Applications · Statistics 2021-11-02 Lekha Patel , Lyndsay Shand , J. Derek Tucker , Gabriel Huerta

Hawkes processes are a self-exciting stochastic process used to describe phenomena whereby past events increase the probability of the occurrence of future events. This work presents a flexible approach for modelling a variant of these,…

Methodology · Statistics 2022-08-08 Raiha Browning , Judith Rousseau , Kerrie Mengersen

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

The monitoring of conflict risk in the humanitarian sector is largely based on simple historic averages. The overarching goal of this work is to assess the potential for using a more statistically rigorous approach to monitor the risk of…

Applications · Statistics 2026-02-04 Raiha Browning , Hamish Patten , Judith Rousseau , Kerrie Mengersen

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…

Methodology · Statistics 2026-03-31 Wenqing Liu , Xenia Miscouridou , Déborah Sulem

Hawkes process is one of the most commonly used models for investigating the self-exciting nature of earthquake occurrences. However, seismicity patterns have complicated characteristics due to heterogeneous geology and stresses, for which…

Applications · Statistics 2023-02-15 Junhyeon Kwon , Yingcai Zheng , Mikyoung Jun

Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…

Applications · Statistics 2023-06-01 Trinnhallen Brisley , Gordon Ross , Daniel Paulin , Jake Easto

We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. This is…

Applications · Statistics 2022-10-18 Santhosh Narayanan , Ioannis Kosmidis , Petros Dellaportas

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

Machine Learning · Computer Science 2020-03-02 Maximilian Nickel , Matthew Le

Recently proposed encoder-decoder structures for modeling Hawkes processes use transformer-inspired architectures, which encode the history of events via embeddings and self-attention mechanisms. These models deliver better prediction and…

Machine Learning · Computer Science 2022-02-07 Yamac Alican Isik , Connor Davis , Paidamoyo Chapfuwa , Ricardo Henao

There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from…

Social and Information Networks · Computer Science 2018-11-16 Baichuan Yuan , Hao Li , Andrea L. Bertozzi , P. Jeffrey Brantingham , Mason A. Porter

Crimes emerge out of complex interactions of human behaviors and situations. Linkages between crime incidents are highly complex. Detecting crime linkage given a set of incidents is a highly challenging task since we only have limited…

Machine Learning · Statistics 2021-08-25 Shixiang Zhu , Yao Xie

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

Machine Learning · Computer Science 2021-06-10 Feng Zhou , Quyu Kong , Yixuan Zhang , Cheng Feng , Jun Zhu

To this day, terrorism persists as a worldwide threat, as exemplified by the ongoing lethal attacks perpetrated by ISIS in Iraq, Syria, Al Qaeda in Yemen, and Boko Haram in Nigeria. In response, states deploy various counterterrorism…

Applications · Statistics 2016-10-12 André Python , Janine Illian , Charlotte Jones-Todd , Marta Blangiardo

Analysis of gun violence in the United States has utilized various models based on spatiotemporal point processes. Previous studies have identified a contagion effect in gun violence, characterized by bursts of diffusion across urban…

Applications · Statistics 2024-08-20 Zheng Dong , Yao Xie

We study the spatio-temporal prediction problem, which has attracted the attention of many researchers due to its critical real-life applications. In particular, we introduce a novel approach to this problem. Our approach is based on the…

Machine Learning · Statistics 2020-07-07 Oguzhan Karaahmetoglu , Suleyman Serdar Kozat
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