Related papers: Causal Discovery in Hawkes Processes by Minimum De…
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,…
In recent years, causal modelling has been used widely to improve generalization and to provide interpretability in machine learning models. To determine cause-effect relationships in the absence of a randomized trial, we can model causal…
We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…
Learning the structure of Bayesian networks and causal relationships from observations is a common goal in several areas of science and technology. We show that the prequential minimum description length principle (MDL) can be used to…
Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…
Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an…
This paper introduces the Neural Network for Nonlinear Hawkes processes (NNNH), a non-parametric method based on neural networks to fit nonlinear Hawkes processes. Our method is suitable for analyzing large datasets in which events exhibit…
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…
While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality…
This paper explores the potential of the transformer models for learning Granger causality in networks with complex nonlinear dynamics at every node, as in neurobiological and biophysical networks. Our study primarily focuses on a…
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…
We propose a novel framework for studying causal inference of gene interactions using a combination of compressive sensing and Granger causality techniques. The gist of the approach is to discover sparse linear dependencies between time…
Video causal reasoning aims to achieve a high-level understanding of videos from a causal perspective. However, it exhibits limitations in its scope, primarily executed in a question-answering paradigm and focusing on brief video segments…
Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks…
We consider the problem of unveiling the implicit network structure of node interactions (such as user interactions in a social network), based only on high-frequency timestamps. Our inference is based on the minimization of the…
Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the…
The Hawkes process has garnered attention in recent years for its suitability to describe the behavior of online information cascades. Here, we present a fully tractable approach to analytically describe the distribution of the number of…
The Hawkes process is a popular point process model for event sequences that exhibit temporal clustering. The intensity process of a Hawkes process consists of two components, the baseline intensity and the accumulated excitation effect due…
We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models interactions between connected individuals within a network.…
Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…