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We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…

Efforts to model viral cascades provide a vital view into how they form and spread. A range of methods, such as Multivariate Hawkes Processes or network inference algorithms, attempt to decompose cascades into constituent components via…

Social and Information Networks · Computer Science 2023-02-28 Nick Hagar , Laila Wahedi , Eric Dunford

Predicting counterfactual distributions in complex dynamical systems is essential for scientific modeling and decision-making in domains such as public health and medicine. However, existing methods often rely on point estimates or purely…

Machine Learning · Computer Science 2025-09-15 Wenhao Mu , Zhi Cao , Mehmed Uludag , Alexander Rodríguez

A quantitative COVID-19 model that incorporates hidden asymptomatic patients is developed, and an analytic solution in parametric form is given. The model incorporates the impact of lockdown and resulting spatial migration of population due…

Populations and Evolution · Quantitative Biology 2020-06-02 Shaurya Kaushal , Abhineet Singh Rajput , Soumyadeep Bhattacharya , M. Vidyasagar , Aloke Kumar , Meher K. Prakash , Santosh Ansumali

The prevalence of COVID-19 has been the most serious health challenge of the 21th century to date, concerning national health systems on a daily basis, since December 2019 when it appeared in Wuhan City. Nevertheless, most of the proposed…

Populations and Evolution · Quantitative Biology 2022-11-30 Vasileios E. Papageorgiou , George Tsaklidis

Patient healthcare utilization consists of irregularly time-stamped events, such as outpatient visits, inpatient admissions, and emergency encounters, forming individualized care trajectories. Modeling these trajectories is crucial for…

Machine Learning · Computer Science 2026-04-08 Saumya Pandey , Varun Chandola

Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…

Applications · Statistics 2019-02-12 Achraf Bahamou , Maud Doumergue , Philippe Donnat

The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…

Machine Learning · Computer Science 2021-02-05 Rui Zhang , Christian Walder , Marian-Andrei Rizoiu

Recently, the world has witnessed the most severe pandemic (COVID-19) in this century. Studies on epidemic prediction and simulation have received increasing attention. However, the current methods suffer from three issues. First, most of…

Social and Information Networks · Computer Science 2023-03-31 Haoyu Geng , Guanjie Zheng , Zhengqing Han , Hua Wei , Zhenhui Li

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

With the unfolding of the COVID-19 pandemic, mathematical modeling of epidemics has been perceived and used as a central element in understanding, predicting, and governing the pandemic event. However, soon it became clear that long term…

Populations and Evolution · Quantitative Biology 2020-07-09 Ziqi Wang , Marco Broccardo , Arnaud Mignan , Didier Sornette

Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…

Probability · Mathematics 2025-07-22 Bartholomé Vieille , Rachid Senoussi , Samuel Soubeyrand

Compartmental models are an important quantitative tool in epidemiology, enabling us to forecast the course of a communicable disease. However, the model parameters, such as the infectivity rate of the disease, are riddled with…

Populations and Evolution · Quantitative Biology 2023-01-12 Konstantinos Mamis , Mohammad Farazmand

Epidemiological models contain a set of parameters that must be adjusted based on available observations. Once a model has been calibrated, it can be used as a forecasting tool to make predictions and to evaluate contingency plans. It is…

Mutations sometimes increase contagiousness for evolving pathogens. During an epidemic, scientists use viral genome data to infer a shared evolutionary history and connect this history to geographic spread. We propose a model that directly…

Populations and Evolution · Quantitative Biology 2021-09-14 Andrew J. Holbrook , Xiang Ji , Marc A. Suchard

Mechanistic mathematical models of within-host viral dynamics are tools for understanding how a virus' biology and its interaction with the immune system shape the infectivity of a host. The biology of the process is encoded by the…

Applications · Statistics 2025-12-11 Dylan J. Morris , Lauren Kennedy , Andrew J. Black

Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…

Machine Learning · Computer Science 2020-02-17 Qiang Zhang , Aldo Lipani , Omer Kirnap , Emine Yilmaz

With COVID-19 affecting every country globally and changing everyday life, the ability to forecast the spread of the disease is more important than any previous epidemic. The conventional methods of disease-spread modeling, compartmental…

Machine Learning · Statistics 2022-08-19 Benjamin Lucas , Behzad Vahedi , Morteza Karimzadeh

Epidemic modeling is an essential tool to understand the spread of the novel coronavirus and ultimately assist in disease prevention, policymaking, and resource allocation. In this article, we establish a state of the art interface between…

Applications · Statistics 2020-12-17 Li Wang , Guannan Wang , Lei Gao , Xinyi Li , Shan Yu , Myungjin Kim , Yueying Wang , Zhiling Gu

Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…

Applications · Statistics 2024-09-11 Alice Corbella , Anne M Presanis , Paul J Birrell , Daniela De Angelis