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Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes --- Hawkes process. We…

Machine Learning · Computer Science 2016-06-14 Hongteng Xu , Mehrdad Farajtabar , Hongyuan Zha

Sepsis is a life-threatening condition that seriously endangers millions of people over the world. Hopefully, with the widespread availability of electronic health records (EHR), predictive models that can effectively deal with clinical…

Machine Learning · Computer Science 2019-10-16 Luchen Liu , Haoxian Wu , Zichang Wang , Zequn Liu , Ming Zhang

Causality is crucial to understanding the mechanisms behind complex systems and making decisions that lead to intended outcomes. Event sequence data is widely collected from many real-world processes, such as electronic health records, web…

Artificial Intelligence · Computer Science 2020-11-20 Zhuochen Jin , Shunan Guo , Nan Chen , Daniel Weiskopf , David Gotz , Nan Cao

We propose a novel framework for modeling multiple multivariate point processes, each with heterogeneous event types that share an underlying space and obey the same generative mechanism. Focusing on Hawkes processes and their variants that…

Machine Learning · Computer Science 2021-02-05 Hongteng Xu , Dixin Luo , Hongyuan Zha

Sepsis is a poorly understood and potentially life-threatening complication that can occur as a result of infection. Early detection and treatment improves patient outcomes, and as such it poses an important challenge in medicine. In this…

In the intensive care setting, sepsis continues to be a major contributor to patient illness and death; however, its timely detection is hindered by the complex, sparse, and heterogeneous nature of electronic health record (EHR) data. We…

Machine Learning · Computer Science 2025-12-08 Bozhi Dan , Di Wu , Ji Xu , Xiang Liu , Yiziting Zhu , Xin Shu , Yujie Li , Bin Yi

Learning causal structure among event types from discrete-time event sequences is a particularly important but challenging task. Existing methods, such as the multivariate Hawkes processes based methods, mostly boil down to learning the…

Machine Learning · Computer Science 2023-05-11 Jie Qiao , Ruichu Cai , Siyu Wu , Yu Xiang , Keli Zhang , Zhifeng Hao

We present a scalable end-to-end classifier that uses streaming physiological and medication data to accurately predict the onset of sepsis, a life-threatening complication from infections that has high mortality and morbidity. Our proposed…

Machine Learning · Statistics 2017-06-14 Joseph Futoma , Sanjay Hariharan , Katherine Heller

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…

Sepsis is a life-threatening host response to infection associated with high mortality, morbidity, and health costs. Its management is highly time-sensitive since each hour of delayed treatment increases mortality due to irreversible organ…

Machine Learning · Computer Science 2020-10-16 Michael Moor , Max Horn , Bastian Rieck , Damian Roqueiro , Karsten Borgwardt

Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…

Statistics Theory · Mathematics 2023-01-27 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

Temporal point process as the stochastic process on continuous domain of time is commonly used to model the asynchronous event sequence featuring with occurrence timestamps. Thanks to the strong expressivity of deep neural networks, they…

Machine Learning · Computer Science 2024-12-25 Haitao Lin , Cheng Tan , Lirong Wu , Zhangyang Gao , Zicheng Liu , Stan. Z. Li

We aim to explicitly model the delayed Granger causal effects based on multivariate Hawkes processes. The idea is inspired by the fact that a causal event usually takes some time to exert an effect. Studying this time lag itself is of…

Machine Learning · Computer Science 2023-08-14 Chao Yang , Hengyuan Miao , Shuang Li

Most of the metrics used for detecting a causal relationship among multiple time series ignore the effects of practical measurement impairments, such as finite sample effects, undersampling and measurement noise. It has been shown that…

Methodology · Statistics 2023-04-03 Rahul Devendra , Ribhu Chopra , Kumar Appaiah

This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…

We address the problem of learning Granger causality from asynchronous, interdependent, multi-type event sequences. In particular, we are interested in discovering instance-level causal structures in an unsupervised manner. Instance-level…

Machine Learning · Computer Science 2024-03-01 Dongxia Wu , Tsuyoshi Idé , Aurélie Lozano , Georgios Kollias , Jiří Navrátil , Naoki Abe , Yi-An Ma , Rose Yu

The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…

Machine Learning · Computer Science 2020-06-16 Zhen Han , Yunpu Ma , Yuyi Wang , Stephan Günnemann , Volker Tresp

Hawkes processes are a special class of temporal point processes which exhibit a natural notion of causality, as occurrence of events in the past may increase the probability of events in the future. Discovery of the underlying influence…

Machine Learning · Computer Science 2022-06-14 Amirkasra Jalaldoust , Katerina Hlavackova-Schindler , Claudia Plant

Hawkes (1971) introduced a powerful multivariate point process model of mutually exciting processes to explain causal structure in data. In this paper it is shown that the Granger causality structure of such processes is fully encoded in…

Statistics Theory · Mathematics 2016-05-24 Michael Eichler , Rainer Dahlhaus , Johannes Dueck

Sepsis, characterized by a dysregulated immune response to infection, results in significant mortality, morbidity, and healthcare costs. The timely prediction of sepsis progression is crucial for reducing adverse outcomes through early…

Machine Learning · Computer Science 2026-01-01 Alireza Rafiei , Farshid Hajati , Alireza Rezaee , Amirhossien Panahi , Shahadat Uddin
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