English
Related papers

Related papers: Multivariate Powered Dirichlet Hawkes Process

200 papers

Social media has provided a platform for users to gather and share information and stay updated with the news. Such networks also provide a platform to users where they can engage in conversations. However, such micro-blogging platforms…

Social and Information Networks · Computer Science 2020-10-23 Rohan Tondulkar , Manisha Dubey , P. K. Srijith , Michal Lukasik

Developing effective multimodal fusion approaches has become increasingly essential in many real-world scenarios, such as health care and finance. The key challenge is how to preserve the feature expressiveness in each modality while…

Machine Learning · Computer Science 2025-10-24 Tsai Hor Chan , Feng Wu , Yihang Chen , Guosheng Yin , Lequan Yu

Due to its clustering and self-exciting properties, the Hawkes process has been used extensively in numerous fields ranging from sismology to finance. Since data is often aquired on regular time intervals, we propose a piece-wise constant…

Probability · Mathematics 2021-06-28 Lorick Huang , Mahmoud Khabou

The Hawkes process (HP) is commonly used to model event sequences with self-reinforcing dynamics, including electronic health records (EHRs). Traditional HPs capture self-reinforcement via parametric impact functions that can be inspected…

Machine Learning · Statistics 2025-10-23 Yuankang Zhao , Matthew Engelhard

Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of event data. On the other hand, neural MTPPs models forego this…

Machine Learning · Statistics 2025-11-04 Alex Boyd , Andrew Warrington , Taha Kass-Hout , Parminder Bhatia , Danica Xiao

Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…

Machine Learning · Statistics 2026-01-13 Xiuyuan Cheng , Tingnan Gong , Yao Xie

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…

Probability · Mathematics 2021-06-23 Haixu Wang

The scientific impact of academic papers is influenced by intricate factors such as dynamic popularity and inherent contribution. Existing models typically rely on static graphs for citation count estimation, failing to differentiate among…

Social and Information Networks · Computer Science 2024-09-04 Zhikai Xue , Guoxiu He , Zhuoren Jiang , Sichen Gu , Yangyang Kang , Star Zhao , Wei Lu

The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…

Methodology · Statistics 2023-06-30 Anna Bonnet , Miguel Martinez Herrera , Maxime Sangnier

Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…

Machine Learning · Computer Science 2021-01-05 Rafael Lima

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

Multi-modal data collections, such as corpora of paired images and text snippets, require analysis methods beyond single-view component and topic models. For continuous observations the current dominant approach is based on extensions of…

Machine Learning · Computer Science 2012-10-19 Seppo Virtanen , Yangqing Jia , Arto Klami , Trevor Darrell

Over the years, topic models have provided an efficient way of extracting insights from text. However, while many models have been proposed, none are able to model topic temporality and hierarchy jointly. Modelling time provide more precise…

Information Retrieval · Computer Science 2023-01-25 Judicael Poumay , Ashwin Ittoo

The cooperative hierarchical structure is a common and significant data structure observed in, or adopted by, many research areas, such as: text mining (author-paper-word) and multi-label classification (label-instance-feature). Renowned…

Machine Learning · Computer Science 2017-07-19 Junyu Xuan , Jie Lu , Guangquan Zhang , Richard Yi Da Xu

Scalability is one of the major issues for real-world Vehicle-to-Vehicle network realization. To tackle this challenge, a stochastic hybrid modeling framework based on a non-parametric Bayesian inference method, i.e., hierarchical Dirichlet…

Signal Processing · Electrical Eng. & Systems 2018-07-12 Hossein Nourkhiz Mahjoub , Behrad Toghi , Yaser P. Fallah

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

Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help…

Machine Learning · Computer Science 2017-11-22 Hongyuan Mei , Jason Eisner

Modern data acquisition routinely produce massive amounts of event sequence data in various domains, such as social media, healthcare, and financial markets. These data often exhibit complicated short-term and long-term temporal…

Machine Learning · Computer Science 2021-02-23 Simiao Zuo , Haoming Jiang , Zichong Li , Tuo Zhao , Hongyuan Zha

The marked Hawkes risk process is a compound point process for which the occurrence and amplitude of past events impact the future. Thanks to its autoregressive properties, it found applications in various fields such as neuosciences,…

Probability · Mathematics 2024-09-11 Laure Coutin , Mahmoud Khabou

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