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The stochastic block model (SBM) is one of the most widely used generative models for network data. Many continuous-time dynamic network models are built upon the same assumption as the SBM: edges or events between all pairs of nodes are…
Multivariate Hawkes processes are past-dependant point processes originally introduced to model excitation effects, later extended to a nonlinear framework to account for the opposite effect, known as inhibition. Motivated by applications…
In recent years, mining the knowledge from asynchronous sequences by Hawkes process is a subject worthy of continued attention, and Hawkes processes based on the neural network have gradually become the most hotly researched fields,…
Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…
Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…
The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a past event can only increase the occurrence of future…
When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…
Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…
Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and computational efficiency of three classes of algorithms which,…
Human behavior drives a range of complex social, urban, and economic systems, yet understanding its structure and dynamics at the individual level remains an open question. From credit card transactions to communications data, human…
Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…
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…
Mobile health (mHealth) leverages digital technologies, such as mobile phones, to capture objective, frequent, and real-world digital phenotypes from individuals, enabling the delivery of tailored interventions to accommodate substantial…
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…
Quantifying the heterogeneity of treatment effect is important for understanding how a commercial product or medical treatment affects different population subgroups. While much of treatment effect heterogeneity analysis focuses on the…
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…
Longitudinal targeted maximum likelihood estimation (LTMLE) has very rarely been used to estimate dynamic treatment effects in the context of time-dependent confounding affected by prior treatment when faced with long follow-up times,…
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…
Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…
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…