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A new class of models for dynamic networks is proposed, called mutually exciting point process graphs (MEG). MEG is a scalable network-wide statistical model for point processes with dyadic marks, which can be used for anomaly detection…

Social and Information Networks · Computer Science 2023-10-25 Francesco Sanna Passino , Nicholas A. Heard

Temporal point process is widely used for sequential data modeling. In this paper, we focus on the problem of modeling sequential event propagation in graph, such as retweeting by social network users, news transmitting between websites,…

Social and Information Networks · Computer Science 2020-05-06 Weichang Wu , Huanxi Liu , Xiaohu Zhang , Yu Liu , Hongyuan Zha

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

Many real world applications can be formulated as event forecasting on Continuous Time Dynamic Graphs (CTDGs) where the occurrence of a timed event between two entities is represented as an edge along with its occurrence timestamp in the…

Machine Learning · Computer Science 2022-05-24 Xuhong Wang , Sirui Chen , Yixuan He , Minjie Wang , Quan Gan , Yupu Yang , Junchi Yan

It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observations due to aggregation or rounding, resulting from…

Methodology · Statistics 2021-08-30 Leigh Shlomovich , Edward A. K. Cohen , Niall Adams

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

Point process models are widely used for continuous asynchronous event data, where each data point includes time and additional information called "marks", which can be locations, nodes, or event types. This paper presents a novel point…

Machine Learning · Statistics 2024-11-12 Zheng Dong , Matthew Repasky , Xiuyuan Cheng , Yao Xie

We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. This is…

Applications · Statistics 2022-10-18 Santhosh Narayanan , Ioannis Kosmidis , Petros Dellaportas

This study introduced the use of Graph Neural Network (GNN) for predicting the weather and weekday of a day in London, from the dataset of Santander Cycles bike-sharing system as a graph classification task. The proposed GNN models newly…

Machine Learning · Computer Science 2023-08-31 Yuta Sato , Pak Hei Lam , Shruti Gupta , Fareesah Hussain

We propose a novel probabilistic framework to model continuous-time interaction events data. Our goal is to infer the \emph{implicit} community structure underlying the temporal interactions among entities, and also to exploit how the…

Social and Information Networks · Computer Science 2020-06-24 Sikun Yang , Heinz Koeppl

Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

Methodology · Statistics 2026-05-06 Gordon J. Ross , Dean Markwick

We propose a novel modeling framework for time-evolving networks allowing for long-term dependence in network features that update in continuous time. Dynamic network growth is functionally parameterized via the conditional intensity of a…

Methodology · Statistics 2026-03-20 Duncan A Clark , Conor J. Kresin , Charlotte M. Jones-Todd

This paper addresses the problem of traffic prediction in distributed backend systems and proposes a graph neural network based modeling approach to overcome the limitations of traditional models in capturing complex dependencies and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-20 Zhimin Qiu , Feng Liu , Yuxiao Wang , Chenrui Hu , Ziyu Cheng , Di Wu

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

In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed…

Methodology · Statistics 2023-08-31 Guanhua Fang , Ganggang Xu , Haochen Xu , Xuening Zhu , Yongtao Guan

Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…

Methodology · Statistics 2021-10-25 Yalong Lyu , Huiyuan Wang , Wei Lin

Graph Neural Networks (GNN) is an emerging field for learning on non-Euclidean data. Recently, there has been increased interest in designing GNN that scales to large graphs. Most existing methods use "graph sampling" or "layer-wise…

Machine Learning · Computer Science 2021-09-03 Ming Chen , Zhewei Wei , Bolin Ding , Yaliang Li , Ye Yuan , Xiaoyong Du , Ji-Rong Wen

Bike sharing is an increasingly popular mobility choice as it is a sustainable, healthy and economically viable transportation mode. By interpreting rides between bike stations over time as temporal events connecting two bike stations,…

Methodology · Statistics 2026-03-10 Melania Lembo , Rūta Juozaitienė , Veronica Vinciotti , Ernst C. Wit

Point process is the dominant paradigm for modeling event sequences occurring at irregular intervals. In this paper we aim at modeling latent dynamics of event propagation in graph, where the event sequence propagates in a directed weighted…

Machine Learning · Computer Science 2022-11-23 Siqiao Xue , Xiaoming Shi , Hongyan Hao , Lintao Ma , Shiyu Wang , Shijun Wang , James Zhang

Marked event data captures events by recording their continuous-valued occurrence timestamps along with their corresponding discrete-valued types. They have appeared in various real-world scenarios such as social media, financial…

Machine Learning · Computer Science 2024-10-28 Hui Chen , Xuhui Fan , Hengyu Liu , Longbing Cao
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