Related papers: Mutually Exciting Point Processes for Crowdfunding…
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…
Over the past few decades, the Hawkes process has become a popular framework for modeling temporal events thanks to its flexibility to capture different dependency structures. The objective of this work is to model call sequences emitted by…
We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networks have become a popular model for statistics and machine…
Recent years have seen a rise in social media platforms that provide peer-to-peer support to individuals suffering from mental distress. Studies on the impact of these platforms have focused on either short-term scales of single-post…
The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked Hawkes process incorporates multiple interacting event types…
Hawkes processes have recently risen to the forefront of tools when it comes to modeling and generating sequential events data. Multidimensional Hawkes processes model both the self and cross-excitation between different types of events and…
Internet boards are platforms for online discussions about a variety of topics. On these boards, individuals may start a new thread on a specific matter, or leave comments in an existing discussion. The resulting collective process leads to…
The Hawkes process is a versatile stochastic model for point patterns that exhibit self-excitation, that is, the property that an event occurrence increases the rate of occurrence for some period of time in the future. We present a Bayesian…
We propose a new jump-diffusion process, the Heston-Queue-Hawkes (HQH) model, combining the well-known Heston model and the recently introduced Queue-Hawkes (Q-Hawkes) jump process. Like the Hawkes process, the HQH model can capture the…
The Hawkes process is a simple point process, whose intensity function depends on the entire past history and is self-exciting and has the clustering property. The Hawkes process is in general non-Markovian. The linear Hawkes process has…
The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further arrivals in the near future. The model, and its…
Social networks represent complex ecosystems where the interactions between users or groups play a pivotal role in information dissemination, opinion formation, and social interactions. Effectively harnessing event sequence data within…
Addressing global challenges often involves stimulating the large-scale adoption of new products or behaviors. Research traditions that focus on individual decision making suggest that achieving this objective requires identifying the…
Threshold-driven models and game theory are two fundamental paradigms for describing human interactions in social systems. However, in mimicking social contagion processes, models that simultaneously incorporate these two mechanisms have…
Pairwise interactions between individuals are taken as fundamental drivers of collective behavior responsible for group cohesion and decision-making. While an individual directly influences only a few neighbors, over time indirect…
The dynamics of popularity in online media are driven by a combination of endogenous spreading mechanisms and response to exogenous shocks including news and events. However, little is known about the dependence of temporal patterns of…
Fads, product adoption, mobs, rumors, memes, and emergent norms are diverse social contagions that have been modeled as network cascades. Empirical study of these cascades is vulnerable to what we describe as the "opacity problem": the…
Impulse propagation in crowds is a phenomenon that is crucial for understanding collective dynamics, but has been scarcely addressed so far. Therefore, we have carried out experiments in which persons standing in a crowd are pushed forward…
A self-exciting point process with a continuous-time autoregressive moving average intensity process, named CARMA(p,q)-Hawkes model, has recently been introduced. The model generalizes the Hawkes process by substituting the…
Some recent papers relate the criticality of complex systems to their maximal capacity of information processing. In the present paper, we consider high dimensional point processes, known as age-dependent Hawkes processes, which have been…