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Hawkes process provides an effective statistical framework for analyzing the time-dependent interaction of neuronal spiking activities. Although utilized in many real applications, the classic Hawkes process is incapable of modelling…

Machine Learning · Statistics 2021-02-23 Feng Zhou , Yixuan Zhang , Jun Zhu

User modeling plays an important role in delivering customized web services to the users and improving their engagement. However, most user models in the literature do not explicitly consider the temporal behavior of users. More recently,…

Social and Information Networks · Computer Science 2017-02-08 Ali Khodadadi , Seyed Abbas Hosseini , Erfan Tavakoli , Hamid R. Rabiee

We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it allows for both common drivers, parameters common to all the…

Statistics Theory · Mathematics 2025-04-08 Alexander Kreiss , Enno Mammen , Wolfgang Polonik

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…

Trading and Market Microstructure · Quantitative Finance 2018-04-04 Marcello Rambaldi , Vladimir Filimonov , Fabrizio Lillo

Social media conversations unfold based on complex interactions between users, topics and time. While recent models have been proposed to capture network strengths between users, users' topical preferences and temporal patterns between…

Machine Learning · Computer Science 2018-09-13 Srikanta Bedathur , Indrajit Bhattacharya , Jayesh Choudhari , Anirban Dasgupta

We investigate the effects of cooperativity between contagion processes that spread and persist in a host population. We propose and analyze a dynamical model in which individuals that are affected by one transmissible agent $A$ exhibit a…

Physics and Society · Physics 2017-11-22 Li Chen , Fakhteh Ghanbarnejad , Dirk Brockmann

In order to disentangle the internal dynamics from exogenous factors within the Autoregressive Conditional Duration (ACD) model, we present an effective measure of endogeneity. Inspired from the Hawkes model, this measure is defined as the…

Statistical Finance · Quantitative Finance 2014-06-20 Vladimir Filimonov , Spencer Wheatley , Didier Sornette

The advent of the era of Big Data has allowed many researchers to dig into various socio-technical systems, including social media platforms. In particular, these systems have provided them with certain verifiable means to look into certain…

Social and Information Networks · Computer Science 2015-08-31 Hoai Nguyen Huynh , Erika Fille Legara , Christopher Monterola

Modeling interpersonal influence on different sentimental polarities is a fundamental problem in opinion formation and viral marketing. There has not been seen an effective solution for learning sentimental influences from users' behaviors…

Social and Information Networks · Computer Science 2017-05-09 Shenghua Liu , Houdong Zheng , Huawei Shen , Xiangwen Liao , Xueqi Cheng

The publication time of a document carries a relevant information about its semantic content. The Dirichlet-Hawkes process has been proposed to jointly model textual information and publication dynamics. This approach has been used with…

Machine Learning · Computer Science 2022-12-14 Gaël Poux-Médard , Julien Velcin , Sabine Loudcher

Modelling the user's multiple behaviors is an essential part of modern e-commerce, whose widely adopted application is to jointly optimize click-through rate (CTR) and conversion rate (CVR) predictions. Most of existing methods overlook the…

Information Retrieval · Computer Science 2022-08-18 Jiarui Jin , Xianyu Chen , Weinan Zhang , Yuanbo Chen , Zaifan Jiang , Zekun Zhu , Zhewen Su , Yong Yu

The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By expressing the probability for the next event per unit time…

Statistical Mechanics · Physics 2020-09-23 Kiyoshi Kanazawa , Didier Sornette

Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where…

Trading and Market Microstructure · Quantitative Finance 2018-01-10 Xuefeng Gao , Xiang Zhou , Lingjiong Zhu

In order to truly understand how social media might shape online discourses or contribute to societal polarization, we need refined models of platform choice, that is: models that help us understand why users prefer one social media…

Adaptation and Self-Organizing Systems · Physics 2024-11-08 Sven Banisch , Dennis Jacob , Tom Willaert , Eckehard Olbrich

As algorithmic tools increasingly aid experts in making consequential decisions, the need to understand the precise factors that mediate their influence has grown commensurately. In this paper, we present a crowdsourcing vignette study…

Human-Computer Interaction · Computer Science 2022-05-20 Riccardo Fogliato , Sina Fazelpour , Shantanu Gupta , Zachary Lipton , David Danks

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

Crowdsensing, also known as participatory sensing, is a method of data collection that involves gathering information from a large number of common people (or individuals), often using mobile devices or other personal technologies. This…

Computer Science and Game Theory · Computer Science 2024-05-17 Chattu Bhargavi , Vikash Kumar Singh

The Hawkes process is a popular point process model for event sequences that exhibit temporal clustering. The intensity process of a Hawkes process consists of two components, the baseline intensity and the accumulated excitation effect due…

Statistics Theory · Mathematics 2024-08-20 Tsz-Kit Jeffrey Kwan , Feng Chen , William Dunsmuir

In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. Our approach relies on two types of data: extracellular…

Statistics Theory · Mathematics 2021-08-03 Anna Bonnet , Charlotte Dion , François Gindraud , Sarah Lemler

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

Machine Learning · Computer Science 2021-06-10 Feng Zhou , Quyu Kong , Yixuan Zhang , Cheng Feng , Jun Zhu
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