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The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…

Methodology · Statistics 2024-11-15 Lingxiao Zhou , Georgia Papadogeorgou

This study presents a spatiotemporal dual Bayesian model that examines both the occurrence and number of conflict fatalities using event-level data from Ethiopia (1997-2024), sourced from the Armed Conflict Location and Event Data (ACLED)…

Applications · Statistics 2025-11-04 Yassin Tesfaw Abebe , Abdu Mohammed Seid , Lassi Roininen , Mohammed Seid Ali

Self-exciting spatiotemporal Hawkes processes have found increasing use in the study of large-scale public health threats ranging from gun violence and earthquakes to wildfires and viral contagion. Whereas many such applications feature…

Methodology · Statistics 2021-07-14 Andrew J. Holbrook , Xiang Ji , Marc A. Suchard

We develop flexible multivariate spatio-temporal Hawkes process models to analyze patterns of terrorism. Previous applications of point process methods to political violence data mainly utilize temporal Hawkes process models, neglecting…

Methodology · Statistics 2023-08-14 Mikyoung Jun , Scott Cook

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

Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…

Machine Learning · Computer Science 2023-01-31 Negar Erfanian , Santiago Segarra , Maarten de Hoop

Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…

Applications · Statistics 2023-06-01 Trinnhallen Brisley , Gordon Ross , Daniel Paulin , Jake Easto

I present a novel approach to estimating the temporal and spatial patterns of violent conflict. I show how we can use highly temporally and spatially disaggregated data on conflict events in tandem with Gaussian processes to estimate…

Machine Learning · Statistics 2025-06-10 Simon P. von der Maase

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

Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular.…

Machine Learning · Computer Science 2023-05-19 Minju Jo , Seungji Kook , Noseong Park

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

Analysis of gun violence in the United States has utilized various models based on spatiotemporal point processes. Previous studies have identified a contagion effect in gun violence, characterized by bursts of diffusion across urban…

Applications · Statistics 2024-08-20 Zheng Dong , Yao Xie

We study the spatio-temporal prediction problem, which has attracted the attention of many researchers due to its critical real-life applications. In particular, we introduce a novel approach to this problem. Our approach is based on the…

Machine Learning · Statistics 2020-07-07 Oguzhan Karaahmetoglu , Suleyman Serdar Kozat

The Hawkes process and its extensions effectively model self-excitatory phenomena including earthquakes, viral pandemics, financial transactions, neural spike trains and the spread of memes through social networks. The usefulness of these…

Applications · Statistics 2020-05-21 Andrew J. Holbrook , Charles E. Loeffler , Seth R. Flaxman , Marc A. Suchard

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…

Applications · Statistics 2022-09-13 Santhosh Narayanan , Carsten Maple , Mark Hooper

We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…

Machine Learning · Statistics 2026-03-03 Christopher Chukwuemeka , Hojun You , Mikyoung Jun

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

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…

Methodology · Statistics 2026-03-31 Wenqing Liu , Xenia Miscouridou , Déborah Sulem

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

Methodology · Statistics 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

Extreme events with potential deadly outcomes, such as those organized by terror groups, are highly unpredictable in nature and an imminent threat to society. In particular, quantifying the likelihood of a terror attack occurring in an…

Applications · Statistics 2021-11-02 Lekha Patel , Lyndsay Shand , J. Derek Tucker , Gabriel Huerta
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