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Related papers: Point processes with event time uncertainty

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Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous…

Machine Learning · Computer Science 2017-06-09 Hongteng Xu , Dixin Luo , Hongyuan Zha

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

Patient healthcare utilization consists of irregularly time-stamped events, such as outpatient visits, inpatient admissions, and emergency encounters, forming individualized care trajectories. Modeling these trajectories is crucial for…

Machine Learning · Computer Science 2026-04-08 Saumya Pandey , Varun Chandola

We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…

Machine Learning · Computer Science 2021-03-19 Ricky T. Q. Chen , Brandon Amos , Maximilian Nickel

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

Quantifying influence in networks is important across science, economics, and public health, yet widely used centrality measures remain limited: they rely on static representations, heuristic network constructions, and purely endogenous…

Social and Information Networks · Computer Science 2026-03-13 Didier Sornette , Yishan Luo , Sandro Claudio Lera

Reading is a process that unfolds across space and time, alternating between fixations where a reader focuses on a specific point in space, and saccades where a reader rapidly shifts their focus to a new point. An ansatz of…

Machine Learning · Computer Science 2025-06-26 Francesco Ignazio Re , Andreas Opedal , Glib Manaiev , Mario Giulianelli , Ryan Cotterell

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

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…

Methodology · Statistics 2021-01-21 Biao Cai , Jingfei Zhang , Yongtao Guan

Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior…

Machine Learning · Statistics 2022-11-17 Alex Boyd , Yuxin Chang , Stephan Mandt , Padhraic Smyth

An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive…

Machine Learning · Statistics 2024-02-08 Sobin Joseph , Shashi Jain

We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a point process mainly characterized by 4 kernels associated with…

Trading and Market Microstructure · Quantitative Finance 2013-01-08 E. Bacry , J. F Muzy

This paper introduces a novel framework for modeling temporal events with complex longitudinal dependency that are generated by dependent sources. This framework takes advantage of multidimensional point processes for modeling time of…

Machine Learning · Statistics 2016-10-04 Seyed Abbas Hosseini , Ali Khodadadi , Soheil Arabzade , Hamid R. Rabiee

Among the statistical tools for online information diffusion modeling, both epidemic models and Hawkes point processes are popular choices. The former originate from epidemiology, and consider information as a viral contagion which spreads…

Social and Information Networks · Computer Science 2018-05-18 Marian-Andrei Rizoiu , Swapnil Mishra , Quyu Kong , Mark Carman , Lexing Xie

Spatio-temporal point processes (STPPs) model discrete events distributed in time and space, with important applications in areas such as criminology, seismology, epidemiology, and social networks. Traditional models often rely on…

Machine Learning · Statistics 2025-08-26 Xiuyuan Cheng , Zheng Dong , Yao Xie

We introduce and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is defined as the integrated parameter…

Statistical Finance · Quantitative Finance 2017-06-28 Simon Clinet , Yoann Potiron

Networks and temporal point processes serve as fundamental building blocks for modeling complex dynamic relational data in various domains. We propose the latent space Hawkes (LSH) model, a novel generative model for continuous-time…

Machine Learning · Computer Science 2022-07-08 Zhipeng Huang , Hadeel Soliman , Subhadeep Paul , Kevin S. Xu

The present paper provides exact mathematical expressions for the high-order moments of spiking activity in a recurrently-connected network of linear Hawkes processes. It extends previous studies that have explored the case of a (linear)…

Neurons and Cognition · Quantitative Biology 2019-12-17 Matthieu Gilson , Jean-Pascal Pfister

Hawkes (1971) introduced a powerful multivariate point process model of mutually exciting processes to explain causal structure in data. In this paper it is shown that the Granger causality structure of such processes is fully encoded in…

Statistics Theory · Mathematics 2016-05-24 Michael Eichler , Rainer Dahlhaus , Johannes Dueck

We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…

Methodology · Statistics 2025-10-31 Xiaotian Zheng , Athanasios Kottas , Bruno Sansó