English
Related papers

Related papers: Hyper Hawkes Processes: Interpretable Models of Ma…

200 papers

We introduce the Hyperedge-triggered Hawkes (HTH) process for inferring higher-order interaction structure in multi-cellular systems from asynchronous event-time data. Beyond standard pairwise excitation, the HTH intensity includes a term…

Methodology · Statistics 2026-05-27 Zihan Xu

Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…

Machine Learning · Computer Science 2021-01-05 Rafael Lima

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

In recent years, mining the knowledge from asynchronous sequences by Hawkes process is a subject worthy of continued attention, and Hawkes processes based on the neural network have gradually become the most hotly researched fields,…

Machine Learning · Computer Science 2021-12-30 Lu-ning Zhang , Jian-wei Liu , Zhi-yan Song , Xin Zuo

The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…

Machine Learning · Computer Science 2021-02-05 Rui Zhang , Christian Walder , Marian-Andrei Rizoiu

The classical temporal point process (TPP) constructs an intensity function by taking the occurrence times into account. Nevertheless, occurrence time may not be the only relevant factor, other contextual data, termed covariates, may also…

Machine Learning · Computer Science 2024-07-24 Zizhuo Meng , Boyu Li , Xuhui Fan , Zhidong Li , Yang Wang , Fang Chen , Feng Zhou

Temporal point processes (TPP) are probabilistic generative models for continuous-time event sequences. Neural TPPs combine the fundamental ideas from point process literature with deep learning approaches, thus enabling construction of…

Machine Learning · Computer Science 2021-08-26 Oleksandr Shchur , Ali Caner Türkmen , Tim Januschowski , Stephan Günnemann

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

Learning causal structure among event types on multi-type event sequences is an important but challenging task. Existing methods, such as the Multivariate Hawkes processes, mostly assumed that each sequence is independent and identically…

Machine Learning · Computer Science 2022-05-17 Ruichu Cai , Siyu Wu , Jie Qiao , Zhifeng Hao , Keli Zhang , Xi Zhang

Event data consisting of time of occurrence of the events arises in several real-world applications. Recent works have introduced neural network based point processes for modeling event-times, and were shown to provide state-of-the-art…

Machine Learning · Computer Science 2022-01-20 Manisha Dubey , Ragja Palakkadavath , P. K. Srijith

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…

Machine Learning · Statistics 2026-02-11 Trinnhallen Brisley , Gordon Ross , Daniel Paulin

This work contributes to the theory and applications of Hawkes processes. We introduce and examine a new class of Hawkes processes that we call generalized Hawkes processes, and their special subclass -- the generalized multivariate Hawkes…

Probability · Mathematics 2020-04-30 Tomasz R. Bielecki , Jacek Jakubowski , Mariusz Nieweglowski

Temporal point process serves as an essential tool for modeling time-to-event data in continuous time space. Despite having massive amounts of event sequence data from various domains like social media, healthcare etc., real world…

Machine Learning · Computer Science 2022-10-04 Manisha Dubey , P. K. Srijith , Maunendra Sankar Desarkar

Temporal Point Processes (TPPs) serve as the standard mathematical framework for modeling asynchronous event sequences in continuous time. However, classical TPP models are often constrained by strong assumptions, limiting their ability to…

Machine Learning · Computer Science 2023-07-11 Tanguy Bosser , Souhaib Ben Taieb

In this paper, we design a nonparametric online algorithm for estimating the triggering functions of multivariate Hawkes processes. Unlike parametric estimation, where evolutionary dynamics can be exploited for fast computation of the…

Machine Learning · Statistics 2018-01-26 Yingxiang Yang , Jalal Etesami , Niao He , Negar Kiyavash

The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…

Machine Learning · Computer Science 2024-11-01 Pio Calderon , Alexander Soen , Marian-Andrei Rizoiu

A large fraction of data generated via human activities such as online purchases, health records, spatial mobility etc. can be represented as a sequence of events over a continuous-time. Learning deep learning models over these…

Machine Learning · Computer Science 2022-08-29 Vinayak Gupta , Srikanta Bedathur , Sourangshu Bhattacharya , Abir De

Group-based social dominance hierarchies are of essential interest in animal behavior research. Studies often record aggressive interactions observed over time, and models that can capture such dynamic hierarchy are therefore crucial.…

Applications · Statistics 2022-07-19 Owen G. Ward , Jing Wu , Tian Zheng , Anna L. Smith , James P. Curley

Multivariate Hawkes processes are past-dependant point processes originally introduced to model excitation effects, later extended to a nonlinear framework to account for the opposite effect, known as inhibition. Motivated by applications…

Methodology · Statistics 2026-05-12 Sacha Quayle , Anna Bonnet , Maxime Sangnier

Networks representation aims to encode vertices into a low-dimensional space, while preserving the original network structures and properties. Most existing methods focus on static network structure without considering temporal dynamics.…

Social and Information Networks · Computer Science 2024-10-29 Ruixuan Han , Hongxiang Li , Bin Xie