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Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the same phenomenon may be heterogeneous and sampled at…

Probability · Mathematics 2026-05-28 Théo Leblanc

In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

Computation · Statistics 2017-02-14 Jonathan Fintzi , Xiang Cui , Jon Wakefield , Vladimir N. Minin

A continuous-time Markov process is proposed to analyze how a group of humans solves a complex task, consisting in the search of the optimal set of decisions on a fitness landscape. Individuals change their opinions driven by two different…

Multiagent Systems · Computer Science 2015-12-21 Giuseppe Carbone , Ilaria Giannoccaro

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

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

We consider a stochastic individual-based model of adaptive dynamics for an asexually reproducing population with mutation, with linear birth and death rates, as well as a density-dependent competition. To depict repeating changes of the…

Populations and Evolution · Quantitative Biology 2025-05-28 Manuel Esser , Anna Kraut

The purpose of this paper is to analyze the mechanism for the interplay of deterministic and stochastic models for contagious diseases. Deterministic models for contagious diseases are prone to predict global stability. Small natural birth…

Populations and Evolution · Quantitative Biology 2022-06-17 Torsten Lindström

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…

Statistics Theory · Mathematics 2017-05-05 Eduardo Horta , Flavio Ziegelmann

The goal of this article is to contribute towards the conceptual and quantitative understanding of the evolutionary benefits for (microbial) populations to maintain a seed bank (consisting of dormant individuals) when facing fluctuating…

Probability · Mathematics 2024-07-02 Jochen Blath , Felix Hermann , Martin Slowik

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

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…

Probability · Mathematics 2025-10-27 Vincent Kagan , Edouard Strickler , Denis Villemonais

Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…

Statistics Theory · Mathematics 2023-01-27 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

Hawkes stochastic point process models have emerged as valuable statistical tools for analyzing viral contagion. The spatiotemporal Hawkes process characterizes the speeds at which viruses spread within human populations. Unfortunately,…

Computation · Statistics 2024-07-17 Seyoon Ko , Marc A. Suchard , Andrew J. Holbrook

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We here present a generic stochastic model…

Populations and Evolution · Quantitative Biology 2010-10-20 Anna Melbinger , Jonas Cremer , Erwin Frey

Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…

Probability · Mathematics 2025-07-29 Alexandru Hening , Siddharth Sabharwal

We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

Probability · Mathematics 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

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

We analyze an interacting particle system with a Markov evolution of birth-and-death type. We have shown that a local competition mechanism (realized via a density dependent mortality) leads to a globally regular behavior of the population…

Mathematical Physics · Physics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…

Neural and Evolutionary Computing · Computer Science 2020-08-25 Jüri Lember , Chris Watkins