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Recently proposed encoder-decoder structures for modeling Hawkes processes use transformer-inspired architectures, which encode the history of events via embeddings and self-attention mechanisms. These models deliver better prediction and…

Machine Learning · Computer Science 2022-02-07 Yamac Alican Isik , Connor Davis , Paidamoyo Chapfuwa , Ricardo Henao

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

The neural Hawkes process (Mei & Eisner, 2017) is a generative model of irregularly spaced sequences of discrete events. To handle complex domains with many event types, Mei et al. (2020a) further consider a setting in which each event in…

Machine Learning · Computer Science 2022-05-09 Chenghao Yang , Hongyuan Mei , Jason Eisner

We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…

Machine Learning · Statistics 2018-10-30 Xenia Miscouridou , François Caron , Yee Whye Teh

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

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

Social networks represent complex ecosystems where the interactions between users or groups play a pivotal role in information dissemination, opinion formation, and social interactions. Effectively harnessing event sequence data within…

Social and Information Networks · Computer Science 2024-05-29 Zizhuo Meng , Ke Wan , Yadong Huang , Zhidong Li , Yang Wang , Feng Zhou

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

We present the Bayesian Echo Chamber, a new Bayesian generative model for social interaction data. By modeling the evolution of people's language usage over time, this model discovers latent influence relationships between them. Unlike…

Machine Learning · Statistics 2015-01-28 Fangjian Guo , Charles Blundell , Hanna Wallach , Katherine Heller

Dialogue systems have received increasing attention while automatically evaluating their performance remains challenging. User satisfaction estimation (USE) has been proposed as an alternative. It assumes that the performance of a dialogue…

Computation and Language · Computer Science 2023-05-23 Fanghua Ye , Zhiyuan Hu , Emine Yilmaz

Hawkes processes have been shown to be efficient in modeling bursty sequences in a variety of applications, such as finance and social network activity analysis. Traditionally, these models parameterize each process independently and assume…

Machine Learning · Computer Science 2021-02-02 Mengfan Yao , Siqian Zhao , Shaghayegh Sahebi , Reza Feyzi Behnagh

Asynchronous events sequences are widely distributed in the natural world and human activities, such as earthquakes records, users activities in social media and so on. How to distill the information from these seemingly disorganized data…

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

The rapid growth of social media has been witnessed during recent years as a result of the prevalence of the internet. This trend brings an increasing interest in simulating social media which can provide valuable insights to both academic…

Social and Information Networks · Computer Science 2021-08-11 Ao Qu , Ismael Lemhadri

Predicting popularity, or the total volume of information outbreaks, is an important subproblem for understanding collective behavior in networks. Each of the two main types of recent approaches to the problem, feature-driven and generative…

Social and Information Networks · Computer Science 2016-08-31 Swapnil Mishra , Marian-Andrei Rizoiu , Lexing Xie

Event history data from sports competitions have recently drawn increasing attention in sports analytics to generate data-driven strategies. Such data often exhibit self-excitation in the event occurrence and dependence within event…

Methodology · Statistics 2026-01-14 K. Ken Peng , X. Joan Hu , Tim B. Swartz

Epilepsy is a neurological disorder characterized by recurrent seizures affecting more than 70 million people worldwide. Often, an individual with epilepsy is more likely to experience subsequent seizures following an initial seizure, a…

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

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

Univariate marked Hawkes processes are used to model a range of real-world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on social media platforms, and order book dynamics. This paper…

Methodology · Statistics 2026-04-13 Louis Davis , Conor Kresin , Boris Baeumer , Ting Wang

A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due to the sheer volume of activity. Combined with practical…

Methodology · Statistics 2020-01-22 Leigh Shlomovich , Edward Cohen , Niall Adams , Lekha Patel
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