Related papers: Statistical Inference and Stability Boundaries of …
The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…
We propose a novel probabilistic framework to model continuous-time interaction events data. Our goal is to infer the \emph{implicit} community structure underlying the temporal interactions among entities, and also to exploit how the…
Hawkes process provides an effective statistical framework for analyzing the time-dependent interaction of neuronal spiking activities. Although utilized in many real applications, the classic Hawkes process is incapable of modelling…
Aggressive behavior in autistic inpatient youth often arises in temporally clustered bursts complicating efforts to distinguish external triggers from internal escalation. The sample population branching factor-the expected number of new…
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…
Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…
Hypergraphs, encoding structured interactions among any number of system units, have recently proven a successful tool to describe many real-world biological and social networks. Here we propose a framework based on statistical inference to…
We consider the problem of learning the network of mutual excitations (i.e., the dependency graph) in a non-stationary, multivariate Hawkes process. We consider a general setting where baseline rates at each node are time-varying and delay…
Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we…
In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. Our approach relies on two types of data: extracellular…
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…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…
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…
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…
Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of event data. On the other hand, neural MTPPs models forego this…
A multivariate Hawkes process enables self- and cross-excitations through a triggering matrix that behaves like an asymmetrical covariance structure, characterizing pairwise interactions between the event types. Full-rank estimation of all…
Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact…
The Hawkes process (HP) is commonly used to model event sequences with self-reinforcing dynamics, including electronic health records (EHRs). Traditional HPs capture self-reinforcement via parametric impact functions that can be inspected…
Hawkes processes are a self-exciting stochastic process used to describe phenomena whereby past events increase the probability of the occurrence of future events. This work presents a flexible approach for modelling a variant of these,…
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…