相关论文: Learning Network of Multivariate Hawkes Processes:…
Temporal networks are characterised by interdependent link events between nodes, forming ordered sequences of links that may represent specific information flows in the system. Nevertheless, representing temporal networks using discrete…
Causality is crucial to understanding the mechanisms behind complex systems and making decisions that lead to intended outcomes. Event sequence data is widely collected from many real-world processes, such as electronic health records, web…
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)…
Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…
Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…
We propose a novel framework for modeling multiple multivariate point processes, each with heterogeneous event types that share an underlying space and obey the same generative mechanism. Focusing on Hawkes processes and their variants that…
A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…
Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…
Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular.…
From ancient philosophers to modern economists, biologists, and other researchers, there has been a continuous effort to unveil causal relations. The most formidable challenge lies in deducing the nature of the causal relationship: whether…
We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…
We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…
Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…
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,…
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…
Sequences of correlated binary patterns can represent many time-series data including text, movies, and biological signals. These patterns may be described by weighted combinations of a few dominant structures that underpin specific…
Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…
In this paper, we address the problem of fitting multivariate Hawkes processes to potentially large-scale data in a setting where series of events are not only mutually-exciting but can also exhibit inhibitive patterns. We focus on…
Unmeasured causal forces influence diverse experimental time series, such as the transcription factors that regulate genes, or the descending neurons that steer motor circuits. Combining the theory of skew-product dynamical systems with…
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…