相关论文: A Tutorial on Hawkes Processes for Events in Socia…

The Perception of Security (PoS) refers to people's opinions about security or insecurity in a place or situation. While surveys have traditionally been the primary means to capture such perceptions, they need to be improved in their…

The Hawkes process is a versatile stochastic model for point patterns that exhibit self-excitation, that is, the property that an event occurrence increases the rate of occurrence for some period of time in the future. We present a Bayesian…

In this paper, we are interested in linear prediction of a particular kind of stochastic process, namely a marked temporal point process. The observations are event times recorded on the real line, with marks attached to each event. We show…

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…

The rapid development of social media has significantly reshaped the dynamics of public opinion, resulting in complex interactions that traditional models fail to effectively capture. To address this challenge, we propose an innovative…

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…

Point processes in time have a wide range of applications that include the claims arrival process in insurance or the analysis of queues in operations research. Due to advances in technology, such samples of point processes are increasingly…

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…

When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…

Locally stationary Hawkes processes have been introduced in order to generalise classical Hawkes processes away from stationarity by allowing for a time-varying second-order structure. This class of self-exciting point processes has…

It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observations due to aggregation or rounding, resulting from…

Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…

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…

Social networks are quickly becoming the primary medium for discussing what is happening around real-world events. The information that is generated on social platforms like Twitter can produce rich data streams for immediate insights into…

Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous…

The extent to which a matching engine can cloud the modelling of underlying order submission and management processes in a financial market remains an unanswered concern with regards to market models. Here we consider a 10-variate Hawkes…

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…

Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…

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…

In recent years, people spend a lot of time on social networks. They use social networks as a place to comment on personal or public events. Thus, a large amount of information is generated and shared daily in these networks. Using such a…