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We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…

机器学习 · 统计学 2018-03-14 Kar Wai Lim , Young Lee , Leif Hanlen , Hongbiao Zhao

Theoretical computer science plays an important role in the understanding of social networks and their properties. We can model information rippling throughout social networks, or the opinions of social media users for example, using graph…

离散数学 · 计算机科学 2024-06-11 Timothy Horscroft

Hawkes processes have recently risen to the forefront of tools when it comes to modeling and generating sequential events data. Multidimensional Hawkes processes model both the self and cross-excitation between different types of events and…

机器学习 · 计算机科学 2022-12-13 Renbo Zhao , Niccolò Dalmasso , Mohsen Ghassemi , Vamsi K. Potluru , Tucker Balch , Manuela Veloso

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…

机器学习 · 统计学 2021-02-23 Feng Zhou , Yixuan Zhang , Jun Zhu

In recent years researchers have gravitated to social media platforms, especially Twitter, as fertile ground for empirical analysis of social phenomena. Social media provides researchers access to trace data of interactions and discourse…

物理与社会 · 物理学 2023-01-05 Peter Cihon , Taha Yasseri

In this paper, we build a model for biological neural nets where the activity of the network is described by Hawkes processes having a variable length memory. The particularity of this paper is to deal with an infinite number of components.…

概率论 · 数学 2015-09-18 Pierre Hodara , Eva Löcherbach

Social Media has seen a tremendous growth in the last decade and is continuing to grow at a rapid pace. With such adoption, it is increasingly becoming a rich source of data for opinion mining and sentiment analysis. The detection and…

机器学习 · 计算机科学 2019-12-18 Rahul Radhakrishnan Iyer , Jing Chen , Haonan Sun , Keyang Xu

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…

统计方法学 · 统计学 2026-01-14 K. Ken Peng , X. Joan Hu , Tim B. Swartz

While Twitter provides an unprecedented opportunity to learn about breaking news and current events as they happen, it often produces skepticism among users as not all the information is accurate but also hoaxes are sometimes spread. While…

社会与信息网络 · 计算机科学 2013-12-31 Arkaitz Zubiaga , Heng Ji

Online social media are key platforms for the public to discuss political issues. As a result, researchers have used data from these platforms to analyze public opinions and forecast election results. Recent studies reveal the existence of…

计算机与社会 · 计算机科学 2020-06-03 Kai-Cheng Yang , Pik-Mai Hui , Filippo Menczer

Nowadays, many platforms on the Web offer organized events, allowing users to be organizers or participants. For such platforms, it is beneficial to predict potential event participants. Existing work on this problem tends to borrow…

机器学习 · 计算机科学 2023-10-03 Yihong Zhang , Takahiro Hara

The Hawkes process is a simple point process with wide applications in finance, social networks, criminology, seismology, and many other fields. The Hawkes process is defined for continuous-time setting. However, data is also recorded in a…

概率论 · 数学 2021-06-23 Haixu Wang

Internet boards are platforms for online discussions about a variety of topics. On these boards, individuals may start a new thread on a specific matter, or leave comments in an existing discussion. The resulting collective process leads to…

社会与信息网络 · 计算机科学 2020-06-05 Alexey N. Medvedev , Jean-Charles Delvenne , Renaud Lambiotte

Using empirical data from a social media site (Twitter) and on trading volumes of financial securities, we analyze the correlated human activity in massive social organizations. The activity, typically excited by real-world events and…

物理与社会 · 物理学 2013-10-29 Joachim Mathiesen , Luiza Angheluta , Peter T. H. Ahlgren , Mogens H. Jensen

The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall…

计算机科学中的逻辑 · 计算机科学 2011-07-08 Luca Bortolussi , Vashti Galpin , Jane Hillston

Hawkes Processes are a type of point process for modeling self-excitation, i.e., when the occurrence of an event makes future events more likely to occur. The corresponding self-triggering function of this type of process may be inferred…

应用统计 · 统计学 2018-06-01 Rafael Lima , Jaesik Choi

Many real-world networks such as Twitter and YouTube are given as fully dynamic graph streams represented as sequences of edge insertions and deletions. (e.g., users can subscribe and unsubscribe to channels on YouTube). Existing similarity…

数据结构与算法 · 计算机科学 2019-01-17 Peng Jia , Pinghui Wang , Jing Tao , Xiaohong Guan

There has been much effort on studying how social media sites, such as Twitter, help propagate information in different situations, including spreading alerts and SOS messages in an emergency. However, existing work has not addressed how to…

社会与信息网络 · 计算机科学 2014-07-15 Kyumin Lee , Jalal Mahmud , Jilin Chen , Michelle Zhou , Jeffrey Nichols

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…

统计理论 · 数学 2018-01-31 François Roueff , Rainer Von Sachs

We propose a novel mathematical model for the activity of microbloggers during an external, event-driven spike. The model leads to a testable prediction of who would become most active if a spike were to take place. This type of information…

社会与信息网络 · 计算机科学 2014-06-10 Desmond J. Higham , Peter Grindrod , Alexander V. Mantzaris , Amanda Otley , Peter Laflin