相关论文: Flexible multivariate spatio-temporal Hawkes proce…

Existing models of political violence often emphasize discrete transitions, when conflicts emerge, escalate, or subside, without considering the longer trajectories of violence that accumulate across time and space. This paper introduces a…

We show that univariate and symmetric multivariate Hawkes processes are only weakly causal: the true log-likelihoods of real and reversed event time vectors are almost equal, thus parameter estimation via maximum likelihood only weakly…

Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence…

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…

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

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…

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…

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…

Patient healthcare utilization consists of irregularly time-stamped events, such as outpatient visits, inpatient admissions, and emergency encounters, forming individualized care trajectories. Modeling these trajectories is crucial for…

Mutations sometimes increase contagiousness for evolving pathogens. During an epidemic, scientists use viral genome data to infer a shared evolutionary history and connect this history to geographic spread. We propose a model that directly…

We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…

Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…

Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and computational efficiency of three classes of algorithms which,…

The Hawkes process has garnered attention in recent years for its suitability to describe the behavior of online information cascades. Here, we present a fully tractable approach to analytically describe the distribution of the number of…

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

This manuscript develops computationally efficient online learning for multivariate spatiotemporal models. The method relies on matrix-variate Gaussian distributions, dynamic linear models, and Bayesian predictive stacking to efficiently…

This study presents a spatiotemporal dual Bayesian model that examines both the occurrence and number of conflict fatalities using event-level data from Ethiopia (1997-2024), sourced from the Armed Conflict Location and Event Data (ACLED)…

Stochastic time-varying optimization is an integral part of learning in which the shape of the function changes over time in a non-deterministic manner. This paper considers multiple models of stochastic time variation and analyzes the…

We consider a population of $N$ interacting neurons, represented by a multivariate Hawkes process: the firing rate of each neuron depends on the history of the connected neurons. Contrary to the mean-field framework where the interaction…

Self-exciting point processes are widely used to model the contagious effects of crime events living within continuous geographic space, using their occurrence time and locations. However, in urban environments, most events are naturally…