相关论文: Scaling Hawkes processes to one million COVID-19 c…

The Hawkes process and its extensions effectively model self-excitatory phenomena including earthquakes, viral pandemics, financial transactions, neural spike trains and the spread of memes through social networks. The usefulness of these…

Hawkes processes are point process models that have been used to capture self-excitatory behavior in social interactions, neural activity, earthquakes and viral epidemics. They can model the occurrence of the times and locations of events.…

Understanding the spread of COVID-19 has been the subject of numerous studies, highlighting the significance of reliable epidemic models. Here, we introduce a novel epidemic model using a latent Hawkes process with temporal covariates for…

Epidemiology models are central in understanding and controlling large scale pandemics. Several epidemiology models require simulation-based inference such as Approximate Bayesian Computation (ABC) to fit their parameters to observations.…

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

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,…

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…

Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…

Motivated by the recent outbreak of coronavirus (COVID-19), we propose a stochastic model of epidemic temporal growth and mitigation based on a time-modulated Hawkes process. The model is sufficiently rich to incorporate specific…

We propose an extension to Hawkes processes by treating the levels of self-excitation as a stochastic differential equation. Our new point process allows better approximation in application domains where events and intensities accelerate…

Terrorist activities often exhibit temporal and spatial clustering, making the multivariate Hawkes process (MHP) a useful statistical model for analysing terrorism across different geographic regions. However, terror attack data from the…

Self-exciting spatiotemporal Hawkes processes have found increasing use in the study of large-scale public health threats ranging from gun violence and earthquakes to wildfires and viral contagion. Whereas many such applications feature…

A nonlinear partial differential equation (PDE) based compartmental model of COVID-19 provides a continuous trace of infection over space and time. Finer resolutions in the spatial discretization, the inclusion of additional model…

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,…

To manage the COVID-19 epidemic effectively, decision-makers in public health need accurate forecasts of case numbers. A potential near real-time predictor of future case numbers is human mobility; however, research on the predictive power…

Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…

The Hawkes process is a widely used model in many areas, such as finance, seismology, neuroscience, epidemiology, and social sciences. Estimation of the Hawkes process from continuous observations of a sample path is relatively…

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

As countries look towards re-opening of economic activities amidst the ongoing COVID-19 pandemic, ensuring public health has been challenging. While contact tracing only aims to track past activities of infected users, one path to safe…