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相关论文: Spatiotemporal Hawkes processes with a graphon-ind…

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We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

机器学习 · 计算机科学 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where…

交易与市场微观结构 · 定量金融 2018-01-10 Xuefeng Gao , Xiang Zhou , Lingjiong Zhu

We introduce the Hyperedge-triggered Hawkes (HTH) process for inferring higher-order interaction structure in multi-cellular systems from asynchronous event-time data. Beyond standard pairwise excitation, the HTH intensity includes a term…

统计方法学 · 统计学 2026-05-27 Zihan Xu

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…

概率论 · 数学 2022-02-24 Zoé Agathe-Nerine

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the…

概率论 · 数学 2018-02-19 Julien Chevallier , A Duarte , E Löcherbach , G Ost

We propose a novel modeling framework for time-evolving networks allowing for long-term dependence in network features that update in continuous time. Dynamic network growth is functionally parameterized via the conditional intensity of a…

统计方法学 · 统计学 2026-03-20 Duncan A Clark , Conor J. Kresin , Charlotte M. Jones-Todd

We consider a population of Hawkes processes modeling the activity of $N$ interacting neurons. The neurons are regularly positioned on the circle $[-\pi, \pi]$, and the connectivity between neurons is given by a cosine kernel. The firing…

概率论 · 数学 2023-07-13 Zoé Agathe-Nerine

Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks, criminology, seismology, and many other fields. In this…

概率论 · 数学 2018-11-05 Fuqing Gao , Lingjiong Zhu

We develop flexible multivariate spatio-temporal Hawkes process models to analyze patterns of terrorism. Previous applications of point process methods to political violence data mainly utilize temporal Hawkes process models, neglecting…

统计方法学 · 统计学 2023-08-14 Mikyoung Jun , Scott Cook

There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from…

社会与信息网络 · 计算机科学 2018-11-16 Baichuan Yuan , Hao Li , Andrea L. Bertozzi , P. Jeffrey Brantingham , Mason A. Porter

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)…

神经元与认知 · 定量生物学 2019-12-17 Matthieu Gilson , Jean-Pascal Pfister

We introduce a multivariate Hawkes process with constraints on its conditional density. It is a multivariate point process with conditional intensity similar to that of a multivariate Hawkes process but certain events are forbidden with…

应用统计 · 统计学 2014-02-14 Ban Zheng , François Roueff , Frédéric Abergel

Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we…

机器学习 · 统计学 2017-08-01 Triet M Le

In this paper, a modified teleparallel gravity action containing a coupling between a scalar field potential and magnetism, in anisotropic and homogeneous backgrounds, is investigated through Noether symmetry approach. The focus of this…

广义相对论与量子宇宙学 · 物理学 2020-03-18 Behzad Tajahmad

A self-exciting spatio-temporal point process is fitted to incident data from the UK National Traffic Information Service to model the rates of primary and secondary accidents on the M25 motorway in a 12-month period during 2017-18. This…

应用统计 · 统计学 2020-08-26 Kieran Kalair , Colm Connaughton , Pierfrancesco Alaimo Di Loro

Reading is a process that unfolds across space and time, alternating between fixations where a reader focuses on a specific point in space, and saccades where a reader rapidly shifts their focus to a new point. An ansatz of…

机器学习 · 计算机科学 2025-06-26 Francesco Ignazio Re , Andreas Opedal , Glib Manaiev , Mario Giulianelli , Ryan Cotterell

Hawkes Processes capture self-excitation and mutual-excitation between events when the arrival of an event makes future events more likely to happen. Identification of such temporal covariance can reveal the underlying structure to better…

机器学习 · 计算机科学 2020-06-03 Rafael Lima , Jaesik Choi

We introduce and analyse infinite dimensional Wishart processes taking values in the cone $S^+_1(H)$ of positive self-adjoint trace class operators on a separable real Hilbert space $H$. Our main result gives necessary and sufficient…

概率论 · 数学 2023-04-10 Sonja Cox , Christa Cuchiero , Asma Khedher

An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive…

机器学习 · 统计学 2024-02-08 Sobin Joseph , Shashi Jain

We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…

概率论 · 数学 2012-02-07 Emmanuel Bacry , Sylvain Delattre , Marc Hoffmann , Jean François Muzy