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Showing 1 to 3 of 3 for “"multivariate Hawkes processes"”.
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Optimizing resource allocation in computational sustainability: Models, algorithms and tools
… in stochastic network cascades modeled with multivariate Hawkes processes. In conjunction, we derive an exact optimization approach for the proposed intervention based on closed-form expressions of the objective functions, which is applicable in a broad swath of domains beyond invasive …
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Efficient learning of temporal dynamics with first-order methods
… to model high-dimensional data generating processes. For instance, event data are often modeled with point processes, while time series data are often captured by autoregressive models or differential equations. In this dissertation, we design algorithms for such models that enable …
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New Spatio-temporal Hawkes Process Models For Social Good
… across events is also getting stronger. Hawkes processes stand out given their ability to capture a wide range of contagion and self-excitation patterns, including the transmission of infectious disease, earthquake aftershock distributions, near-repeat crime patterns, and overdose …