Networked Point Process Models Under the Lens of Scrutiny

Borges, Guilherme; Figueiredo, Flávio Pimenta de; Assunção, Renato M.; Melo, Pedro O. S. Vaz de

doi:10.1007/978-3-030-67658-2_12

Cited by 1 publication

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“…• How to properly evaluate and compare HP models among them: While there has been a lot of work regarding proposing new approaches, the comparison among existing models is often biased or incomplete. The works of [77] on how to quantify the uncertainty of the obtained models, [80] on measuring goodness-of-fit, [51] on robust identification of HPs with controlled terms, and [9] on the rigorous comparison of networked point process models are among this type of work; • Theoretical guarantees, properties and formulations of specific HP approaches, such as the works of [12] on strong mixing, [23] on the consistency of some parametric models, [15] on elementary derivations of HP momenta, and [36,37] on field master equation formulation for HPs.…”

Section: 2mentioning

confidence: 99%

Hawkes Processes Modeling, Inference and Control: An Overview

Lima¹

2020

Preprint

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Hawkes Processes are a type of point process which model self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis. Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field. The parametric, nonparametric, Deep Learning and Reinforcement Learning approaches are broadly discussed, along with the current research challenges on the topic and the real-world limitations of each approach. Illustrative application examples in the modeling of Retweeting behaviour, Earthquake aftershock occurence and COVID-19 spreading are also briefly discussed.

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Section: 2mentioning

confidence: 99%

Hawkes Processes Modeling, Inference and Control: An Overview

Lima¹

2020

Preprint

View full text Add to dashboard Cite

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Networked Point Process Models Under the Lens of Scrutiny

Cited by 1 publication

References 23 publications

Hawkes Processes Modeling, Inference and Control: An Overview

Hawkes Processes Modeling, Inference and Control: An Overview

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