Latent self-exciting point process model for spatial-temporal networks
From MaRDI portal
(Redirected from Publication:478267)
Abstract: We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Instead, this information needs to be inferred from the available observations. We develop an efficient approximate algorithm based on variational expectation-maximization to infer unknown participants in an event given the location and the time of the event. We validate the model on synthetic as well as real-world data, and obtain very promising results on the identity-inference task. We also use our model to predict the timing and participants of future events, and demonstrate that it compares favorably with baseline approaches.
Recommendations
- A review of self-exciting spatio-temporal point processes and their applications
- Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions
- scientific article; zbMATH DE number 7055492
- Point-process models of social network interactions: Parameter estimation and missing data recovery
- Multivariate spatiotemporal Hawkes processes and network reconstruction
Cites work
- Affine point processes and portfolio credit risk
- Discrete temporal models of social networks
- Empirical Analysis of an Evolving Social Network
- Mixed membership stochastic blockmodels
- Point process modelling for directed interaction networks
- Point processes and queues. Martingale dynamics
- Self-exciting hurdle models for terrorist activity
- Self-exciting point process modeling of crime
- Simulation of nonhomogeneous poisson processes by thinning
- Space-time point-process models for earthquake occurrences
- Statistics for spatio-temporal data
Cited in
(15)- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
- A modeling socialization point process sequence prediction algorithm
- Inferring social structure from continuous-time interaction data
- A review of self-exciting spatio-temporal point processes and their applications
- Comment on ``A review of self-exciting spatio-temporal point processes and their applications by Alex Reinhart
- Rejoinder on: ``A review of self-exciting spatio-temporal point processes and their applications
- Tracking Dynamic Point Processes on Networks
- Preface to special issue on ``Mathematics of Social Systems
- Multivariate spatiotemporal Hawkes processes and network reconstruction
- Online estimation and community detection of network point processes for event streams
- Hidden Markov models for the activity profile of terrorist groups
- First- and Second-Order Characteristics of Spatio-Temporal Point Processes on Linear Networks
- Point-process models of social network interactions: Parameter estimation and missing data recovery
- A map of approaches to temporal networks
- A Metric Space for Point Process Excitations
This page was built for publication: Latent self-exciting point process model for spatial-temporal networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q478267)
