Publications (6)
An Optimal False Discovery Rate Controlling Procedure for Changepoint Detection
Louis Davis, Guenther Walther
We consider the problem of detecting and localizing a growing number of changepoints in a sequence of independent observations. We propose a new method, Lean Bonferroni Detection -…
Multivariate Representations of Univariate Marked Hawkes Processes
Louis Davis, Conor Kresin, Boris Baeumer +1
Univariate marked Hawkes processes are used to model a range of real-world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on soci…
A Fractional Model for Earthquakes
Louis Davis, Boris Baeumer, Ting Wang
This paper extends the existing fractional Hawkes process to better model mainshock-aftershock sequences of earthquakes. The fractional Hawkes process is a self-exciting point proc…
Optimal Estimating Equations for Compact-Memory Hawkes Processes
Louis Davis, Conor Kresin
Likelihood is standard for Hawkes-process inference, while less computationally demanding methods have largely developed separately. We show that least squares, Takács--Fiksel, an…
Causal inference for spatiotemporal point processes in the presence of outcome spillover and carryover
Conor Kresin, Duncan A. Clark, Louis Davis +1
We develop a framework for causal inference with continuous spatiotemporal point-process outcomes under cell-level interventions and outcome spillover. Potential outcomes are index…
A Multidimensional Fractional Hawkes Process for Multiple Earthquake Mainshock Aftershock Sequences
Louis Davis, Boris Baeumer, Ting Wang
Most point process models for earthquakes currently in the literature assume the magnitude distribution is i.i.d. potentially hindering the ability of the model to describe the mai…