94 citations · 161 across the 8 of their papers we have counts for
9 papers
Loglinear Hawkes processes: existence, nonexplosion, stability and moment bounds
Tomasz R. Bielecki, Jacek Jakubowski, Matthias Kirchner +1
This paper discusses a special class of nonlinear Hawkes processes, where the rate function is the exponential function. We call these processes loglinear Hawkes processes. Such pr…
Unsupervised Image Classification by Ideological Affiliation from User-Content Interaction Patterns
Xinyi Liu, Jinning Li, Dachun Sun +6
The proliferation of political memes in modern information campaigns calls for efficient solutions for image classification by ideological affiliation. While significant advances h…
Critical cluster cascades
Matthias Kirchner
We consider a sequence of Poisson cluster point processes on : at step of the construction, the cluster centers have intensity for some $…
SPN-CNN: Boosting Sensor-Based Source Camera Attribution With Deep Learning
Matthias Kirchner, Cameron Johnson
We explore means to advance source camera identification based on sensor noise in a data-driven framework. Our focus is on improving the sensor pattern noise (SPN) extraction from…
On the Security and Applicability of Fragile Camera Fingerprints
Erwin Quiring, Matthias Kirchner, Konrad Rieck
Camera sensor noise is one of the most reliable device characteristics in digital image forensics, enabling the unique linkage of images to digital cameras. This so-called camera f…
A note on critical Hawkes processes
Matthias Kirchner
Let be a distribution function on with and density . Let be the distribution function of , .…
Hawkes graphs
Paul Embrechts, Matthias Kirchner
This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful…
Hawkes and INAR() processes
Matthias Kirchner
In this paper, we discuss integer-valued autoregressive time series (INAR), Hawkes point processes, and their interrelationship. Besides presenting structural analogies, we derive…
An estimation procedure for the Hawkes process
Matthias Kirchner
In this paper, we present a nonparametric estimation procedure for the multivariate Hawkes point process. The timeline is cut into bins and -- for each component process -- the num…