5 citations · 8 across the 3 of their papers we have counts for
3 papers
stat.CO2021
Exact simulation of extrinsic stress-release processes
Young Lee, Patrick J. Laub, Thomas Taimre +2
We present a new and straightforward algorithm that simulates exact sample paths for a generalized stress-release process. The computation of the exact law of the joint interarriva…
physics.soc-ph2020★ 5 cited
A Two-Phase Dynamic Contagion Model for COVID-19
Zezhun Chen, Angelos Dassios, Valerie Kuan +4
In this paper, we propose a continuous-time stochastic intensity model, namely, two-phase dynamic contagion process(2P-DCP), for modelling the epidemic contagion of COVID-19 and in…
stat.ML2018★ 3 cited
Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays
Kar Wai Lim, Young Lee, Leif Hanlen +1
We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations fo…