most citedUncertainty Quantification for Inferring Hawkes Networks

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stat.ML2021★ 1 cited

Sequential change-point detection for mutually exciting point processes over networks

Haoyun Wang, Liyan Xie, Yao Xie +2

We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networ…

stat.ML2020★ 1 cited

Uncertainty Quantification for Inferring Hawkes Networks

Haoyun Wang, Liyan Xie, Alex Cuozzo +2

Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable infer…