68 citations · 166 across the 14 of their papers we have counts for
4 papers · 1 filter
Spatio-temporal coarse-grained Hawkes processes
Tomoya Uda, Shinsuke Koyama
Spatio-temporal Hawkes processes are widely used to model self-exciting event data, but conventional inference methods require access to the occurrence time and location of every e…
Modeling event cascades using networks of additive count sequences
Shinsuke Koyama, Yoshi Fujiwara
We propose a statistical model for networks of event count sequences built on a cascade structure. We assume that each event triggers successor events, whose counts follow additive…
Projection-based filtering for stochastic reaction networks
Shinsuke Koyama
This study concerns online inference (i.e., filtering) on the state of reaction networks, conditioned on noisy and partial measurements. The difficulty in deriving the equation tha…
Approximate Methods for State-Space Models
Shinsuke Koyama, Lucia Castellanos Pérez-Bolde, Cosma Rohilla Shalizi +1
State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its…