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stat.ME2024
Estimating the Hawkes process from a discretely observed sample path
Feng Chen, Jeffrey Kwan, Tom Stindl
The Hawkes process is a widely used model in many areas, such as finance, seismology, neuroscience, epidemiology, and social sciences. Estimation of the Hawkes process from continu…
stat.ME2022
Calibrated Nonparametric Scan Statistics for Anomalous Pattern Detection in Graphs
Chunpai Wang, Daniel B. Neill, Feng Chen
We propose a new approach, the calibrated nonparametric scan statistic (CNSS), for more accurate detection of anomalous patterns in large-scale, real-world graphs. Scan statistics…
stat.ME2021
Spatiotemporal ETAS model with a renewal main-shock arrival process
Tom Stindl, Feng Chen
This article proposes a spatiotemporal point process model that enhances the classical Epidemic-Type Aftershock Sequence (ETAS) model by incorporating a renewal main-shock arrival…