408 citations · 515 across the 20 of their papers we have counts for
6 papers · 1 filter
Estimation of Multivariate Discrete Hawkes Processes: An Application to Incident Monitoring
Trinnhallen Brisley, Gordon Ross, Daniel Paulin +1
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in…
Estimating Product Cannibalisation in Wholesale using Multivariate Hawkes Processes with Inhibition
Isabella Deutsch, Gordon J. Ross
Product cannibalisation in the marketplace refers to the decrease in the sales of one product due to competition from another product. We examine this phenomenon in a wholesale dat…
Bayesian Estimation of the ETAS Model for Earthquake Occurrences
Gordon J Ross
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model…
ABC Learning of Hawkes Processes with Missing or Noisy Event Times
Isabella Deutsch, Gordon J. Ross
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times…
Bayesian hierarchical modelling of sparse count processes in retail analytics
James Pitkin, Ioanna Manolopoulou, Gordon Ross
The field of retail analytics has been transformed by the availability of rich data which can be used to perform tasks such as demand forecasting and inventory management. However,…
Dirichlet Process Mixtures of Order Statistics with Applications to Retail Analytics
James Pitkin, Gordon Ross, Ioanna Manolopoulou
The rise of "big data" has led to the frequent need to process and store datasets containing large numbers of high dimensional observations. Due to storage restrictions, these obse…