A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
Filters
Modeling Events with Cascades of Poisson Processes
[article]
2012
arXiv
pre-print
Preserved Fulltext
The ensemble of observed events is thereby modeled as a superposition of Poisson processes. Efficient inference is feasible under this model with an EM algorithm. ...
We present a probabilistic model of events in continuous time in which each event triggers a Poisson process of successor events. ...
Modeling Events with Poisson and Cox Processes Our representation of collections of events is based on the formalism of marked point processes. ...
arXiv:1203.3516v1
fatcat:2o5jrkp5mfab5fngbitylg7qri
On Universality in Human Correspondence Activity
2009
Science
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
Other Versions
Identifying and modeling patterns of human activity has important ramifications in applications ranging from predicting disease spread to optimizing resource allocation. ...
Because of its relevance and availability, written correspondence provides a powerful proxy for studying human activity. ...
Recall that in our cascading Poisson process, cascades of events are initiated by a homogeneous Poisson process with rate ρ and that each additional event in the cascade occurs with probability ξ ≫ ρdt ...
doi:10.1126/science.1174562
pmid:19779200
fatcat:swin6a2gbvhs5leirni6dzyndm
A Poissonian explanation for heavy tails in e-mail communication
2008
Proceedings of the National Academy of Sciences of the United States of America
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
Other Versions
We propose a cascading non-homogeneous Poisson process which explicitly integrates these periodic patterns in activity with an individual's tendency to continue participating in an activity. ...
Using standard statistical techniques, we show that our model is consistent with the empirical data. ...
our model with other cascading point processes (25, 26) . ...
doi:10.1073/pnas.0800332105
pmid:19017788
pmcid:PMC2587567
fatcat:ptwvrxcpbrdi5ma2ue3ds7vimi
Poissonian bursts in e-mail correspondence
2010
European Physical Journal B : Condensed Matter Physics
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
Other Versions
Recent work has shown that the distribution of inter-event times for e-mail communication exhibits a heavy tail which is statistically consistent with a cascading Poisson process. ...
Furthermore synthetic data sets generated by a cascading Poisson process replicate the burstiness and correlations observed in the empirical data. ...
C.A. acknowledges Northwestern University for the kind hospitality and Brazilian agencies CNPq and Faperj for partial financial support, D.R.C. acknowledges support by NIH NINDS of USA (Grants NS58661) ...
doi:10.1140/epjb/e2010-00139-9
fatcat:lhth2sden5d2lp4i3ttaphx72e
Discovering latent influence in online social activities via shared cascade poisson processes
2013
Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '13
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
An inhomogeneous Poisson process is used for modeling a sequence, in which adoption by a user triggers the subsequent adoption of the same item by other users. ...
For modeling adoption of multiple items, we employ multiple inhomogeneous Poisson processes, which share parameters, such as influence for each user and relations between users. ...
The proposed model is an extension of the cascade Poisson process [30] , which models a sequence of cascading events. ...
doi:10.1145/2487575.2487624
dblp:conf/kdd/IwataSG13
fatcat:6s6456vexjemvhndubp3mqesii
A Tutorial on Hawkes Processes for Events in Social Media
[article]
2017
arXiv
pre-print
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is application/pdf.
Other Versions
We also describe a practical example drawn from social media data - we show how to model retweet cascades using a Hawkes self-exciting process. ...
This chapter provides an accessible introduction for point processes, and especially Hawkes processes, for modeling discrete, inter-dependent events over continuous time. ...
Non-homogeneous Poisson processes In Poisson processes, events arrive randomly with the constant intensity λ. ...
arXiv:1708.06401v2
fatcat:orkeod2w6jdc3mfaaobl4oo26a
Branching Process based Cascading Failure Probability Analysis for a Regional Power Grid in China with Utility Outage Data
2013
Energy and Power Engineering
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is application/pdf.
We apply 4 well-known probabilistic models, Poisson model, Power Law model, Generalized Poisson Branching process model and Borel-Tanner Branching process model, to a 14-year utility historical outage ...
Especially, the probability distribution generated by the Poisson model deviates heavily from the observed data, underestimating the probability of large events (total no. of outages over 5) by roughly ...
Traditional Poisson Model [9] Consider a random variable , with {0,1} T 1 T representing the event of an individual line tripping and the probability is ( 1) P T p . ...
doi:10.4236/epe.2013.54b175
fatcat:7felkaevrvd6lmnxinzfoug7kq
Coupling Poisson rectangular pulse and multiplicative microcanonical random cascade models to generate sub-daily precipitation timeseries
2018
Journal of Hydrology
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
Poisson rectangular pulse models are widely applied to generate long time series of alternating precipitation events durations and mean intensities as well as interstorm period durations. ...
To simulate the impacts of within-storm rainfall variabilities on fast hydrological processes, long precipitation time series with high temporal resolution are required. ...
The number 528 of events generated by the Poisson model is in good agreement with the 529 observations with a relative error of less than 1 % (Tab. ...
doi:10.1016/j.jhydrol.2018.04.063
fatcat:jstpq2vbbncldfyqkb2lmdzbw4
Beyond Models
2015
Proceedings of the 24th International Conference on World Wide Web - WWW '15
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
In forecasting, a recent trend has been to forgo the use of parsimonious models in favor of models with increasingly large degrees of freedom that are trained to learn the behavior of a process from historical ...
To the best of our knowledge, SED is the first method that can perform axiomatic, model-free forecasts of complex stochastic processes. ...
The views and conclusions contained in this document are those of the author and should not be interpreted as representing the official policies, either expressed or implied of the NSF, ARL, or the U.S ...
doi:10.1145/2736277.2741677
dblp:conf/www/RibeiroHS15
fatcat:vesnr576j5dnrmlzrjbn73q42i
Branching processes in quantum electronics
2000
IEEE Journal of Selected Topics in Quantum Electronics
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2016; you can also visit the original URL.
The file type is application/pdf.
We describe branching processes as concatenations of basic elements that comprise filtered Poisson processes (shot noise) driving secondary Poisson processes. ...
In the presence of feedback, these elementary processes become self-exciting in nature; they are then suitable for characterizing squeezed light and sub-Poisson photon emissions. ...
We begin with the most elemental of such conceptions: the homogeneous Poisson process, shot noise, and self-exciting point processes. We end with cascaded and branching Poisson processes.
II. ...
doi:10.1109/2944.902200
fatcat:4n4y4wg3vzc3fdliqkzwruzrou
Modeling event cascades using networks of additive count sequences
2019
Journal of Statistical Mechanics: Theory and Experiment
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
Note that this fulltext copy is not of the "primary" version of this work. The version it corresponds to is:
2018 pre-print arXiv:1807.08448v2 fatcat:oyg44ypdfvdglpui6rhen7dgraOther Versions
We propose a statistical model for networks of event count sequences built on a cascade structure. ...
These assumptions allow the marginal distribution of count sequences and the conditional distribution of event cascades to take analytic forms. ...
Hawkes processes exhibit rich dynamic behavior in terms of event cascades due to the latter component [18, 19] . ...
doi:10.1088/1742-5468/aafa7c
fatcat:homrvrbktzfdrnp5h3da3wzk5y
Inferring Multiplex Diffusion Network via Multivariate Marked Hawkes Process
[article]
2018
arXiv
pre-print
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
However, this task is challenging since (1) the network structure is usually hidden with only observations of events like "post" or "repost" associated with each node, and (2) the interactions between ...
We propose the Multiplex Diffusion Model (MDM) which incorporates the multivariate marked Hawkes process and topic model to infer the multiplex structure of social network. ...
by the superposition of a background homogeneous Poisson process with the background intensity λ (0) 0 and the inhomogeneous Poisson process hc m →n(t −sm) triggered by the occurence of each event. ...
arXiv:1809.07688v1
fatcat:4svludgdg5afbj7u4lkmg3vcfi
SIR-Hawkes
2018
Proceedings of the 2018 World Wide Web Conference on World Wide Web - WWW '18
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
Note that this fulltext copy is not of the "primary" version of this work. The version it corresponds to is:
2017 pre-print arXiv:1711.01679v2 fatcat:3sxanbirdjacdgttrmhklqyjlmOther Versions
Namely, the rate of events in an extended Hawkes model is identical to the rate of new infections in the Susceptible-Infected-Recovered (SIR) model after marginalizing out recovery events -- which are ...
Among the statistical tools for online information diffusion modeling, both epidemic models and Hawkes point processes are popular choices. ...
For non-homogeneous Poisson processes, λ is a function of time λ(t) and it is called the event rate of the Poisson process. ...
doi:10.1145/3178876.3186108
dblp:conf/www/RizoiuMKCX18
fatcat:abwcl2da5nbarbaittidmoengy
Marked Self-Exciting Point Process Modelling of Information Diffusion on Twitter
[article]
2018
arXiv
pre-print
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
Other Versions
In this paper, we propose a model called the Marked Self-Exciting Process with Time-Dependent Excitation Function, or MaSEPTiDE for short, to model the retweeting dynamics and to predict the tweet popularity ...
Our model does not require expensive feature engineering but is capable of leveraging the observed dynamics to accurately predict the future evolution of retweet cascades. ...
This research is sponsored by the Ministry of Higher Education, Malaysia, and includes computations using the Linux computational cluster Katana supported by the Faculty of Science, UNSW Australia. ...
arXiv:1802.09304v2
fatcat:n6xza6oqi5aqfdyzk7hcroryyq
A generative spike train model with time-structured higher order correlations
[article]
2013
arXiv
pre-print
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is application/pdf.
Extending prior work in mathematical finance, this generalized thinning and shift (GTaS) model creates marginally Poisson spike trains with diverse temporal correlation structures. ...
We then show that the GTaS model is analytically tractable, and derive cumulant densities of all orders in terms of model parameters. ...
Note that IID shifting of the event times of a Poisson process generates another Poisson process of identical rate. Thus, the process X i is marginally Poisson with rate λp {i} [60] . ...
arXiv:1305.4160v1
fatcat:6igxxdsvonhu5aorz3qi5icbbu
« Previous
Showing results 1 — 15 out of 17,314 results