Hawkes Processes
PulseAugur coverage of Hawkes Processes — every cluster mentioning Hawkes Processes across labs, papers, and developer communities, ranked by signal.
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New metric xGI uses Hawkes processes to quantify soccer player contributions
Researchers have developed a new metric called expected goal involvements (xGI) to better quantify player contributions in soccer. This metric utilizes multivariate Hawkes processes (MHPs) to model the continuous-time s…
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New Gaussian Process model enhances analysis of self-exciting count data
Researchers have developed a new statistical model called the Gaussian Process Discrete Hawkes Process (GP-DHP) designed for analyzing discrete-time count data where past events influence future occurrences. This semipa…
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New KSTPP framework enhances spatiotemporal event modeling with Kronecker algebra
Researchers have introduced a new framework called the Kronecker-Structured Nonparametric Spatiotemporal Point Process (KSTPP) designed to improve the modeling and prediction of events in spatiotemporal domains. This mo…
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Researchers develop parallel algorithm for faster Hawkes process inference
Researchers have developed a massively parallel algorithm for estimating multivariate Hawkes processes, a class of self-exciting point processes. Their method leverages sparse transition matrices and parallel prefix sca…