About: When specific events seem to spur others in their wake, marked Hawkes processes enable us to reckon with their statistics. The underdetermined empirical nature of these event-triggering mechanisms hinders estimation in the multivariate setting. Spatiotemporal applications alleviate this obstacle by allowing relationships to depend only on relative distances in real Euclidean space; we employ the framework as a vessel for embedding arbitrary event types in a new latent space. By performing synthetic experiments on short records as well as an investigation into options markets and pathogens, we demonstrate that learning the embedding alongside a point process model uncovers the coherent, rather than spurious, interactions.   Goto Sponge  NotDistinct  Permalink

An Entity of Type : fabio:Abstract, within Data Space : wasabi.inria.fr associated with source document(s)

AttributesValues
type
value
  • When specific events seem to spur others in their wake, marked Hawkes processes enable us to reckon with their statistics. The underdetermined empirical nature of these event-triggering mechanisms hinders estimation in the multivariate setting. Spatiotemporal applications alleviate this obstacle by allowing relationships to depend only on relative distances in real Euclidean space; we employ the framework as a vessel for embedding arbitrary event types in a new latent space. By performing synthetic experiments on short records as well as an investigation into options markets and pathogens, we demonstrate that learning the embedding alongside a point process model uncovers the coherent, rather than spurious, interactions.
subject
  • Infectious diseases
  • Conceptual models
  • Point processes
  • Statistical data types
  • Psychometrics
  • Bayesian networks
  • Social research
  • Econometric modeling
  • Latent variable models
part of
is abstract of
is hasSource of
Faceted Search & Find service v1.13.91 as of Mar 24 2020


Alternative Linked Data Documents: Sponger | ODE     Content Formats:       RDF       ODATA       Microdata      About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data]
OpenLink Virtuoso version 07.20.3229 as of Jul 10 2020, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (94 GB total memory)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2025 OpenLink Software