Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction

• Main Authors: Yuan, Baichuan, Li, Hao, Bertozzi, Andrea L, Brantingham, P. Jeffrey, Porter, Mason A
• Format: Journal Article
• Language: English
• Published: 15.11.2018
• Subjects: Computer Science - Social and Information Networks; Physics - Adaptation and Self-Organizing Systems; Physics - Physics and Society; Statistics - Machine Learning

There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In cont...