Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions

DOI10.1214/21-AOAS1539zbMath1498.62328arXiv1903.03223MaRDI QIDQ2154225

Yanyan Li

Publication date: 14 July 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.03223

zbMATH Keywords

Bayesian inferenceself-exciting processesheterogeneous point processeslatent Markov processessocial interaction dynamics

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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