Latent Self-Exciting Point Process Model for Spatial-Temporal Networks. Cho, Y., Galstyan, A., Brantingham, P. J., & Tita, G. Discrete and Continuous Dynamical Systems - Series B, 19(5):1335–1354, April, 2014. arXiv: 1302.2671
Latent Self-Exciting Point Process Model for Spatial-Temporal Networks [link]Paper  doi  abstract   bibtex   
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Instead, this information needs to be inferred from the available observations. We develop an efficient approximate algorithm based on variational expectation-maximization to infer unknown participants in an event given the location and the time of the event. We validate the model on synthetic as well as real-world data, and obtain very promising results on the identity-inference task. We also use our model to predict the timing and participants of future events, and demonstrate that it compares favorably with baseline approaches.
@article{cho_latent_2014,
	title = {Latent {Self}-{Exciting} {Point} {Process} {Model} for {Spatial}-{Temporal} {Networks}},
	volume = {19},
	issn = {1531-3492},
	url = {http://arxiv.org/abs/1302.2671},
	doi = {10.3934/dcdsb.2014.19.1335},
	abstract = {We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Instead, this information needs to be inferred from the available observations. We develop an efficient approximate algorithm based on variational expectation-maximization to infer unknown participants in an event given the location and the time of the event. We validate the model on synthetic as well as real-world data, and obtain very promising results on the identity-inference task. We also use our model to predict the timing and participants of future events, and demonstrate that it compares favorably with baseline approaches.},
	number = {5},
	urldate = {2017-01-16},
	journal = {Discrete and Continuous Dynamical Systems - Series B},
	author = {Cho, Yoon-Sik and Galstyan, Aram and Brantingham, P. Jeffrey and Tita, George},
	month = apr,
	year = {2014},
	note = {arXiv: 1302.2671},
	pages = {1335--1354},
}

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