Accelerating Hawkes Process for Modelling Event History Data

Ashwin Ram PK Srijith
Hawkes Processes are probabilistic models use-ful for modelling the occurrences of events over time. They exhibit mutual excitation property, where a past event influences future events. This has been successful in modelling the evolution of memes and user behaviour in social net-works. In the Hawkes process, the occurrences of events are determined by an underlying inten-sity function which considers the influence from past events. The intensity function models the mutual-exciting nature by adding up the influ-ence from past events. ...