Skip to main content Skip to navigation

Calendar


Show all calendar items

Isabella Deutsch: Tweets and Apparel Wholesale: Bayesian Estimation of Hawkes Processes with Excitation and Inhibition

- Export as iCalendar

Abstract: Hawkes Processes provide a flexible way to model point process data that occurs in clusters or bursts. In this talk we take a close look at possible model specifications and their Bayesian estimation procedures. First, we examine a base case allowing for excitation with one data set, as showcased by a Twitter data example. Second, we sketch out a model that allows for self-influence and cross-influence with multiple data streams, including both excitation and inhibition. We highlight challenges, possible network and causal interpretation, and discuss real life applications using apparel wholesale data.

Show all calendar items