Search Results for author: Alex Cuozzo

Found 2 papers, 0 papers with code

Sequential change-point detection for mutually exciting point processes over networks

no code implementations10 Feb 2021 Haoyun Wang, Liyan Xie, Yao Xie, Alex Cuozzo, Simon Mak

We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a. k. a.

Change Detection Change Point Detection +1

Uncertainty Quantification for Inferring Hawkes Networks

no code implementations NeurIPS 2020 Haoyun Wang, Liyan Xie, Alex Cuozzo, Simon Mak, Yao Xie

Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications.

Uncertainty Quantification

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