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A Mutually Exciting Latent Space Hawkes Process Model for Continuous-time Networks. (arXiv:2205.09263v1 [cs.LG])
May 20, 2022, 1:11 a.m. | Zhipeng Huang, Hadeel Soliman, Subhadeep Paul, Kevin S. Xu
cs.LG updates on arXiv.org arxiv.org
Networks and temporal point processes serve as fundamental building blocks
for modeling complex dynamic relational data in various domains. We propose the
latent space Hawkes (LSH) model, a novel generative model for continuous-time
networks of relational events, using a latent space representation for nodes.
We model relational events between nodes using mutually exciting Hawkes
processes with baseline intensities dependent upon the distances between the
nodes in the latent space and sender and receiver specific effects. We propose
an alternating minimization …
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