3,217 research outputs found
Latent Self-Exciting Point Process Model for Spatial-Temporal Networks
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.Comment: 20 pages, 6 figures (v3); 11 pages, 6 figures (v2); previous version
appeared in the 9th Bayesian Modeling Applications Workshop, UAI'1
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