On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-2

G Didier, NE Glatt-Holtz, AJ Holbrook… - Proceedings of the …, 2024 - National Acad Sciences
The continuous-time Markov chain (CTMC) is the mathematical workhorse of evolutionary
biology. Learning CTMC model parameters using modern, gradient-based methods requires …

Parallel MCMC algorithms: theoretical foundations, algorithm design, case studies

NE Glatt-Holtz, AJ Holbrook, JA Krometis… - … of Mathematics and …, 2024 - academic.oup.com
Abstract Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of
proposals at each step to efficiently resolve a target probability distribution. We build a …

A quantum parallel Markov chain Monte Carlo

AJ Holbrook - Journal of Computational and Graphical Statistics, 2023 - Taylor & Francis
We propose a novel hybrid quantum computing strategy for parallel MCMC algorithms that
generate multiple proposals at each step. This strategy makes the rate-limiting step within …

Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

AZ Jiang, A Rodriguez - Statistics and Computing, 2024 - Springer
Abstract Multivariate Hawkes Processes (MHPs) are a class of point processes that can
account for complex temporal dynamics among event sequences. In this work, we study the …

The impact of dual time delay and Caputo fractional derivative on the long-run behavior of a viral system with the non-cytolytic immune hypothesis

M Naim, Y Sabbar, M Zahri, B Ghanbari, A Zeb… - Physica …, 2022 - iopscience.iop.org
Proceeding from the fact that fractional systems can better characterize the virological
properties than the ordinary formulation, in the present study, we treat a Caputo fractional …

Generating MCMC proposals by randomly rotating the regular simplex

AJ Holbrook - Journal of multivariate analysis, 2023 - Elsevier
We present the simplicial sampler, a class of parallel MCMC methods that generate and
choose from multiple proposals at each iteration. The algorithm's multiproposal randomly …

Fifty years later: new directions in Hawkes processes

J Worrall, R Browning, P Wu… - SORT (Statistics and …, 2022 - eprints.qut.edu.au
The Hawkes process is a self-exciting Poisson point process, characterised by a conditional
intensity function. Since its introduction fifty years ago, it has been the subject of numerous …

Probabilistic Modeling for Sequences of Sets in Continuous-Time

Y Chang, A Boyd, P Smyth - arXiv preprint arXiv:2312.15045, 2023 - arxiv.org
Neural marked temporal point processes have been a valuable addition to the existing
toolbox of statistical parametric models for continuous-time event data. These models are …

Flexible Parametric Inference for Space-Time Hawkes Processes

E Siviero, G Staerman, S Clémençon… - arXiv preprint arXiv …, 2024 - arxiv.org
Many modern spatio-temporal data sets, in sociology, epidemiology or seismology, for
example, exhibit self-exciting characteristics, triggering and clustering behaviors both at the …

Scaling Hawkes processes to one million COVID-19 cases

S Ko, MA Suchard, AJ Holbrook - arXiv preprint arXiv:2407.11349, 2024 - arxiv.org
Hawkes stochastic point process models have emerged as valuable statistical tools for
analyzing viral contagion. The spatiotemporal Hawkes process characterizes the speeds at …