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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
Hawkes stochastic point process models have emerged as valuable statistical tools for analyzing viral contagion. The spatiotemporal Hawkes process characterizes the speeds at …