Achab, Massil, Emmanuel Bacry, StΓ©phane GaΓ―ffas, Iacopo Mastromatteo, and Jean-Francois Muzy. 2017.
βUncovering Causality from Multivariate Hawkes Integrated Cumulants.β In
PMLR.
Ahmed, E., and A. S. Elgazzar. 2007.
βOn Fractional Order Differential Equations Model for Nonlocal Epidemics.β Physica A: Statistical Mechanics and Its Applications 379 (2): 607β14.
Amini, Hamed, Rama Cont, and Andreea Minca. 2013.
βResilience to Contagion in Financial Networks.β Mathematical Finance, October, n/aβ.
AragΓ³n, TomΓ‘s J. 2012.
Applied Epidemiology Using R. MedEpi Publishing. http://www. medepi. net/epir/index. html. Calendar Time. Accessed.
Aral, Sinan, Lev Muchnik, and Arun Sundararajan. 2009.
βDistinguishing Influence-Based Contagion from Homophily-Driven Diffusion in Dynamic Networks.β Proceedings of the National Academy of Sciences 106 (51): 21544β49.
Azizpour, Shariar, Kay Giesecke, et al. 2008.
βSelf-Exciting Corporate Defaults: Contagion Vs.Β Frailty.β Stanford University working paper series.
Bacry, Emmanuel, Martin Bompaire, StΓ©phane GaΓ―ffas, and Jean-Francois Muzy. 2020.
βSparse and Low-Rank Multivariate Hawkes Processes.β Journal of Machine Learning Research 21 (50): 1β32.
Bacry, Emmanuel, and Jean-FranΓ§ois Muzy. 2016.
βFirst- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation.β IEEE Transactions on Information Theory 62 (4): 2184β2202.
Barnett, Lionel, Adam B. Barrett, and Anil K. Seth. 2009.
βGranger Causality and Transfer Entropy Are Equivalent for Gaussian Variables.β Physical Review Letters 103 (23): 238701.
Barrett, Adam B, Lionel Barnett, and Anil K Seth. 2010.
βMultivariate Granger Causality and Generalized Variance.β Phys. Rev.Β E 81 (4): 041907.
Battey, Heather, and Alessio Sancetta. 2013.
βConditional Estimation for Dependent Functional Data.β Journal of Multivariate Analysis 120 (September): 1β17.
βββ. 2013b.
βCrossover Behavior in Driven Cascades.β Physical Review E 88 (3): 032124.
Centola, D, and Michael W Macy. 2007. βComplex Contagions and the Weakness of Long Ties.β American Journal of Sociology 113 (3): 702.
Chongsuvivatwong, Virasakdi. 2008.
Analysis of Epidemiological Data Using R and Epicalc. Book Unit, Faculty of Medicine, Prince of Songkla University Thailand.
Cook, Alex R., Wilfred Otten, Glenn Marion, Gavin J. Gibson, and Christopher A. Gilligan. 2007.
βEstimation of Multiple Transmission Rates for Epidemics in Heterogeneous Populations.β Proceedings of the National Academy of Sciences 104 (51): 20392β97.
Dahlhaus, Rainer, and Michael Eichler. 2003.
βCausality and Graphical Models in Time Series Analysis.β Oxford Statistical Science Series, 115β37.
Davis, Richard A., Pengfei Zang, and Tian Zheng. 2012.
βSparse Vector Autoregressive Modeling.β arXiv:1207.0520 [Stat], July.
Du, Nan, Hanjun Dai, Rakshit Trivedi, Utkarsh Upadhyay, Manuel Gomez-Rodriguez, and Le Song. 2016.
βRecurrent Marked Temporal Point Processes: Embedding Event History to Vector.β In
Proceedings of the 22Nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 1555β64. KDD β16. New York, NY, USA: ACM.
Du, Nan, Le Song, Manuel Gomez-Rodriguez, and Hongyuan Zha. 2013.
βScalable Influence Estimation in Continuous-Time Diffusion Networks.β In
Advances in Neural Information Processing Systems, 3147β55.
Du, Nan, Le Song, Ming Yuan, and Alex J. Smola. 2012.
βLearning Networks of Heterogeneous Influence.β In
Advances in Neural Information Processing Systems, 2780β88.
Eichler, Michael. 2001.
βGranger-Causality Graphs for Multivariate Time Series.β Granger-Causality Graphs for Multivariate Time Series.
βββ. 2007.
βGranger Causality and Path Diagrams for Multivariate Time Series.β Journal of Econometrics 137 (2): 334β53.
Eichler, Michael, Rainer Dahlhaus, and Johannes Dueck. 2016.
βGraphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions.β Journal of Time Series Analysis, January, n/aβ.
Ferland, RenΓ©, Alain Latour, and Driss Oraichi. 2006.
βInteger-Valued GARCH Process.β Journal of Time Series Analysis 27 (6): 923β42.
Gelper, Sarah, Ines Wilms, and Christophe Croux. 2016.
βIdentifying Demand Effects in a Large Network of Product Categories.β Journal of Retailing 92 (1): 25β39.
Glasserman, Paul, and H. Peyton Young. 2016.
βContagion in Financial Networks.β Journal of Economic Literature 54 (3): 779β831.
Gomez-Rodriguez, Manuel, Jure Leskovec, David Balduzzi, and Bernhard SchΓΆlkopf. 2014.
βUncovering the Structure and Temporal Dynamics of Information Propagation.β Network Science 2 (01): 26β65.
Gomez-Rodriguez, Manuel, Jure Leskovec, and Bernhard SchΓΆlkopf. 2013.
βStructure and Dynamics of Information Pathways in Online Media.β In
Proceedings of the Sixth ACM International Conference on Web Search and Data Mining, 23β32. WSDM β13. New York, NY, USA: ACM.
Granger, Clive W J. 1963.
βEconomic Processes Involving Feedback.β Information and Control 6 (1): 28β48.
βββ. 2003.
βTime Series Concepts for Conditional Distributions*.β Oxford Bulletin of Economics and Statistics 65 (s1): 689β701.
βββ. 2004. βTime Series Analysis, Cointegration, and Applications.β American Economic Review, 421β25.
Greenhill, Catherine, Mikhail Isaev, Matthew Kwan, and Brendan D. McKay. 2016.
βThe Average Number of Spanning Trees in Sparse Graphs with Given Degrees.β arXiv:1606.01586 [Math], June.
Greenland, Sander, Judea Pearl, and James M Robins. 1999.
βCausal Diagrams for Epidemiologic Research.β Epidemiology 10 (1): 37.
Hartikainen, J., and S. SΓ€rkkΓ€. 2010.
βKalman Filtering and Smoothing Solutions to Temporal Gaussian Process Regression Models.β In
2010 IEEE International Workshop on Machine Learning for Signal Processing, 379β84. Kittila, Finland: IEEE.
Haufe, Stefan, Klaus-Robert MΓΌller, Guido Nolte, and Nicole KrΓ€mer. 2008.
βSparse Causal Discovery in Multivariate Time Series.β In
Proceedings of the 2008th International Conference on Causality: Objectives and Assessment - Volume 6, 97β106. COAβ08. Whistler, Canada: JMLR.org.
Hsu, Nan-Jung, Hung-Lin Hung, and Ya-Mei Chang. 2008.
βSubset Selection for Vector Autoregressive Processes Using Lasso.β Computational Statistics & Data Analysis 52 (7): 3645β57.
Iribarren, JosΓ© Luis, and Esteban Moro. 2011.
βBranching Dynamics of Viral Information Spreading.β Physical Review E 84 (4): 046116.
Iyengar, Raghuram, Christophe Van den Bulte, and Thomas W. Valente. 2011.
βOpinion Leadership and Social Contagion in New Product Diffusion.β Marketing Science 30 (2): 195β212.
Kiss, IstvΓ‘n Z., Joel Miller, and PΓ©ter L. Simon. 2017.
Mathematics of Epidemics on Networks: From Exact to Approximate Models. Interdisciplinary Applied Mathematics. New York, NY: Springer International Publishing.
Koopman, S. J., and J. Durbin. 2000.
βFast Filtering and Smoothing for Multivariate State Space Models.β Journal of Time Series Analysis 21 (3): 281β96.
Kramer, A. D. I., J. E. Guillory, and J. T. Hancock. 2014.
βExperimental Evidence of Massive-Scale Emotional Contagion Through Social Networks.β Proceedings of the National Academy of Sciences 111 (24): 8788β90.
Lamprier, Sylvain. 2019.
βA Recurrent Neural Cascade-Based Model for Continuous-Time Diffusion.β In
International Conference on Machine Learning, 3632β41.
Li, Liangda, and Hongyuan Zha. 2014.
βLearning Parametric Models for Social Infectivity in Multi-Dimensional Hawkes Processes.β In
Twenty-Eighth AAAI Conference on Artificial Intelligence.
Li, Yuanzhi, Yingyu Liang, and Andrej Risteski. 2016.
βRecovery Guarantee of Non-Negative Matrix Factorization via Alternating Updates.β In
Advances in Neural Information Processing Systems 29, edited by D. D. Lee, M. Sugiyama, U. V. Luxburg, I. Guyon, and R. Garnett, 4988β96. Curran Associates, Inc.
Liu, Ka-Yuet, Marissa King, and Peter S. Bearman. 2010.
βSocial Influence and the Autism Epidemic.β American Journal of Sociology 115 (5): 1387.
Morozova, Olga, Ted Cohen, and Forrest W. Crawford. 2018.
βRisk Ratios for Contagious Outcomes.β Journal of The Royal Society Interface 15 (138): 20170696.
Ogata, Yosihiko, Ritsuko S. Matsuβura, and Koichi Katsura. 1993.
βFast Likelihood Computation of Epidemic Type Aftershock-Sequence Model.β Geophysical Research Letters 20 (19): 2143β46.
Pinto, Julio Cesar Louzada, and Tijani Chahed. 2014.
βModeling Multi-Topic Information Diffusion in Social Networks Using Latent Dirichlet Allocation and Hawkes Processes.β In
Proceedings of the 2014 Tenth International Conference on Signal-Image Technology and Internet-Based Systems, 339β46. SITIS β14. Washington, DC, USA: IEEE Computer Society.
Pinto, Pedro C., Patrick Thiran, and Martin Vetterli. 2012.
βLocating the Source of Diffusion in Large-Scale Networks.β Physical Review Letters 109 (6): 068702.
Pouget-Abadie, Jean, and Thibaut Horel. 2015.
βInferring Graphs from Cascades: A Sparse Recovery Framework.β In
Proceedings of The 32nd International Conference on Machine Learning.
Raissi, Maziar, and George Em Karniadakis. 2017.
βMachine Learning of Linear Differential Equations Using Gaussian Processes.β arXiv:1701.02440 [Cs, Math, Stat], January.
Rizoiu, Marian-Andrei, Lexing Xie, Scott Sanner, Manuel Cebrian, Honglin Yu, and Pascal Van Hentenryck. 2017.
βExpecting to Be HIP: Hawkes Intensity Processes for Social Media Popularity.β In
World Wide Web 2017, International Conference on, 1β9. WWW β17. Perth, Australia: International World Wide Web Conferences Steering Committee.
Saichev, A., and D. Sornette. 2011a.
βHierarchy of Temporal Responses of Multivariate Self-Excited Epidemic Processes.β arXiv:1101.1611 [Cond-Mat, Physics:physics], January.
Schein, Aaron, Hanna Wallach, and Mingyuan Zhou. 2016.
βPoisson-Gamma Dynamical Systems.β In
Advances In Neural Information Processing Systems, 5006β14.
Shalizi, Cosma Rohilla, and Andrew C. Thomas. 2011.
βHomophily and Contagion Are Generically Confounded in Observational Social Network Studies.β Sociological Methods & Research 40 (2): 211β39.
Shen, Yanning, Brian Baingana, and Georgios B. Giannakis. 2016.
βNonlinear Structural Vector Autoregressive Models for Inferring Effective Brain Network Connectivity.β arXiv:1610.06551 [Stat], October.
Shin, Minjeong, Alasdair Tran, Siqi Wu, Alexander Mathews, Rong Wang, Georgiana Lyall, and Lexing Xie. 2021.
βAttentionFlow: Visualising Influence in Networks of Time Series.β In
Proceedings of the 14th ACM International Conference on Web Search and Data Mining, 1085β88.
SolΓ©-Ribalta, A., M. De Domenico, N. E. Kouvaris, A. DΓaz-Guilera, S. GΓ³mez, and A. Arenas. 2013.
βSpectral Properties of the Laplacian of Multiplex Networks.β Physical Review E 88 (3): 032807.
Stegehuis, Clara, Remco van der Hofstad, and Johan S. H. van Leeuwaarden. 2016.
βEpidemic Spreading on Complex Networks with Community Structures.β Scientific Reports 6 (July): 29748.
Stiglitz, Joseph E. 2010.
βContagion, Liberalization, and the Optimal Structure of Globalization.β Journal of Globalization and Development 1 (2): 2.
Sugihara, George, Robert May, Hao Ye, Chih-hao Hsieh, Ethan Deyle, Michael Fogarty, and Stephan Munch. 2012.
βDetecting Causality in Complex Ecosystems.β Science 338 (6106): 496β500.
Tong, Anh, and Jaesik Choi. 2019.
βDiscovering Latent Covariance Structures for Multiple Time Series.β In
International Conference on Machine Learning, 6285β94.
Tran, Alasdair, Alexander Mathews, Cheng Soon Ong, and Lexing Xie. 2021.
βRadflow: A Recurrent, Aggregated, and Decomposable Model for Networks of Time Series.β In
Proceedings of the Web Conference 2021, 730β42. Ljubljana Slovenia: ACM.
Wang, Yichen, Bo Xie, Nan Du, and Le Song. 2016.
βIsotonic Hawkes Processes.β In
Proceedings of the 33rd International Conference on International Conference on Machine Learning - Volume 48, 2226β34. ICMLβ16. New York, NY, USA: JMLR.org.
Watts, Duncan J., and Peter Sheridan Dodds. 2007.
βInfluentials, Networks, and Public Opinion Formation.β Journal of Consumer Research 34 (4): 441β58.
Wilms, Ines, Sarah Gelper, and Christophe Croux. 2016.
βThe Predictive Power of the Business and Bank Sentiment of Firms: A High-Dimensional Granger Causality Approach.β European Journal of Operational Research 254 (1): 138β47.
Yang, Dong-Ping, Hai Lin, Chen-Xu Wu, and Jianwei Shuai. 2011.
βTopological Conditions of Scale-Free Networks for Cooperation to Evolve.β arXiv:1106.5386, June.
Yang, Shuang-Hong, and Hongyuan Zha. 2013.
βMixture of Mutually Exciting Processes for Viral Diffusion.β In
Proceedings of The 30th International Conference on Machine Learning, 28:1β9.
Yu, Hsiang-Fu, Nikhil Rao, and Inderjit S Dhillon. 2016.
βTemporal Regularized Matrix Factorization for High-Dimensional Time Series Prediction.β In
Advances In Neural Information Processing Systems 29, edited by D. D. Lee, U. V. Luxburg, I. Guyon, and R. Garnett, 847β55. Curran Associates, Inc.
Zhou, Ke, Hongyuan Zha, and Le Song. 2013.
βLearning Triggering Kernels for Multi-Dimensional Hawkes Processes.β In
Proceedings of the 30th International Conference on Machine Learning (ICML-13), 1301β9.
No comments yet. Why not leave one?