Contagion processes and their statistics

August 30, 2016 — July 15, 2021

count data
stochastic processes
time series
Figure 1

The spread of quantities of things — earthquakes/diseases/innovations/credit defaults/cat videos — between different georegions/populations/vertices/banks/variates. For internet content virality in particular, there is much more specialized analysis and particular data sets, so I recommend checking the richer models under media virality.

In my own internal taxonomy growth in a single scalar value I would model using branching processes. Here I am concerned with modelling contagion between different variates. This distinction is arbitrary.

For now this is a mere collection of research links.

I’ll annotate a couple of useful models here, and hopefully talk about identifiability and noisy/incomplete data issues, which are especially interesting in this context.

1 Dirichlet Hawkes process

I don’t know anything about these, but have had them referred to me as a plausible multivariate something something. See (J. C. L. Pinto and Chahed 2014; S.-H. Yang and Zha 2013).

2 Incoming

3 References

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