Hyperedge-Triggered Hawkes Processes for Diagnosing Higher-Order Temporal Dependence in Event Streams
用于诊断事件流高阶时间依赖的超边触发 Hawkes 过程
Monte Carlo simulation is used to assess a likelihood-based EM procedure for diagnosing higher-order temporal dependence in multivariate event streams. Multivariate Hawkes processes provide a likelihood-based framework for modelling self- and cross-excitation in continuous-time event streams, but their standard pairwise formulation can confound dense dyadic excitation with genuinely group-triggered temporal dependence. We introduce a hyperedge-triggered Hawkes model in which…