Doctor ai: Predicting clinical events via recurrent neural networks
E Choi, MT Bahadori, A Schuetz… - Machine learning for …, 2016 - proceedings.mlr.press
Leveraging large historical data in electronic health record (EHR), we developed Doctor AI,
a generic predictive model that covers observed medical conditions and medication uses …
a generic predictive model that covers observed medical conditions and medication uses …
Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
T Jaisson, M Rosenbaum - 2016 - projecteuclid.org
We investigate the asymptotic behavior as time goes to infinity of Hawkes processes whose
regression kernel has L^1 norm close to one and power law tail of the form x^-(1+α), with …
regression kernel has L^1 norm close to one and power law tail of the form x^-(1+α), with …
[HTML][HTML] Mean-field limit of generalized Hawkes processes
J Chevallier - Stochastic Processes and their Applications, 2017 - Elsevier
We generalize multivariate Hawkes processes mainly by including a dependence with
respect to the age of the process, ie the delay since the last point. Within this class, we …
respect to the age of the process, ie the delay since the last point. Within this class, we …
An elementary derivation of moments of Hawkes processes
L Cui, A Hawkes, H Yi - Advances in Applied Probability, 2020 - cambridge.org
Hawkes processes have been widely used in many areas, but their probability properties
can be quite difficult. In this paper an elementary approach is presented to obtain moments …
can be quite difficult. In this paper an elementary approach is presented to obtain moments …
A semiparametric spatiotemporal Hawkes-type point process model with periodic background for crime data
Past studies have shown that crime events are often clustered. This study proposes a
spatiotemporal Hawkes-type point process model, which includes a background component …
spatiotemporal Hawkes-type point process model, which includes a background component …
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
A univariate Hawkes process is a simple point process that is self-exciting and has a
clustering effect. The intensity of this point process is given by the sum of a baseline intensity …
clustering effect. The intensity of this point process is given by the sum of a baseline intensity …
Hawkes processes on large networks
S Delattre, N Fournier, M Hoffmann - 2016 - projecteuclid.org
We generalise the construction of multivariate Hawkes processes to a possibly infinite
network of counting processes on a directed graph G. The process is constructed as the …
network of counting processes on a directed graph G. The process is constructed as the …
Large deviations for Markovian nonlinear Hawkes processes
L Zhu - 2015 - projecteuclid.org
Hawkes process is a class of simple point processes that is self-exciting and has clustering
effect. The intensity of this point process depends on its entire past history. It has wide …
effect. The intensity of this point process depends on its entire past history. It has wide …
Traffic accident modelling via self-exciting point processes
Z Li, L Cui, J Chen - Reliability Engineering & System Safety, 2018 - Elsevier
Traffic accidents may pose a high risk with respect to human travel safety. In order to
improve the safety of travelling, an insight into the traffic accidents is needed. This requires a …
improve the safety of travelling, an insight into the traffic accidents is needed. This requires a …
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
Page 1 Bernoulli 24(4A), 2018, 2875–2905 https://doi.org/10.3150/17-BEJ948 Large deviations …
Page 1 Bernoulli 24(4A), 2018, 2875–2905 https://doi.org/10.3150/17-BEJ948 Large deviations …