Corpus ID: 85543215

Markov-Modulated Hawkes Processes for Sporadic and Bursty Event Occurrences

@article{Wu2019MarkovModulatedHP,
  title={Markov-Modulated Hawkes Processes for Sporadic and Bursty Event Occurrences},
  author={J. Wu and Owen G. Ward and J. Curley and T. Zheng},
  journal={arXiv: Applications},
  year={2019}
}
Modeling event dynamics is central to many disciplines. Patterns in observed event arrival times are commonly modeled using point processes. Such event arrival data often exhibits self-exciting, heterogeneous and sporadic trends, which is challenging for conventional models. It is reasonable to assume that there exists a hidden state process that drives different event dynamics at different states. In this paper, we propose a Markov Modulated Hawkes Process (MMHP) model for learning such a… Expand
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