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11/22/2022
Online Detection Of Supply Chain Network Disruptions Using Sequential Change-Point Detection for Hawkes Processes
In this paper, we attempt to detect an inflection or change-point result...
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10/11/2022
Sequential change-point detection: Computation versus statistical performance
Change-point detection studies the problem of detecting the changes in t...
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06/20/2021
Neural Spectral Marked Point Processes
Self- and mutually-exciting point processes are popular models in machin...
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02/10/2021
Sequential change-point detection for mutually exciting point processes over networks
We present a new CUSUM procedure for sequentially detecting change-point...
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12/13/2020
Adaptive Algorithms for Multi-armed Bandit with Composite and Anonymous Feedback
We study the multi-armed bandit (MAB) problem with composite and anonymo...
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06/12/2020
Uncertainty Quantification for Inferring Hawkes Networks
Multivariate Hawkes processes are commonly used to model streaming netwo...
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09/16/2019