New Spatio-temporal Hawkes Process Models For Social Good [article]

Wen-Hao Chiang, IUPUI University Library, IUPUI # Defaults To Publisher, George Mohler, Mohammad Al Hasan, Murat Dundar, Jeremy Carter
2022
As more and more datasets with self-exciting properties become available, the demand for robust models that capture contagion across events is also getting stronger. Hawkes processes stand out given their ability to capture a wide range of contagion and self-excitation patterns, including the transmission of infectious disease, earthquake aftershock distributions, near-repeat crime patterns, and overdose clusters. The Hawkes process is flexible in modeling these various applications through
more » ... metric and non-parametric kernels that model event dependencies in space, time and on networks. In this thesis, we develop new frameworks that integrate Hawkes Process models with multi-armed bandit algorithms, high dimensional marks, and high-dimensional auxiliary data to solve problems in search and rescue, forecasting infectious disease, and early detection of overdose spikes. In Chapter 3, we develop a method applications to the crisis of increasing overdose mortality over the last decade. We first encode the molecular substructures found in a drug overdose toxicology report. We then cluster these overdose encodings into different overdose categories and model these categories with spatio-temporal multivariate Hawkes processes. Our results demonstrate that the proposed methodology can improve estimation of the magnitude of an overdose spike based on the substances found in an initial overdose. In Chapter 4, we build a framework for multi-armed bandit problems arising in event detection where the underlying process is self-exciting. We derive the expected number of events for Hawkes processes given a parametric model for the intensity and then analyze the regret bound of a Hawkes process UCB-normal algorithm. By introducing the Hawkes Processes modeling into the upper confidence bound construction, our models can detect more events of interest under the multi-armed bandit problem setting. We apply the Hawkes bandit model to spatio-temporal data on crime events and earthquake aftershocks. We show that the model can quick [...]
doi:10.7912/c2/2920 fatcat:t4ojgfzqyjci5bo6azftylhpii