The Living Thing / Notebooks :

Contagion processes and their statistics

The spread of quantities of things - earthquakes/diseases/innovations/credit defaults - between different georegions/populations/vertices/banks/variates.

In my own internal taxonomy, I file contagion - growth within a single population as branching processes, and care about multivariate issues here.

For now this is a mere collection of contagion research links because I am hunting for data sets; no fancy analysis for the moment.

I’ll annotate a couple of useful models here, and hopefully talk about identifiability and noisy/incomplete data issues using a graphical model formalism.

Dirichlet Hawkes process

I don’t know anything about these, but have had them referred to me as a plausible multivariate something something. See DFAS15, YaZh13, PiCh14 and compare with the Dirichlet Poisson process.

Refs

The spread of quantities of things - earthquakes/diseases/innovations/credit defaults - between different georegions/populations/vertices/banks/variates.

In my own internal taxonomy, I file contagion - growth within a single population as branching processes, and care about multivariate issues here.

For now this is a mere collection of contagion research links because I am hunting for data sets; no fancy analysis for the moment.

I’ll annotate a couple of useful models here, and hopefully talk about identifiability and noisy/incomplete data issues using a graphical model formalism.

Dirichlet Hawkes process

I don’t know anything about these, but have had them referred to me as a plausible multivariate something something. See DFAS15, YaZh13, PiCh14 and compare with the Dirichlet Poisson process.

Refs