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Hyperparameter Setting for a Marked Multidimensional Hawkes Process with Dissimilar Decays

Sena, Mary R.; Jones, Jessica L.

We provide further details for using Lim, et al.'s marked multidimensional Hawkes processes with dissimilar decays. We first describe what makes these different from other Hawkes processes, then describe each model hyperparameter and how to initialize it informed by the input data and any prior biases. We derived tighter bounds than Lim, et al. for faster convergence of rejection sampling. The resulting hyperparameters and bounds have been helpful against both synthetic and real-world datasets.

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Large-Scale Trajectory Analysis via Feature Vectors

Rintoul, Mark D.; Jones, Jessica L.; Newton, Benjamin D.; Wisniewski, Kyra L.; Wilson, Andrew T.; Ginaldi, Melissa J.; Waddell, Cleveland A.; Goss, Kenneth G.; Ward, Katrina J.

The explosion of both sensors and GPS-enabled devices has resulted in position/time data being the next big frontier for data analytics. However, many of the problems associated with large numbers of trajectories do not necessarily have an analog with many of the historic big-data applications such as text and image analysis. Modern trajectory analytics exploits much of the cutting-edge research in machine-learning, statistics, computational geometry and other disciplines. We will show that for doing trajectory analytics at scale, it is necessary to fundamentally change the way the information is represented through a feature-vector approach. We then demonstrate the ability to solve large trajectory analytics problems using this representation.

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3 Results
3 Results