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SFSN Webinar: Group Network Hawkes Process

  • 1.  SFSN Webinar: Group Network Hawkes Process

    Posted 11-25-2022 17:31
    Apologies for cross posting

    The Statistics Formers Students Network (SFSN) of Texas A&M University Invites you to a webinar presentation.

    Date: Monday, December 5, 2022

    Time: 1:00 PM – 2:00 PM (CST)

    Speaker: Yongtao Guan
    Professor of Management Science, Miami Herbert Business School, University of Miami

    Presentation Title: Group Network Hawkes Process

    In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic
    interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network
    structure is observed and fixed. In particular, we introduce a latent group structure among individuals to account for the
    heterogeneous user-specific characteristics. A maximum likelihood approach is proposed to simultaneously cluster
    individuals in the network and estimate model parameters. A fast EM algorithm is subsequently developed by utilizing
    the branching representation of the proposed GNHP model. Theoretical properties of the resulting estimators of group
    memberships and model parameters are investigated under both settings when the number of latent groups G is over-
    specified or correctly specified. A data-driven criterion that can consistently identify the true G under mild conditions is
    derived. Extensive simulation studies and an application to a data set collected from Sina Weibo are used to illustrate
    the effectiveness of the proposed methodology.

    BIO: Dr. Yongtao Guan is Professor of Management Science in the Miami Herbert Business School at the University of
    Miami (UM). Prior to joining UM in 2011, he was Assistant and Associate Professor of Biostatistics at Yale University
    (2006-2011) and Assistant Professor of Management Science at UM (2003-2006). His was Chair of the Management
    Science Department (2013-2020) and Director of Deloitte Institute for Research and Practice in Analytics (2018-2021),
    both at UM, and Professor of Information Systems at the Chinese University of Hong Kong, Shenzhen (2021-2022). He
    specializes in modeling spatial, temporal, and spatio-temporal data that commonly arise in business, environmental,
    medical and social media applications. He received his PhD in 2003 under the advisement of James Calvin and Michael
    Sherman. He was also the recipient of the H.O. Hartley Award in 2015.

    Register in advance for this meeting:

    If you have any questions about the registration, please contact Elaine James (

    After registering, you will receive a confirmation email containing information about joining the Zoom meeting.

    Marcy Johnson
    SFSN President

    Marcella Johnson
    Director , Quantitative Research