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
ABSTRACT:
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:
https://tamu.zoom.us/meeting/register/tJEqcumppzopE92HVPdqm2eI_A1zp1M33CqyIf you have any questions about the registration, please contact Elaine James (
elaine@stat.tamu.edu).
After registering, you will receive a confirmation email containing information about joining the Zoom meeting.
Marcy Johnson
SFSN President
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Marcella Johnson
Director , Quantitative Research
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