arXiv subjects

Alexander Kreiss

Publications and source records attributed to Alexander Kreiss.

4 recordsLinked to original sources

arXiv2025

Common Drivers in Sparsely Interacting Hawkes Processes

We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it allows for both common drivers, parameters common to all the actors in the network, and also local parameters specific for each actor. We derive rates of convergence for all of the model parameters when both the number of actors and the time horizon tends to infinity. To prevent an exploding network, sparseness is assumed. We also discuss numerical aspects.

math.ST↗

arXiv2023

Testing For Global Covariate Effects in Dynamic Interaction Event Networks

In statistical network analysis it is common to observe so called interaction data. Such data is characterized by actors forming the vertices and interacting along edges of the network, where edges are randomly formed and dissolved over the observation horizon. In addition covariates are observed and the goal is to model the impact of the covariates on the interactions. We distinguish two types of covariates: global, system-wide covariates (i.e. covariates taking the same value for all individuals, such as seasonality) and local, dyadic covariates modeling interactions between two individuals in the network. Existing continuous time network models are extended to allow for comparing a completely parametric model and a model that is parametric only in the local covariates but has a global non-parametric time component. This allows, for instance, to test whether global time dynamics can be explained by simple global covariates like weather, seasonality etc. The procedure is applied to a bike-sharing network by using weather and weekdays as global covariates and distances between the bike stations as local covariates.

stat.ME↗

arXiv2021

Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials

In epidemics many interesting quantities, like the reproduction number, depend on the incubation period (time from infection to symptom onset) and/or the generation time (time until a new person is infected from another infected person). Therefore, estimation of the distribution of these two quantities is of distinct interest. However, this is a challenging problem since it is normally not possible to obtain precise observations of these two variables. Instead, in the beginning of a pandemic, it is possible to observe for infection pairs the time of symptom onset for both people as well as a window for infection of the first person (e.g. because of travel to a risk area). In this paper we suggest a simple semi-parametric sieve-estimation method based on Laguerre-Polynomials for estimation of these distributions. We provide detailed theory for consistency and illustrate the finite sample performance for small datasets via a simulation study.

math.ST↗

arXiv2020

Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-Processes

We will consider multivariate stochastic processes indexed either by vertices or pairs of vertices of a dynamic network. Under a dynamic network we understand a network with a fixed vertex set and an edge set which changes randomly over time. We will assume that the spatial dependence-structure of the processes conditional on the network behaves in the following way: Close vertices (or pairs of vertices) are dependent, while we assume that the dependence decreases conditionally on that the distance in the network increases. We make this intuition mathematically precise by considering three concepts based on correlation, beta-mixing with time-varying beta-coefficients and conditional independence. These concepts allow proving weak-dependence results, e.g. an exponential inequality, which might be of independent interest. In order to demonstrate the use of these concepts in an application we study the asymptotics (for growing networks) of a goodness of fit test in a dynamic interaction network model based on a Cox-type model for counting processes. This model is then applied to bike-sharing data.

math.ST↗