Please join us on Friday, April 13 at 10am in Olsson Hall (room 103) on Grounds for a talk with Dr. Michael Porter, Associate Professor of Statistics in the Department of Information Systems, Statistics, and Management Science at the University of Alabama where he teaches data science, analytics, and advanced statistical methods.
Dr. Porter will discuss the ways social and physical processes (e.g., crime, conflict, social media activity, financial markets, new product adoption, social network communication, earthquakes, neural spiking, disease spread) produce event point patterns that exhibit clustering. Hawkes, or self-exciting point process, models are a popular choice for modeling the clustering patterns which can be driven by both exogenous influences and endogenous forces like contagion/self-excitement. These models stipulate that each event can be triggered by past events creating a branching structure that produces the endogenous clustering. The contagion effects are modeled by a shot-noise term which aggregates the influence of past events to temporarily increase the event rate following each event.
This talk will introduce the hawkes process and illustrate some extensions and uses of hawkes models in three areas: (i) modeling contagion in terrorist attacks, (ii) incorporating near-repeat effects to forecasting crime hotspots (winning performance in the NIJ Crime Forecasting Challenge), (iii) using mutually exciting hawkes processes to identify social influence in Yelp restaurant reviews.
Dr. Michael Porter is an Associate Professor of Statistics in the Department of Information Systems, Statistics, and Management Science at the University of Alabama where he teaches data science, analytics, and advanced statistical methods. After receiving a Ph.D. in Systems and Information Engineering from the University of Virginia, Dr. Porter was a VIGRE postdoc in the Department of Statistics at North Carolina State University and postdoctoral associate at SAMSI. Dr. Porter also held the position of Principal Research Scientist at Spadac, GeoEye Analytics, and DigitalGlobe. His research activities include: geospatial predictive modeling, pattern and event detection, point process modeling, data linkage, dynamic network analysis, and statistical forensics.