Modelling Dyadic Interaction with Hawkes Processes

Peter Halpin () and Paul Boeck
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Peter Halpin: https://files.nyu.edu/pfh3/public

Psychometrika, 2013, vol. 78, issue 4, 793-814

Abstract: We apply the Hawkes process to the analysis of dyadic interaction. The Hawkes process is applicable to excitatory interactions, wherein the actions of each individual increase the probability of further actions in the near future. We consider the representation of the Hawkes process both as a conditional intensity function and as a cluster Poisson process. The former treats the probability of an action in continuous time via non-stationary distributions with arbitrarily long historical dependency, while the latter is conducive to maximum likelihood estimation using the EM algorithm. We first outline the interpretation of the Hawkes process in the dyadic context, and then illustrate its application with an example concerning email transactions in the work place. Copyright The Psychometric Society 2013

Keywords: dyadic interaction; event sampling; Hawkes processes; EM algorithm; maximum likelihood (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s11336-013-9329-1

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