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The Utilization of Stochastic Reconstruction in Estimating, Diagnosing, and Extending Hawkes Process Models

Part of the MDPI Mathematics Webinars series
12 Sep 2024, 09:00 (CEST)

Hawkes process, applications, point process, expectation maximization algorithm, stochastic reconstruction
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Welcome from the Chair

We're excited to invite you to our upcoming webinar on the Hawkes process model, a widely used point process model in both natural and social sciences. Its ability to examine clustering effects and positive interactions among events makes it a powerful tool for many researchers.

During the talk, the ways in which stochastic reconstruction can be applied to estimate, diagnose, and enhance Hawkes process models will be explored. We believe this webinar will be valuable and inspiring for anyone working with these models.

Date: 12 September 2024

Time: 9 am CEST | 4:00 pm JST

Webinar ID: 878 2939 9711

Webinar Secretariat: journal.webinar@mdpi.com

Event Chair

Institute of Statistical Mathematics, Graduate University for Advanced Studies, Kanagawa, Japan

Introduction
Bio
Jiancang Zhuang is a Professor of Statistics at the Institute of Statistical Mathematics (ISM), a national research institute under the Research Organization of Information and System, Japan. He earned his PhD in Statistics from the Graduate University for Advanced Studies, Japan, in 2003. From 2003 to 2007, he served as a post-doctoral fellow at ISM and UCLA. Joining ISM's faculty in 2007, he currently leads the Statistical Seismology Research Group. Prof. Zhuang is a prominent figure in international statistical seismology. He has organized the 7th to 13th International Workshops on Statistical Seismology, beginning in 2011. His primary research focuses on probability and statistical issues in seismology, encompassing statistical modeling and probability forecasting of seismicity, forecast evaluation, seismic hazard assessment, Bayesian geophysical inversion, and statistical learning in seismology. He boasts a publication record of approximately 140 papers in esteemed international statistical, geophysical, physical, and engineering journals, including Nature Communications, Physical Review Letters, Geophysical Research Letters, Journal of Geophysical Research, Journal of the American Statistical Association, and Journal of the Royal Statistical Society Series B. He is now serving as editor of MDPI's Mathematics and as an AE for the Bulletin of the Seismological Society of America, Annals of the Institute of Statisitical Mathematics, and Earthquake Science.

Keynote Speaker

Institute of Statistical Mathematics, Graduate University for Advanced Studies, Kanagawa, Japan

Introduction
Bio
Jiancang Zhuang is a Professor of Statistics at the Institute of Statistical Mathematics (ISM), a national research institute under the Research Organization of Information and System, Japan. He earned his PhD in Statistics from the Graduate University for Advanced Studies, Japan, in 2003. From 2003 to 2007, he served as a post-doctoral fellow at ISM and UCLA. Joining ISM's faculty in 2007, he currently leads the Statistical Seismology Research Group. Prof. Zhuang is a prominent figure in international statistical seismology. He has organized the 7th to 13th International Workshops on Statistical Seismology, beginning in 2011. His primary research focuses on probability and statistical issues in seismology, encompassing statistical modeling and probability forecasting of seismicity, forecast evaluation, seismic hazard assessment, Bayesian geophysical inversion, and statistical learning in seismology. He boasts a publication record of approximately 140 papers in esteemed international statistical, geophysical, physical, and engineering journals, including Nature Communications, Physical Review Letters, Geophysical Research Letters, Journal of Geophysical Research, Journal of the American Statistical Association, and Journal of the Royal Statistical Society Series B. He is now serving as editor of MDPI's Mathematics and as an AE for the Bulletin of the Seismological Society of America, Annals of the Institute of Statisitical Mathematics, and Earthquake Science.

Registration

This is a FREE webinar. After registering, you will receive a confirmation email containing information on how to join the webinar.  Registrations with academic institutional email addresses will be prioritized.

Certificates of attendance will be delivered to those who attend the live webinar.


Can’t attend? Register anyway and we’ll let you know when the recording is available to watch.

Webinar Recording

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Program

Speaker/Presentation

Time in CEST

Prof. Dr. Jiancang Zhuang
Chair Introduction
9:00 am - 9:05 am
Prof. Dr. Jiancang Zhuang
The Utilization of Stochastic Reconstruction in Estimating, Diagnosing, and Extending Hawkes Process Models
9:05 am - 9:35 am
Q&A Session 9:35 am - 9:45 am
Prof. Dr. Jiancang Zhuang
Closing of Webinar
9:45 am - 9:50 am

Relevant Special Issue

"Stochastic Processes and Its Applications"

Special Issue Editors: Dr. Elvira Di Nardo, Prof. Dr. Luis Alberiko Gil-Alana

Manuscript submission deadline: 31 May 2025

Sponsors and Partners

Organizers

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