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Modelling Dyadic Interaction with Hawkes Processes

Published online by Cambridge University Press:  01 January 2025

Peter F. Halpin and
Paul De Boeck
Peter F. Halpin*
Affiliation:
University of Amsterdam
Paul De Boeck
Affiliation:
University of Amsterdam
*
Requests for reprints should be sent to Peter F. Halpin, Department of Humanities and Social Science in the Professions, New York University, 246 Greene St, Office 316E, 10013-6677, New York, USA. E-mail: peter.halpin@nyu.edu
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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.

Keywords

dyadic interactionevent samplingHawkes processesEM algorithmmaximum likelihood

Information

Type
Original Paper
Information
Psychometrika , Volume 78 , Issue 4 , October 2013, pp. 793 - 814
Copyright
Copyright © 2013 The Psychometric Society

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Footnotes

Peter F. Halpin is now at New York University; Paul De Boeck is now at Ohio State University.

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