Colin Swaney
Colin Swaney is a Senior Research Software Engineer at Princeton University's Data-Driven Social Science Initiative whose work focuses on developing tools to solve computational challenges associated with the analysis of large and complex social science data sets. Prior to joining Princeton, he spent several years working as a quantitative researcher and data scientist in the finance industry.
Session
NetworkHawkesProcesses.jl implements methods to simulate and estimate a class of probabilistic models that combines mutually-exciting Hawkes processes with network structure. It allows researchers to construct such models from a flexible set of model components, run inference from a list of compatible methods (including maximum-likelihood estimation, Markov chain Monte Carlo sampling, and variational inference), and explore results with visualization and diagnostic utilities.