The project “Ensemble-based filtering for uncovering an influence network from Hawkes processes driven by count data“, led by Naratip Santitissadeekorn, has been funded by the EPSRC Small Grants Panel. The project starts 1st October 2022 and runs for one year. The award is for £53.7K and provides 50% staff time, travel money (for links with Georgia Tech), and funds for a high-performance computer. A link to the EPSRC page is here. The project offers the prospect of a sequential data assimilation tool for inference of influence network from a time-series of count data. The outcome will provide an insight into the complex interaction in which events generated by a node in the network could change the intensity rate of other nodes. The figure below is from one of Naratip’s papers (link here).