21 June 2023 at 13:00

Lecture Theatre 2.41, Fry Building, School of Mathematics, University of Bristol, UK
[Lunch will be served in room 2.01 at 12:30 before the seminar]

Flexible Marked Spatio-Temporal Point Processes with Applications to Event Sequences from Association Football

We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. This is possible through the decomposition of the joint distribution of marks and times that allows to separately specify the conditional distribution of marks given the filtration of the process and the current time. We develop a Bayesian framework for the inference and prediction from this family of marked point processes that can naturally accommodate process and point-specific covariate information to drive cross-excitations, offering wide flexibility and applicability in the modelling of real-world processes. The framework is used here for the modelling of in-game event sequences from association football, resulting not only in inferences about previously unquantified characteristics of game dynamics and extraction of event-specific team abilities, but also in predictions for the occurrence of events of interest, such as goals, corners or fouls in a specified interval of time.

Related preprints:

Narayanan S, Kosmidis I, Dellaportas P (2022+). Flexible marked spatio-temporal point processes with applications to event sequences from association football. Discussion paper in the Journal of the Royal Statistical Society: Series C (Accepted). https://arxiv.org/abs/2103.04647

Panos, A, Kosmidis I, Dellaportas P (2023). Scalable Marked Point Processes for Exchangeable and Non-Exchangeable Event Sequences. In 26th International Conference on Artificial Intelligence and Statistics (AISTATS 2023). https://arxiv.org/abs/2105.14574

Ioannis Kosmidis is a Professor of Statistics at the Department of Statistics, University of Warwick, Turing University Lead – Warwick, Theory and Methods Challenge Fortnights Lead, and Turing Fellow at The Alan Turing Institute, the UK’s national institute for data science and artificial intelligence. He obtained his BSc in Statistics from the Athens University of Economics and Business in 2004. He was awarded a PhD in Statistics in 2007 at the Department of Statistics, University of Warwick with a thesis titled “Bias reduction in exponential family nonlinear models”. He then held an appointment as a CRiSM Research Fellow until 2010. In September 2010, he joined the Department of Statistical Science at University College London as a Lecturer (equivalent to Assistant Professor), and he got promoted to Senior Lecturer (equivalent to Associate Professor) in 2015. He moved back to University of Warwick as a Reader in Data Science in January 2018, and got promoted to Professor of Statistics in August 2021.

In cooperation with the Jean Golding Institute, University of Bristol

Registration: More information and registration on the Bristol Data Science Seminar Series