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Adaptive estimation for Hawkes processes; application to genome analysis
v1v2v3v4 (latest)

Adaptive estimation for Hawkes processes; application to genome analysis

17 March 2009
Patricia Reynaud-Bouret
Sophie Schbath
ArXiv (abs)PDFHTML

Papers citing "Adaptive estimation for Hawkes processes; application to genome analysis"

32 / 32 papers shown
Title
Nonparametric estimation of Hawkes processes with RKHSs
Nonparametric estimation of Hawkes processes with RKHSs
Anna Bonnet
Maxime Sangnier
99
0
0
01 Nov 2024
ERM-Lasso classification algorithm for Multivariate Hawkes Processes
  paths
ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths
Charlotte Dion‐Blanc
Christophe Denis
Laure Sansonnet
Romain E Lacoste
69
1
0
16 Jul 2024
Information divergences and likelihood ratios of Poisson processes and
  point patterns
Information divergences and likelihood ratios of Poisson processes and point patterns
Lasse Leskelä
72
2
0
30 Mar 2024
TEE4EHR: Transformer Event Encoder for Better Representation Learning in
  Electronic Health Records
TEE4EHR: Transformer Event Encoder for Better Representation Learning in Electronic Health Records
Hojjat Karami
David Atienza
Anisoara Ionescu
AI4TS
57
2
0
09 Feb 2024
Cumulative Distribution Function based General Temporal Point Processes
Cumulative Distribution Function based General Temporal Point Processes
Maolin Wang
Yu Pan
Zenglin Xu
Ruocheng Guo
Xiangyu Zhao
Wanyu Wang
Yiqi Wang
Zitao Liu
Langming Liu
AI4TS
78
0
0
01 Feb 2024
Short-term Temporal Dependency Detection under Heterogeneous Event
  Dynamic with Hawkes Processes
Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes
Yu Chen
Fengpei Li
Anderson Schneider
Yuriy Nevmyvaka
Asohan Amarasingham
Henry Lam
121
1
0
28 May 2023
A neural network based model for multi-dimensional nonlinear Hawkes
  processes
A neural network based model for multi-dimensional nonlinear Hawkes processes
Sobin Joseph
Shashi Jain
93
2
0
06 Mar 2023
FaDIn: Fast Discretized Inference for Hawkes Processes with General
  Parametric Kernels
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
Guillaume Staerman
Cédric Allain
Alexandre Gramfort
Thomas Moreau
100
5
0
10 Oct 2022
Survival Analysis of the Compressor Station Based on Hawkes Process with
  Weibull Base Intensity
Survival Analysis of the Compressor Station Based on Hawkes Process with Weibull Base Intensity
Lu-ning Zhang
Jian Liu
Xin Zuo
55
0
0
27 Dec 2021
An algorithm for the computation of joint Hawkes moments with
  exponential kernel
An algorithm for the computation of joint Hawkes moments with exponential kernel
Nicolas Privault
50
1
0
25 Oct 2021
Recursive computation of the Hawkes cumulants
Recursive computation of the Hawkes cumulants
Nicolas Privault
39
8
0
14 Dec 2020
Spectral estimation of Hawkes processes from count data
Spectral estimation of Hawkes processes from count data
Felix Cheysson
France
45
13
0
09 Mar 2020
The statistical physics of discovering exogenous and endogenous factors
  in a chain of events
The statistical physics of discovering exogenous and endogenous factors in a chain of events
Shinsuke Koyama
S. Shinomoto
118
8
0
02 Mar 2020
Scalable Inference for Nonparametric Hawkes Process Using
  Pólya-Gamma Augmentation
Scalable Inference for Nonparametric Hawkes Process Using Pólya-Gamma Augmentation
Feng Zhou
Zhidong Li
Xuhui Fan
Yang Wang
Arcot Sowmya
Fang Chen
61
2
0
29 Oct 2019
Self-Attentive Hawkes Processes
Self-Attentive Hawkes Processes
Qiang Zhang
Aldo Lipani
Ömer Kirnap
Emine Yilmaz
AI4TS
115
45
0
17 Jul 2019
Efficient EM-Variational Inference for Hawkes Process
Efficient EM-Variational Inference for Hawkes Process
Feng Zhou
Zhidong Li
Xuhui Fan
Yang Wang
Arcot Sowmya
Fang Chen
38
8
0
29 May 2019
Regenerative properties of the linear hawkes process with unbounded
  memory
Regenerative properties of the linear hawkes process with unbounded memory
C. Graham
47
12
0
27 May 2019
Nonparametric Bayesian estimation of multivariate Hawkes processes
Nonparametric Bayesian estimation of multivariate Hawkes processes
S. Donnet
Vincent Rivoirard
Judith Rousseau
93
28
0
16 Feb 2018
Nonparametric Hawkes Processes: Online Estimation and Generalization
  Bounds
Nonparametric Hawkes Processes: Online Estimation and Generalization Bounds
Yingxiang Yang
Jalal Etesami
Niao He
Negar Kiyavash
72
5
0
25 Jan 2018
A Dirichlet Mixture Model of Hawkes Processes for Event Sequence
  Clustering
A Dirichlet Mixture Model of Hawkes Processes for Event Sequence Clustering
Hongteng Xu
H. Zha
87
71
0
31 Jan 2017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
M. Achab
Emmanuel Bacry
Stéphane Gaïffas
I. Mastromatteo
Jean-François Muzy
92
91
0
21 Jul 2016
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric
  Link Functions
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
M. Eichler
R. Dahlhaus
J. Dueck
72
2
0
22 May 2016
Learning Network of Multivariate Hawkes Processes: A Time Series
  Approach
Learning Network of Multivariate Hawkes Processes: A Time Series Approach
Jalal Etesami
Negar Kiyavash
Kun Zhang
K. Singhal
CMLAI4TS
51
65
0
14 Mar 2016
Learning Granger Causality for Hawkes Processes
Learning Granger Causality for Hawkes Processes
Hongteng Xu
Mehrdad Farajtabar
H. Zha
AI4TSCML
81
227
0
14 Feb 2016
An estimation procedure for the Hawkes process
An estimation procedure for the Hawkes process
Matthias Kirchner
116
86
0
07 Sep 2015
Statistical inference versus mean field limit for Hawkes processes
Statistical inference versus mean field limit for Hawkes processes
S. Delattre
N. Fournier
31
14
0
10 Jul 2015
Cumulants of Hawkes point processes
Cumulants of Hawkes point processes
S. Jovanovic
J. Hertz
S. Rotter
108
44
0
18 Sep 2014
Tracking Dynamic Point Processes on Networks
Tracking Dynamic Point Processes on Networks
Eric C. Hall
Rebecca Willett
124
61
0
29 Aug 2014
Lasso and probabilistic inequalities for multivariate point processes
Lasso and probabilistic inequalities for multivariate point processes
N. Hansen
Patricia Reynaud-Bouret
Vincent Rivoirard
176
189
0
02 Aug 2012
Wavelet thresholding estimation in a Poissonian interactions model with
  application to genomic data
Wavelet thresholding estimation in a Poissonian interactions model with application to genomic data
Laure Sansonnet
111
14
0
21 Jul 2011
Statistical inference across time scales
Statistical inference across time scales
Céline Duval
M. Hoffmann
128
12
0
06 Jun 2011
Penalized maximum likelihood estimation for generalized linear point
  processes
Penalized maximum likelihood estimation for generalized linear point processes
N. Hansen
152
3
0
03 Mar 2010
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