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Adaptive estimation for Hawkes processes; application to genome analysis
17 March 2009
Patricia Reynaud-Bouret
Sophie Schbath
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Papers citing
"Adaptive estimation for Hawkes processes; application to genome analysis"
32 / 32 papers shown
Title
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
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
Lasse Leskelä
72
2
0
30 Mar 2024
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
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
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
Sobin Joseph
Shashi Jain
93
2
0
06 Mar 2023
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
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
Nicolas Privault
50
1
0
25 Oct 2021
Recursive computation of the Hawkes cumulants
Nicolas Privault
39
8
0
14 Dec 2020
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
Shinsuke Koyama
S. Shinomoto
118
8
0
02 Mar 2020
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
Qiang Zhang
Aldo Lipani
Ömer Kirnap
Emine Yilmaz
AI4TS
115
45
0
17 Jul 2019
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
C. Graham
47
12
0
27 May 2019
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
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
Hongteng Xu
H. Zha
87
71
0
31 Jan 2017
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
M. Eichler
R. Dahlhaus
J. Dueck
72
2
0
22 May 2016
Learning Network of Multivariate Hawkes Processes: A Time Series Approach
Jalal Etesami
Negar Kiyavash
Kun Zhang
K. Singhal
CML
AI4TS
51
65
0
14 Mar 2016
Learning Granger Causality for Hawkes Processes
Hongteng Xu
Mehrdad Farajtabar
H. Zha
AI4TS
CML
81
227
0
14 Feb 2016
An estimation procedure for the Hawkes process
Matthias Kirchner
116
86
0
07 Sep 2015
Statistical inference versus mean field limit for Hawkes processes
S. Delattre
N. Fournier
31
14
0
10 Jul 2015
Cumulants of Hawkes point processes
S. Jovanovic
J. Hertz
S. Rotter
108
44
0
18 Sep 2014
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
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
Laure Sansonnet
111
14
0
21 Jul 2011
Statistical inference across time scales
Céline Duval
M. Hoffmann
128
12
0
06 Jun 2011
Penalized maximum likelihood estimation for generalized linear point processes
N. Hansen
152
3
0
03 Mar 2010
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