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Lasso and probabilistic inequalities for multivariate point processes

2 August 2012

N. Hansen

Patricia Reynaud-Bouret

Vincent Rivoirard

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Papers citing "Lasso and probabilistic inequalities for multivariate point processes"

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K $^2$ IE: Kernel Method-based Kernel Intensity Estimators for Inhomogeneous Poisson Processes Hideaki Kim Tomoharu Iwata Akinori Fujino 23 0 0 30 May 2025
Nonparametric estimation of Hawkes processes with RKHSs Anna Bonnet Maxime Sangnier 99 0 0 01 Nov 2024
On Non-asymptotic Theory of Recurrent Neural Networks in Temporal Point Processes Zhiheng Chen Guanhua Fang Wen Yu 70 0 0 02 Jun 2024
General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data Julien Aubert Luc Lehéricy Patricia Reynaud-Bouret 82 0 0 17 May 2024
A sparsity test for multivariate Hawkes processes Antoine Lotz 59 3 0 14 May 2024
PCA for Point Processes Franck Picard Vincent Rivoirard Angelina Roche Victor Panaretos 83 1 0 30 Apr 2024
Mixing properties for multivariate Hawkes processes Ousmane Boly Felix Cheysson Thi Hien Nguyen 49 0 0 20 Nov 2023
Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length Katerina Hlaváčková-Schindler A. Melnykova I. Tubikanec 65 1 0 05 Sep 2023
Deep graph kernel point processes Zheng Dong Matthew Repasky Xiuyuan Cheng Yao Xie 3DPC 77 3 0 20 Jun 2023
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
Heterogeneous Neuronal and Synaptic Dynamics for Spike-Efficient Unsupervised Learning: Theory and Design Principles Biswadeep Chakraborty Saibal Mukhopadhyay 80 10 0 22 Feb 2023
A Graphical Point Process Framework for Understanding Removal Effects in Multi-Touch Attribution Jun Tao Qian Chen James W. Snyder Arava Sai Kumar A. Meisami Lingzhou Xue 52 4 0 13 Feb 2023
Scalable and adaptive variational Bayes methods for Hawkes processes Déborah Sulem Vincent Rivoirard Judith Rousseau 68 0 0 01 Dec 2022
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels Guillaume Staerman Cédric Allain Alexandre Gramfort Thomas Moreau 102 5 0 10 Oct 2022
Differentially Private Estimation of Hawkes Process Simiao Zuo Tianyi Liu Tuo Zhao H. Zha 56 1 0 15 Sep 2022
Sparse Markov Models for High-dimensional Inference G. Ost D. Takahashi 94 0 0 16 Feb 2022
Universal Transformer Hawkes Process with Adaptive Recursive Iteration Lu-ning Zhang Jian-wei Liu Zhibin Song Xin Zuo 100 4 0 29 Dec 2021
Temporal Attention Augmented Transformer Hawkes Process Lu-ning Zhang Jian Liu Zhibin Song Xin Zuo AI4TS 105 11 0 29 Dec 2021
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
Local Independence Testing for Point Processes Nikolaj Thams N. Hansen 120 1 0 25 Oct 2021
Temporal Point Process Graphical Models Yalong Lyu Huiyuan Wang Wei Lin 3DPC 66 0 0 22 Oct 2021
Joint Estimation and Inference for Multi-Experiment Networks of High-Dimensional Point Processes Xu Wang Ali Shojaie 3DPC 75 3 0 23 Sep 2021
Causal Discovery in High-Dimensional Point Process Networks with Hidden Nodes Xu Wang Ali Shojaie CML 3DPC 77 2 0 22 Sep 2021
Neuronal Network Inference and Membrane Potential Model using Multivariate Hawkes Processes Anna Bonnet Charlotte Dion-Blanc François Gindraud Sarah Lemler 64 9 0 02 Aug 2021
Sparse estimation for generalized exponential marked Hawkes process Masato Goda 124 1 0 29 Jul 2021
Scalable Marked Point Processes for Exchangeable and Non-Exchangeable Event Sequences A. Panos Ioannis Kosmidis P. Dellaportas 45 2 0 30 May 2021
Granger Causality: A Review and Recent Advances Ali Shojaie E. Fox CML AI4TS 93 280 0 05 May 2021
Statistical Inference for Networks of High-Dimensional Point Processes Xu Wang Mladen Kolar Ali Shojaie 111 12 0 15 Jul 2020
Latent Network Structure Learning from High Dimensional Multivariate Point Processes Biao Cai Jingfei Zhang Yongtao Guan 114 20 0 07 Apr 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
Group Network Hawkes Process Guanhua Fang Ganggang Xu Haochen Xu Xuening Zhu Yongtao Guan 118 22 0 20 Feb 2020
A Numerical Study of the Time of Extinction in a Class of Systems of Spiking Neurons C. Romaro F. Najman M. André 125 2 0 06 Nov 2019
Learning Hawkes Processes from a Handful of Events Farnood Salehi W. Trouleau Matthias Grossglauser Patrick Thiran BDL CML 118 37 0 01 Nov 2019
Generalized Evolutionary Point Processes: Model Specifications and Model Comparison P. White A. Gelfand 100 4 0 15 Oct 2019
Meta Learning with Relational Information for Short Sequences Yujia Xie Haoming Jiang Feng Liu T. Zhao H. Zha 86 14 0 04 Sep 2019
Self-Attentive Hawkes Processes Qiang Zhang Aldo Lipani Ömer Kirnap Emine Yilmaz AI4TS 118 45 0 17 Jul 2019
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Charlotte Dion Sarah Lemler 114 9 0 17 Apr 2019
Statistical inference for a partially observed interacting system of Hawkes processes Chenguang Liu 91 3 0 19 Feb 2019
Sparse space-time models: Concentration Inequalities and Lasso G. Ost Patricia Reynaud-Bouret 89 11 0 19 Jul 2018
Nonparametric Bayesian estimation of multivariate Hawkes processes S. Donnet Vincent Rivoirard Judith Rousseau 103 28 0 16 Feb 2018
Network Estimation from Point Process Data Benjamin Mark Garvesh Raskutti Rebecca Willett 3DPC 101 29 0 13 Feb 2018
Nonparametric estimation of locally stationary Hawkes processe E. Mammen 29 4 0 14 Jul 2017
Time-frequency analysis of locally stationary Hawkes processes François Roueff R. Sachs 61 14 0 05 Apr 2017
Hawkes Processes with Stochastic Excitations Young Lee Kar Wai Lim Cheng Soon Ong 123 35 0 22 Sep 2016
Uncovering Causality from Multivariate Hawkes Integrated Cumulants M. Achab Emmanuel Bacry Stéphane Gaïffas I. Mastromatteo Jean-François Muzy 92 91 0 21 Jul 2016
Inference of High-dimensional Autoregressive Generalized Linear Models Eric C. Hall Garvesh Raskutti Rebecca Willett 133 19 0 09 May 2016
Non-parametric estimation of the spiking rate in systems of interacting neurons P. Hodara Nathalie Krell Eva Locherbach 108 21 0 25 Apr 2016
Multivariate Hawkes Processes for Large-scale Inference Rémi Lemonnier Kevin Scaman Argyris Kalogeratos 116 36 0 26 Feb 2016
Learning Granger Causality for Hawkes Processes Hongteng Xu Mehrdad Farajtabar H. Zha AI4TS CML 81 227 0 14 Feb 2016
A data-dependent weighted LASSO under Poisson noise X. Hunt Patricia Reynaud-Bouret Vincent Rivoirard Laure Sansonnet Rebecca Willett 68 24 0 29 Sep 2015