Lasso and probabilistic inequalities for multivariate point processes

v1v2 (latest)

Lasso and probabilistic inequalities for multivariate point processes

2 August 2012

Patricia Reynaud-Bouret

Vincent Rivoirard

ArXiv (abs)PDF HTML

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

10 / 60 papers shown

Title
An estimation procedure for the Hawkes process Matthias Kirchner 118 86 0 07 Sep 2015
Statistical inference versus mean field limit for Hawkes processes S. Delattre N. Fournier 38 14 0 10 Jul 2015
Sparse and low-rank multivariate Hawkes processes Emmanuel Bacry Martin Bompaire Stéphane Gaïffas Jean-François Muzy 93 51 0 04 Jan 2015
Concentration for matrix martingales in continuous time and microscopic activity of social networks Emmanuel Bacry Stéphane Gaïffas Jean-François Muzy 41 5 0 24 Dec 2014
Adaptive Lasso and group-Lasso for functional Poisson regression Stéphane Ivanoff F. Picard Vincent Rivoirard 76 49 0 22 Dec 2014
Cox process functional learning Gérard Biau B. Cadre Q. Paris 24 4 0 15 Oct 2014
Tracking Dynamic Point Processes on Networks Eric C. Hall Rebecca Willett 126 61 0 29 Aug 2014
Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures S. Donnet Vincent Rivoirard Judith Rousseau Catia Scricciolo 93 41 0 17 Jun 2014
Bootstrap and permutation tests of independence for point processes Mélisande Albert Y. Bouret M. Fromont Patricia Reynaud-Bouret 81 29 0 06 Jun 2014
Second order statistics characterization of Hawkes processes and non-parametric estimation Emmanuel Bacry Jean-François Muzy 106 31 0 05 Jan 2014