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Mean-field inference of Hawkes point processes

Mean-field inference of Hawkes point processes

4 November 2015
Emmanuel Bacry
Stéphane Gaïffas
I. Mastromatteo
Jean-François Muzy
ArXiv (abs)PDFHTML

Papers citing "Mean-field inference of Hawkes point processes"

2 / 2 papers shown
Title
CHIP: A Hawkes Process Model for Continuous-time Networks with Scalable
  and Consistent Estimation
CHIP: A Hawkes Process Model for Continuous-time Networks with Scalable and Consistent Estimation
Makan Arastuie
Subhadeep Paul
Kevin S. Xu
151
2
0
19 Aug 2019
Sparse and low-rank multivariate Hawkes processes
Sparse and low-rank multivariate Hawkes processes
Emmanuel Bacry
Martin Bompaire
Stéphane Gaïffas
Jean-François Muzy
102
51
0
04 Jan 2015
1