Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions

22 May 2016

Papers citing "Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions"

30 / 30 papers shown

Title
Cardinality-Regularized Hawkes-Granger Model T. Idé Georgios Kollias Dzung Phan Naoki Abe 114 12 0 28 Jan 2025
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
Hawkes Processes with Delayed Granger Causality Chao Yang Hengyuan Miao Shuang Li 81 0 0 11 Aug 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
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
Granger Causal Chain Discovery for Sepsis-Associated Derangements via Continuous-Time Hawkes Processes S. Wei Yao Xie C. Josef Rishikesan Kamaleswaran 104 10 0 09 Sep 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
Local Independence Testing for Point Processes Nikolaj Thams N. Hansen 120 1 0 25 Oct 2021
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons E. Santis A. Galves G. Nappo M. Piccioni 32 5 0 14 Jun 2021
Signal Transformer: Complex-valued Attention and Meta-Learning for Signal Recognition Yihong Dong Ying Peng Muqiao Yang Songtao Lu Qingjiang Shi 103 9 0 05 Jun 2021
Granger Causality: A Review and Recent Advances Ali Shojaie E. Fox CML AI4TS 93 279 0 05 May 2021
Hawkes Processes on Graphons Hongteng Xu Dixin Luo H. Zha 65 1 0 04 Feb 2021
Noise-Contrastive Estimation for Multivariate Point Processes Hongyuan Mei Tom Wan Jason Eisner 117 26 0 02 Nov 2020
Visual Causality Analysis of Event Sequence Data Zhuochen Jin Shunan Guo Nan Chen Daniel Weiskopf David Gotz Nan Cao CML 70 44 0 01 Sep 2020
Uncertainty Quantification for Inferring Hawkes Networks Haoyun Wang Liyan Xie Alex Cuozzo Simon Mak Yao Xie 60 17 0 12 Jun 2020
CAUSE: Learning Granger Causality from Event Sequences using Attribution Methods W. Zhang Thomas Kobber Panum S. Jha P. Chalasani David Page CML AI4TS 70 49 0 18 Feb 2020
Learning Hawkes Processes from a Handful of Events Farnood Salehi W. Trouleau Matthias Grossglauser Patrick Thiran BDL CML 118 37 0 01 Nov 2019
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
Reinforcement Learning with Policy Mixture Model for Temporal Point Processes Clustering Weichang Wu Junchi Yan Xiaokang Yang H. Zha 80 3 0 29 May 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
Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction Baichuan Yuan Hao Li Andrea L. Bertozzi P. Brantingham M. A. Porter 54 55 0 15 Nov 2018
Efficient Non-parametric Bayesian Hawkes Processes Rui Zhang Christian J. Walder Marian-Andrei Rizoiu Lexing Xie 77 38 0 08 Oct 2018
Nonparametric Hawkes Processes: Online Estimation and Generalization Bounds Yingxiang Yang Jalal Etesami Niao He Negar Kiyavash 72 5 0 25 Jan 2018
Benefits from Superposed Hawkes Processes Hongteng Xu Dixin Luo Xu Chen Lawrence Carin 58 20 0 14 Oct 2017
Learning Hawkes Processes from Short Doubly-Censored Event Sequences Hongteng Xu Dixin Luo H. Zha AI4TS 149 60 0 22 Feb 2017
A Dirichlet Mixture Model of Hawkes Processes for Event Sequence Clustering Hongteng Xu H. Zha 90 71 0 31 Jan 2017
Discretization of Self-Exciting Peaks Over Threshold Models Daisuke Kurisu 30 3 0 19 Dec 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
Learning Granger Causality for Hawkes Processes Hongteng Xu Mehrdad Farajtabar H. Zha AI4TS CML 81 227 0 14 Feb 2016