Nonparametric Bayesian estimation of multivariate Hawkes processes

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Nonparametric Bayesian estimation of multivariate Hawkes processes

16 February 2018

Vincent Rivoirard

Judith Rousseau

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Papers citing "Nonparametric Bayesian estimation of multivariate Hawkes processes"

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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
Cox-Hawkes: doubly stochastic spatiotemporal Poisson processes Xenia Miscouridou Samir Bhatt G. Mohler Seth Flaxman Swapnil Mishra 45 4 0 21 Oct 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
A flexible, random histogram kernel for discrete-time Hawkes processes Raiha Browning Judith Rousseau Kerrie Mengersen 35 2 0 04 Aug 2022
Approximation of bayesian Hawkes process models with Inlabru Francesco Serafini Finn Lindgren M. Naylor 31 10 0 27 Jun 2022
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
Efficient Non-parametric Bayesian Hawkes Processes Rui Zhang Christian J. Walder Marian-Andrei Rizoiu Lexing Xie 77 38 0 08 Oct 2018