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Scalable Inference for Nonparametric Hawkes Process Using Pólya-Gamma Augmentation

Scalable Inference for Nonparametric Hawkes Process Using Pólya-Gamma Augmentation

Feng Zhou
Zhidong Li
Xuhui Fan
Yang Wang
Arcot Sowmya
Fang Chen
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Papers citing "Scalable Inference for Nonparametric Hawkes Process Using Pólya-Gamma Augmentation"

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Title
Nonparametric estimation of Hawkes processes with RKHSs
Nonparametric estimation of Hawkes processes with RKHSs
Anna Bonnet
Maxime Sangnier
99
0
0
01 Nov 2024