Lasso and probabilistic inequalities for multivariate point processes (Q2345116)
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English | Lasso and probabilistic inequalities for multivariate point processes |
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Lasso and probabilistic inequalities for multivariate point processes (English)
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19 May 2015
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multivariate point processes
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Lasso procedure
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Bernstein-type inequalities
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multivariate Hawkes processes
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\(\ell_{1}\)-penalization
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