Sparse and low-rank multivariate Hawkes processes
From MaRDI portal
Publication:4969095
Recommendations
- Uncovering causality from multivariate Hawkes integrated cumulants
- Hawkes graphs
- Multivariate Hawkes process analysis of posts on a web service about uncomfortable gender experiences
- Multivariate spatiotemporal Hawkes processes and network reconstruction
- Mean-field inference of Hawkes point processes
Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 6982970 (Why is no real title available?)
- scientific article; zbMATH DE number 823379 (Why is no real title available?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Concentration inequalities for matrix martingales in continuous time
- Decoding by Linear Programming
- Empirical minimization
- Lasso and probabilistic inequalities for multivariate point processes
- Link prediction in graphs with autoregressive features
- Mean-field inference of Hawkes point processes
- Modelling microstructure noise with mutually exciting point processes
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- On Lewis' simulation method for point processes
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- Recommender Systems Handbook
- Self-exciting point process modeling of crime
- Simultaneous analysis of Lasso and Dantzig selector
- Space-time point-process models for earthquake occurrences
- Spectra of some self-exciting and mutually exciting point processes
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes
- User-friendly tail bounds for sums of random matrices
Cited in
(15)- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
- Multivariate Temporal Point Process Regression
- Latent Network Structure Learning From High-Dimensional Multivariate Point Processes
- Multivariate Hawkes process analysis of posts on a web service about uncomfortable gender experiences
- Hawkes Processes Modeling, Inference, and Control: An Overview
- Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity
- Multivariate spatiotemporal Hawkes processes and network reconstruction
- Fifty years later: new directions in Hawkes processes
- Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions
- Group Network Hawkes Process
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Sparse estimation for generalized exponential marked Hawkes process
- Bayesian estimation of nonlinear Hawkes processes
- Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process
- Nearly assumptionless screening for the mutually-exciting multivariate Hawkes process
This page was built for publication: Sparse and low-rank multivariate Hawkes processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969095)
