Sparse and low-rank multivariate Hawkes processes
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Cited in
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- Sparse estimation for generalized exponential marked Hawkes process
- Multivariate Hawkes process analysis of posts on a web service about uncomfortable gender experiences
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- Fifty years later: new directions in Hawkes processes
- Nearly assumptionless screening for the mutually-exciting multivariate Hawkes process
- Hawkes Processes Modeling, Inference, and Control: An Overview
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Multivariate Temporal Point Process Regression
- Bayesian estimation of nonlinear Hawkes processes
- Latent Network Structure Learning From High-Dimensional Multivariate Point Processes
- Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity
- Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process
- Group Network Hawkes Process
- A community Hawkes model for continuous-time networks with interaction heterogeneity
- The Markov approximation of the periodic multivariate Poisson autoregression
- Multivariate representations of univariate marked Hawkes processes
- Testing procedures based on maximum likelihood estimation for marked Hawkes processes
- Spectral analysis for the inference of noisy Hawkes processes
- Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets
- Estimating product cannibalisation in wholesale using multivariate Hawkes processes with inhibition
- Bats monitoring: a classification procedure of bats behaviours based on Hawkes processes
- PCA for point processes
- Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes
- Lasso-type estimator and classification algorithm for high-dimensional multivariate Hawkes processes
- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
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