Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

DOI10.1007/S11222-024-10392-XMaRDI QIDQ6547746zbMATHFDO

Authors Alex Ziyu Jiang, Abel Augusto Rodríguez

Publication date 31 May 2024

Published in Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferenceEM algorithmvariational inferencestochastic optimizationHawkes processesLangevin Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(1)

• Adaptively Sparse Transformers Hawkes Process

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