Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process
DOI10.1007/S11222-024-10392-XzbMATH Open1539.62021MaRDI QIDQ6547746FDOQ6547746
Authors: Alex Ziyu Jiang, Abel Augusto Rodríguez
Publication date: 31 May 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Bayesian inferenceEM algorithmvariational inferencestochastic optimizationHawkes processesLangevin Monte Carlo
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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