Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
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Cites work
- scientific article; zbMATH DE number 6982970 (Why is no real title available?)
- A review of self-exciting spatio-temporal point processes and their applications
- Adaptive subgradient methods for online learning and stochastic optimization
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- An Introduction to the Theory of Point Processes
- Analytic computation of nonparametric Marsan-Lengliné estimates for Hawkes point processes
- Application of branching models in the study of invasive species
- COEVOLVE: a joint point process model for information diffusion and network evolution
- Comment on ``A review of self-exciting spatio-temporal point processes and their applications by Alex Reinhart
- Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
- First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Learning the parts of objects by non-negative matrix factorization
- Multivariate spatiotemporal Hawkes processes and network reconstruction
- Network Estimation From Point Process Data
- On non-simple marked point processes
- Self-exciting hurdle models for terrorist activity
- Self-exciting point process modeling of crime
- Solving Ill-Conditioned and Singular Linear Systems: A Tutorial on Regularization
- Space-time point-process models for earthquake occurrences
- Spectra of some self-exciting and mutually exciting point processes
- Statistical and computational inverse problems.
- Stochastic Declustering of Space-Time Earthquake Occurrences
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes
- Topic time series analysis of microblogs
- Tracking Dynamic Point Processes on Networks
- Uncovering causality from multivariate Hawkes integrated cumulants
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