Fast Estimation of Causal Interactions using Wold Processes

Flavio Figueiredo, Guilherme Resende Borges, Pedro O.S. Vaz de Melo, Renato Assunção

Neural Information Processing Systems 

The main reason to consider the Wold process as an alternative to the Hawkes process is its Markovian structure. Equally important, our results show significant improvements over the state of the art methods.