Online Learning for Multivariate Hawkes Processes
Yingxiang Yang, Jalal Etesami, Niao He, Negar Kiyavash
–Neural Information Processing Systems
We develop a nonparametric and online learning algorithm that estimates the triggering functions of a multivariate Hawkes process (MHP).
Neural Information Processing Systems
Oct-8-2024, 04:08:18 GMT
- Country:
- North America > United States (0.46)
- Industry:
- Education > Educational Setting > Online (0.63)