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
Nov-21-2025, 11:51:09 GMT