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-3-2024, 22:36:40 GMT
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- Education > Educational Setting > Online (0.63)