Online Learning for Multivariate Hawkes Processes

Yang, Yingxiang, Etesami, Jalal, He, Niao, Kiyavash, Negar

Neural Information Processing Systems 

We develop a nonparametric and online learning algorithm that estimates the triggering functions of a multivariate Hawkes process (MHP).

Similar Docs  Excel Report  more

TitleSimilaritySource
None found