Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process (Q6547746)
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scientific article; zbMATH DE number 7857734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process |
scientific article; zbMATH DE number 7857734 |
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Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process (English)
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31 May 2024
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Hawkes processes
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stochastic optimization
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variational inference
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EM algorithm
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Langevin Monte Carlo
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Bayesian inference
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