Efficient EM-variational inference for nonparametric Hawkes process

DOI10.1007/s11222-021-10021-xzbMath1475.62069OpenAlexW3170787793MaRDI QIDQ2058777

Xuhui Fan, Feng Zhou, Fang Chen, Arcot Sowmya, Yang Wang, Simon Luo, ZhiDong Li

Publication date: 9 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10021-x

zbMATH Keywords

Gaussian processnonparametricvariational inferenceHawkes process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Bayesian estimation of nonlinear Hawkes processes ⋮ Unnamed Item

Cites Work

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