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20172019
most citedUsing deterministic approximations to accelerate SMC for posterior sampling

3 citations · 4 across the 2 of their papers we have counts for

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math.ST2018

Nonparametric Bayesian estimation of multivariate Hawkes processes

Sophie Donnet, Vincent Rivoirard, Judith Rousseau

This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates a…