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stat.ML2022
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
Guillaume Staerman, Cédric Allain, Alexandre Gramfort +1
Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their…
stat.ML2022★ 10 cited
A framework for bilevel optimization that enables stochastic and global variance reduction algorithms
Mathieu Dagréou, Pierre Ablin, Samuel Vaiter +1
Bilevel optimization, the problem of minimizing a value function which involves the arg-minimum of another function, appears in many areas of machine learning. In a large scale emp…