4 citations · 4 across the 5 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.AP2019
Fast Multi-resolution Segmentation for Nonstationary Hawkes Process Using Cumulants
Feng Zhou, Zhidong Li, Xuhui Fan +3
The stationarity is assumed in vanilla Hawkes process, which reduces the model complexity but introduces a strong assumption. In this paper, we propose a fast multi-resolution segm…
cs.LG2019★ 4 cited
Efficient EM-Variational Inference for Hawkes Process
Feng Zhou, Zhidong Li, Xuhui Fan +3
In classical Hawkes process, the baseline intensity and triggering kernel are assumed to be a constant and parametric function respectively, which limits the model flexibility. To…