7 citations · 11 across the 7 of their papers we have counts for
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cs.LG2019★ 1 cited
Scalable Inference for Nonparametric Hawkes Process Using Pólya-Gamma Augmentation
Feng Zhou, Zhidong Li, Xuhui Fan +3
In this paper, we consider the sigmoid Gaussian Hawkes process model: the baseline intensity and triggering kernel of Hawkes process are both modeled as the sigmoid transformation…
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…