most citedOnline Detection Of Supply Chain Network Disruptions Using Sequential Change-Point Detection for Hawkes Processes

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stat.ML2020

Uncertainty Quantification for Inferring Hawkes Networks

Haoyun Wang, Liyan Xie, Alex Cuozzo +2

Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable infer…