13 citations · 20 across the 8 of their papers we have counts for
4 papers · 1 filter
Posterior concentration in spatio-temporal Hawkes processes
Xenia Miscouridou, Deborah Sulem
We develop a Bayesian nonparametric framework for inference in spatio-temporal Hawkes processes, extending existing theoretical results beyond the purely temporal setting. Our fram…
Estimation in linear high dimensional Hawkes processes: a Bayesian approach
Judith Rousseau, Vincent Rivoirard, Déborah Sulem
In this paper we study the frequentist properties of Bayesian approaches in linear high dimensional Hawkes processes in a sparse regime where the number of interaction functions ac…
Scalable and adaptive variational Bayes methods for Hawkes processes
Deborah Sulem, Vincent Rivoirard, Judith Rousseau
Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial…
Bayesian estimation of nonlinear Hawkes process
Deborah Sulem, Vincent Rivoirard, Judith Rousseau
Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One v…