2 papers
stat.ML2018
Superposition-Assisted Stochastic Optimization for Hawkes Processes
Hongteng Xu, Xu Chen, Lawrence Carin
We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities.…
stat.ML2017
Benefits from Superposed Hawkes Processes
Hongteng Xu, Dixin Luo, Xu Chen +1
The superposition of temporal point processes has been studied for many years, although the usefulness of such models for practical applications has not be fully developed. We inve…