46 citations · 137 across the 23 of their papers we have counts for
Showing 2016 · stat.MLShow all
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stat.ML2016★ 1 cited
C-mix: a high dimensional mixture model for censored durations, with applications to genetic data
Simon Bussy, Agathe Guilloux, Stéphane Gaïffas +1
We introduce a mixture model for censored durations (C-mix), and develop maximum likelihood inference for the joint estimation of the time distributions and latent regression param…
stat.ML2016★ 46 cited
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas +2
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influenc…