2 papers
stat.ME2025
Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python
Romain Edmond Lacoste
This paper introduces Sparklen, a statistical learning toolkit for Hawkes processes in Python, designed to bring together efficiency and ease of use. The purpose of this package is…
math.ST2024
ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths
Charlotte Dion-Blanc, Christophe Denis, Laure Sansonnet +1
We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models in…