activity
20132026
most citedThe Multivariate Hawkes Process in High Dimensions: Beyond Mutual Excitation

45 citations · 50 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2026

Maximum effective dimension and information gain

David Janz, Arya Akhavan, Alexandre B. Tsybakov

We establish general upper bounds on the maximum effective dimension and information gain of kernel Gram matrices over arbitrary designs in terms of approximation properties of the…

stat.AP2024

Simultaneous clustering and estimation of additive shape invariant models for recurrent event data

Zitong Zhang, Shizhe Chen

Technological advancements have enabled the recording of spiking activities from large neuron ensembles, presenting an exciting yet challenging opportunity for statistical analysis…

stat.ME2023

An instrumental variable method for point processes: generalised Wald estimation based on deconvolution

Zhichao Jiang, Shizhe Chen, Peng Ding

Point processes are probabilistic tools for modeling event data. While there exists a fast-growing literature studying the relationships between point processes, it remains unexplo…

stat.ME2017★ 45 cited

The Multivariate Hawkes Process in High Dimensions: Beyond Mutual Excitation

Shizhe Chen, Ali Shojaie, Eric Shea-Brown +1

The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a…

stat.ME2016

Network Reconstruction From High Dimensional Ordinary Differential Equations

Shizhe Chen, Ali Shojaie, Daniela M. Witten

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression d…

stat.ME2013★ 5 cited

Selection and Estimation for Mixed Graphical Models

Shizhe Chen, Daniela Witten, Ali Shojaie

We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametri…