45 citations · 50 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…