408 citations · 492 across the 14 of their papers we have counts for
3 papers · 1 filter
Changepoint detection in non-exchangeable data
Karl L. Hallgren, Nicholas A. Heard, Niall M. Adams
Changepoint models typically assume the data within each segment are independent and identically distributed conditional on some parameters which change across segments. This const…
A Parameter Estimation Method for Multivariate Aggregated Hawkes Processes
Leigh Shlomovich, Edward A. K. Cohen, Niall Adams
It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observatio…
A Monte Carlo EM Algorithm for the Parameter Estimation of Aggregated Hawkes Processes
Leigh Shlomovich, Edward Cohen, Niall Adams +1
A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due…