5 citations · 5 across the 1 of their papers we have counts for
2 papers
stat.ML2018
Detecting Nonlinear Causality in Multivariate Time Series with Sparse Additive Models
Yingxiang Yang, Adams Wei Yu, Zhaoran Wang +1
We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We sho…
stat.ML2018★ 5 cited
Nonparametric Hawkes Processes: Online Estimation and Generalization Bounds
Yingxiang Yang, Jalal Etesami, Niao He +1
In this paper, we design a nonparametric online algorithm for estimating the triggering functions of multivariate Hawkes processes. Unlike parametric estimation, where evolutionary…