Nonparametric Markovian Learning of Triggering Kernels for Mutually Exciting and Mutually Inhibiting Multivariate Hawkes Processes

Rémi Lemonnier, Nicolas Vayatis. Nonparametric Markovian Learning of Triggering Kernels for Mutually Exciting and Mutually Inhibiting Multivariate Hawkes Processes. In Toon Calders, Floriana Esposito, Eyke Hüllermeier, Rosa Meo, editors, Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2014, Nancy, France, September 15-19, 2014. Proceedings, Part II. Volume 8725 of Lecture Notes in Computer Science, pages 161-176, Springer, 2014. [doi]

Abstract

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