Kar Wai Lim, Young Lee, Leif Hanlen, Hongbiao Zhao. Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays. In Robert J. Durrant, Kee-Eung Kim, editors, Proceedings of The 8th Asian Conference on Machine Learning, ACML 2016, Hamilton, New Zealand, November 16-18, 2016. Volume 63 of JMLR Workshop and Conference Proceedings, pages 238-253, JMLR.org, 2016. [doi]
Abstract is missing.