FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels

Guillaume Staerman, Cédric Allain, Alexandre Gramfort, Thomas Moreau 0001. FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 32575-32597, PMLR, 2023. [doi]

Abstract

Abstract is missing.