Learning Triggering Kernels for Multi-dimensional Hawkes Processes

Ke Zhou, Hongyuan Zha, Le Song. Learning Triggering Kernels for Multi-dimensional Hawkes Processes. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 1301-1309, JMLR.org, 2013. [doi]

Abstract

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