Variational Bayesian Inference for Nonlinear Hawkes Process with Gaussian Process Self-Effects

Traditionally, Hawkes processes are used to model time-continuous point processes with history dependence. Here, we propose an extended model where the self-effects are of both excitatory and inhibitory types and follow a Gaussian Process. Whereas previous work either relies on a less flexible param...

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Detalles Bibliográficos
Autores principales: Malem-Shinitski, Noa, Ojeda, César, Opper, Manfred
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8947061/
https://www.ncbi.nlm.nih.gov/pubmed/35327867
http://dx.doi.org/10.3390/e24030356

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8947061/
https://www.ncbi.nlm.nih.gov/pubmed/35327867
http://dx.doi.org/10.3390/e24030356

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