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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| 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 |