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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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2022-02-01
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| Colecção: | Entropy |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/1099-4300/24/3/356 |
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