Learning Granger Causality for Hawkes Processes

Learning Granger Causality for Hawkes Processes

14 February 2016

Mehrdad Farajtabar

Papers citing "Learning Granger Causality for Hawkes Processes"

12 / 12 papers shown

Title
Cardinality-Regularized Hawkes-Granger Model T. Idé Georgios Kollias Dzung Phan Naoki Abe 94 12 0 28 Jan 2025
Nonparametric estimation of Hawkes processes with RKHSs Anna Bonnet Maxime Sangnier 89 0 0 01 Nov 2024
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions M. Eichler R. Dahlhaus J. Dueck 58 154 0 22 May 2016
COEVOLVE: A Joint Point Process Model for Information Diffusion and Network Co-evolution Mehrdad Farajtabar Yichen Wang Manuel Gomez Rodriguez Shuang Li H. Zha Le Song 72 241 0 08 Jul 2015
Variational Inference for Gaussian Process Modulated Poisson Processes C. Lloyd Tom Gunter Michael A. Osborne Stephen J. Roberts 74 117 0 02 Nov 2014
Scalable Nonparametric Bayesian Inference on Point Processes with Gaussian Processes Yves-Laurent Kom Samo Stephen J. Roberts 55 35 0 24 Oct 2014
Tracking Dynamic Point Processes on Networks Eric C. Hall Rebecca Willett 75 61 0 29 Aug 2014
Estimating Diffusion Network Structures: Recovery Conditions, Sample Complexity & Soft-thresholding Algorithm Hadi Daneshmand Manuel Gomez Rodriguez Le Song Bernhard Schölkopf TPM 61 120 0 12 May 2014
A Kernel Independence Test for Random Processes Kacper P. Chwialkowski Arthur Gretton 87 63 0 18 Feb 2014
Lasso and probabilistic inequalities for multivariate point processes N. Hansen Patricia Reynaud-Bouret Vincent Rivoirard 145 189 0 02 Aug 2012
Adaptive estimation for Hawkes processes; application to genome analysis Patricia Reynaud-Bouret Sophie Schbath 163 228 0 17 Mar 2009
Graphical models for marked point processes based on local independence Vanessa Didelez 110 165 0 31 Oct 2007