Uncovering Causality from Multivariate Hawkes Integrated Cumulants

Uncovering Causality from Multivariate Hawkes Integrated Cumulants

21 July 2016

Stéphane Gaïffas

I. Mastromatteo

Jean-François Muzy

Papers citing "Uncovering Causality from Multivariate Hawkes Integrated Cumulants"

14 / 14 papers shown

Title
Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python Romain Edmond Lacoste GP 58 0 0 26 Feb 2025
Cardinality-Regularized Hawkes-Granger Model T. Idé Georgios Kollias Dzung Phan Naoki Abe 70 11 0 28 Jan 2025
Hawkes Processes with Delayed Granger Causality Chao Yang Hengyuan Miao Shuang Li 18 0 0 11 Aug 2023
A neural network based model for multi-dimensional nonlinear Hawkes processes Sobin Joseph Shashi Jain 50 2 0 06 Mar 2023
Causal Discovery in Hawkes Processes by Minimum Description Length Amirkasra Jalaldoust Katerina Hlaváčková-Schindler Claudia Plant CML AI4TS 18 6 0 10 Jun 2022
Nonparametric Conditional Local Independence Testing Alexander Mangulad Christgau Lasse Petersen N. Hansen 22 8 0 25 Mar 2022
Counterfactual Temporal Point Processes Kimia Noorbakhsh Manuel Gomez Rodriguez 22 22 0 15 Nov 2021
Signal Transformer: Complex-valued Attention and Meta-Learning for Signal Recognition Yihong Dong Ying Peng Muqiao Yang Songtao Lu Qingjiang Shi 40 9 0 05 Jun 2021
THP: Topological Hawkes Processes for Learning Causal Structure on Event Sequences Ruichu Cai Siyu Wu Jie Qiao Zhifeng Hao Keli Zhang Xi Zhang 31 23 0 23 May 2021
Visual Causality Analysis of Event Sequence Data Zhuochen Jin Shunan Guo Nan Chen Daniel Weiskopf David Gotz Nan Cao CML 16 44 0 01 Sep 2020
Learning Multivariate Hawkes Processes at Scale Maximilian Nickel Matt Le 32 17 0 28 Feb 2020
Fast Estimation of Causal Interactions using Wold Processes Flavio Figueiredo Guilherme R. Borges Pedro O. S. Vaz de Melo Renato M. Assunção 29 9 0 12 Jul 2018
The Loss Surfaces of Multilayer Networks A. Choromańska Mikael Henaff Michaël Mathieu Gerard Ben Arous Yann LeCun ODL 179 1,185 0 30 Nov 2014
Adaptive estimation for Hawkes processes; application to genome analysis Patricia Reynaud-Bouret Sophie Schbath 137 227 0 17 Mar 2009