Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length
K Hlaváčková-Schindler, A Melnykova… - Journal of Machine …, 2024 - jmlr.org
Abstract Multivariate Hawkes processes (MHPs) are versatile probabilistic tools used to
model various real-life phenomena: earthquakes, operations on stock markets, neuronal …
model various real-life phenomena: earthquakes, operations on stock markets, neuronal …
Online Bayesian changepoint detection for network Poisson processes with community structure
Network point processes often exhibit latent structure that govern the behaviour of the sub-
processes. It is not always reasonable to assume that this latent structure is static, and …
processes. It is not always reasonable to assume that this latent structure is static, and …
[PDF][PDF] Estimating the Hawkes process from a discretely observed sample path
The Hawkes process is a widely used model in many areas, such as finance, seismology,
neuroscience, epidemiology, and social sciences. Estimation of the Hawkes process from …
neuroscience, epidemiology, and social sciences. Estimation of the Hawkes process from …
Statistical Cybersecurity: A Brief Discussion of Challenges, Data Structures, and Future Directions
We congratulate the authors of Hero et al.(2023) for a very interesting and comprehensive
review of the current challenges in the field of statistics and data science for cybersecurity …
review of the current challenges in the field of statistics and data science for cybersecurity …