Linking across data granularity: Fitting multivariate Hawkes processes to partially interval-censored data
The multivariate Hawkes process (MHP) is widely used for analyzing data streams that
interact with each other, where events generate new events within their own dimension (via …
interact with each other, where events generate new events within their own dimension (via …
A parameter estimation method for multivariate aggregated hawkes processes
L Shlomovich, EAK Cohen, N Adams - arXiv preprint arXiv:2108.12357, 2021 - arxiv.org
It is often assumed that events cannot occur simultaneously when modelling data with point
processes. This raises a problem as real-world data often contains synchronous …
processes. This raises a problem as real-world data often contains synchronous …
Some perspectives on inference in high dimensions
HS Battey, DR Cox - Statistical Science, 2022 - projecteuclid.org
With very large amounts of data, important aspects of statistical analysis may appear largely
descriptive in that the role of probability sometimes seems limited or totally absent. The main …
descriptive in that the role of probability sometimes seems limited or totally absent. The main …