no code implementations • 26 Feb 2016 • Rémi Lemonnier, Kevin Scaman, Argyris Kalogeratos
In this paper, we present a framework for fitting multivariate Hawkes processes for large-scale problems both in the number of events in the observed history $n$ and the number of event types $d$ (i. e. dimensions).
no code implementations • NeurIPS 2015 • Kevin Scaman, Rémi Lemonnier, Nicolas Vayatis
Using this concept, we prove tight non-asymptotic bounds for the influence of a set of nodes, and we also provide an in-depth analysis of the critical time after which the contagion becomes super-critical.