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Found 2 papers, 1 papers with code
Surfacing Estimation Uncertainty in the Decay Parameters of Hawkes Processes with Exponential Kernels
With a series of experiments with synthetic and real-world data from domains such as "classical" earthquake modeling or the manifestation of collective emotions on Twitter, we demonstrate that our proposed approach helps to quantify uncertainty and thereby to understand and fit Hawkes processes in practice.
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Computers and Society
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