A Multivariate Hawkes Process with Gaps in Observations

3 Aug 2016 Triet M Le

Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we study causal relationships (excitations) that are realized by a multivariate Hawkes process... (read more)

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