Learning Multivariate Hawkes Processes at Scale

28 Feb 2020Maximilian NickelMatthew Le

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal dependencies, MHPs have proven to be notoriously difficult to scale, what has limited their applications to relatively small domains... (read more)

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