no code implementations • 10 Feb 2021 • Haoyun Wang, Liyan Xie, Yao Xie, Alex Cuozzo, Simon Mak
We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a. k. a.
no code implementations • NeurIPS 2020 • Haoyun Wang, Liyan Xie, Alex Cuozzo, Simon Mak, Yao Xie
Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications.