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01/13/2022
Bayesian Estimation of Multivariate Hawkes Processes with Inhibition and Sparsity
Hawkes processes are point processes that model data where events occur ...
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09/13/2021
Bayesian Estimation of the ETAS Model for Earthquake Occurrences
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most wi...
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07/04/2021
Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
While parametric multiple change point detection has been widely studied...
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06/16/2020
ABC Learning of Hawkes Processes with Missing or Noisy Event Times
The self-exciting Hawkes process is widely used to model events which oc...
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02/05/2020
Semiparametric Bayesian Forecasting of Spatial Earthquake Occurrences
Self-exciting Hawkes processes are used to model events which cluster in...
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12/25/2012