Learning granger causality for non-stationary Hawkes processes

Author:

Chen Wei,Chen Jibin,Cai Ruichu,Liu Yuequn,Hao Zhifeng

Funder

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Publisher

Elsevier BV

Subject

Artificial Intelligence,Cognitive Neuroscience,Computer Science Applications

Reference22 articles.

1. D.J. Daley, D. Vere-Jones, An introduction to the theory of point processes: volume II: general theory and structure, Springer Science & Business Media, 2007.

2. Some limit theorems for hawkes processes and application to financial statistics;Bacry;Stochastic Processes and their Applications,2013

3. Understanding social causalities behind human action sequences;Cai;IEEE transactions on neural networks and learning systems,2016

4. Mining hidden non-redundant causal relationships in online social networks;Chen;Neural Computing and Applications,2019

5. Study of tv viewership patterns among youngsters in northern india;Gurleen;Zenith International Journal of Multidisciplinary Research,2011

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Granger Causal Chain Discovery for Sepsis-Associated Derangements via Continuous-Time Hawkes Processes;Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;2023-08-04

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