2023
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
ICML 2023poster
Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their adequate modeling for various applications, particularly when considering exponential or non-parametric kernels. Althoug…