2018
Fast Estimation of Causal Interactions using Wold Processes
NeurIPS 2018poster
We here focus on the task of learning Granger causality matrices for multivariate point processes. In order to accomplish this task, our work is the first to explore the use of Wold processes. By doing so, we are able to develop asymptotically fast MCMC learning algorithms. With $N$ being the total…