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Approximate Inference for Non-parametric Bayesian Hawkes Processes and Beyond

Zhang, Rui


The Hawkes process has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernels, the non-parametric Hawkes process has been proposed, in which the triggering kernel is in a non-parametric form. However, inference in such models suffers from poor scalability to large-scale datasets and sensitivity to uncertainty in the random finite samples. To deal with these issues, we employ Bayesian non-parametric...[Show more]

CollectionsOpen Access Theses
Date published: 2022
Type: Thesis (PhD)
DOI: 10.25911/B4VA-JG94
Access Rights: Open Access


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