Skip navigation
Skip navigation

Approximate Inference for Non-parametric Bayesian Hawkes Processes and Beyond

Zhang, Rui

Description

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)
URI: http://hdl.handle.net/1885/261582
DOI: 10.25911/B4VA-JG94
Access Rights: Open Access

Download

File Description SizeFormat Image
Rui_PhD_Thesis.pdfThesis Material1.59 MBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator