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Efficient-Nonparametric-Bayesian-Hawkes-Processes

Implementation of Efficient Non-parametric Bayesian Hawkes Processes in Python3.5. A tutorial is included. There is no implementation of Halpin's trick which will be uploaded.

Required Packages

  • numpy
  • scipy==1.2.0
  • matplotlib
  • autograd==1.1.13
  • tick==0.5.0.0
  • numpydoc==0.7.0

They can be installed through pip:

   $ pip3 install numpy scipy==1.2.0 matplotlib autograd==1.1.13 tick==0.5.0.0 numpydoc==0.7.0

Citation

If you find Efficient Nonparametric Bayesian Hawkes Processes useful in your research, please consider citing:

@article{zhang2019efficient,
	title={Efficient Non-parametric Bayesian Hawkes Processes},
	author={Zhang, Rui and Walder, Christian and Rizoiu, Marian Andrei and Xie, Lexing},
	journal={the 28th International Joint Conference on Artificial Intelligence},
	year={2019}
}

Tutorial

See Gibbs_Hawkes.ipynb.

Online Demo

An online demo is on GoogleColab.

License

MIT License

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