Variational-Inferencce-for-SGP-Modulated-Hawkes-Process

This repo contains a demo for the AAAI-20 publication "Variational Inference for Sparse Gaussian Process Modulated Hawkes Process". It works in python 3.5/3.6.

Required Packages

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

They 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 Variational Inference for Sparse Gaussian Process Modulated Hawkes Process useful in your research, please consider citing:

@article{zhang2020variational,
	title={Variational Inference for Sparse Gaussian Process Modulated Hawkes Process},
	author={Zhang, Rui and Walder, Christian and Rizoiu, Marian Andrei},
	journal={the 34th AAAI Conference on Artificial Intelligence (AAAI-20)},
	year={2020}
}

Tutorial

See demo.ipynb.

Online Demo

An online demo is on GoogleColab.

License

MIT License