Benefits from superposed Hawkes processes
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, Conference
Xu, H; Luo, D; Chen, X; Carin, L
Published in: International Conference on Artificial Intelligence and Statistics, AISTATS 2018
January 1, 2018
The superposition of temporal point processes has been studied for many years, although the usefulness of such models for practical applications has not be fully developed. We investigate superposed Hawkes process as an important class of such models, with properties studied in the framework of least squares estimation. The superposition of Hawkes processes is demonstrated to be beneficial for tightening the upper bound of excess risk under certain conditions, and we show the feasibility of the benefit in typical situations. The usefulness of superposed Hawkes processes is verified on synthetic data, and its potential to solve the cold-start problem of recommendation systems is demonstrated on real-world data.
Duke Scholars
Published In
International Conference on Artificial Intelligence and Statistics, AISTATS 2018
Publication Date
January 1, 2018
Start / End Page
623 / 631
Citation
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Xu, H., Luo, D., Chen, X., & Carin, L. (2018). Benefits from superposed Hawkes processes. In International Conference on Artificial Intelligence and Statistics, AISTATS 2018 (pp. 623–631).
Xu, H., D. Luo, X. Chen, and L. Carin. “Benefits from superposed Hawkes processes.” In International Conference on Artificial Intelligence and Statistics, AISTATS 2018, 623–31, 2018.
Xu H, Luo D, Chen X, Carin L. Benefits from superposed Hawkes processes. In: International Conference on Artificial Intelligence and Statistics, AISTATS 2018. 2018. p. 623–31.
Xu, H., et al. “Benefits from superposed Hawkes processes.” International Conference on Artificial Intelligence and Statistics, AISTATS 2018, 2018, pp. 623–31.
Xu H, Luo D, Chen X, Carin L. Benefits from superposed Hawkes processes. International Conference on Artificial Intelligence and Statistics, AISTATS 2018. 2018. p. 623–631.
Published In
International Conference on Artificial Intelligence and Statistics, AISTATS 2018
Publication Date
January 1, 2018
Start / End Page
623 / 631