论文标题
霍克斯处理建模,推理和控制:概述
Hawkes Processes Modeling, Inference and Control: An Overview
论文作者
论文摘要
霍克斯过程是一种点过程,可以在时间事件之间进行自我兴趣进行建模。它已用于无数应用中,从金融和地震到犯罪率和社交网络活动分析。这项工作旨在对霍克斯流程建模和推理对该领域的新移民的最新进展进行广泛的了解。
Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field.