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| Publications [#344634] of Lawrence Carin
Papers Published
- Xu, H; Luo, D; Chen, X; Carin, L, Benefits from superposed Hawkes processes,
International Conference on Artificial Intelligence and Statistics, AISTATS 2018
(January, 2018),
pp. 623-631
(last updated on 2024/12/31)
Abstract: 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.
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