Parameter Estimation of Binned Hawkes Processes.
Leigh ShlomovichEdward A. K. CohenNiall M. AdamsLekha PatelPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- parameter estimation
- maximum likelihood
- least squares
- model selection
- em algorithm
- statistical models
- parameter estimation algorithm
- parameter values
- markov random field
- expectation maximization
- random fields
- posterior distribution
- approximate inference
- model fitting
- estimation problems
- maximum likelihood estimation
- parameters estimation
- structure learning
- parameter estimates
- three dimensional