An algorithm for the computation of joint Hawkes moments with exponential kernel.
Nicolas PrivaultPublished in: CoRR (2021)
Keyphrases
- detection algorithm
- dynamic programming
- search space
- times faster
- convergence rate
- optimal solution
- k means
- improved algorithm
- high accuracy
- learning algorithm
- linear complexity
- efficient computation
- clustering method
- expectation maximization
- computational cost
- cost function
- computational complexity
- support vector
- objective function
- decision trees
- data sets
- experimental evaluation
- linear programming
- theoretical analysis
- preprocessing
- matching algorithm
- similarity measure
- hardware implementation
- mapping function
- multiple kernel