Surfacing Estimation Uncertainty in the Decay Parameters of Hawkes Processes with Exponential Kernels.
Tiago SantosFlorian LemmerichDenis HelicPublished in: CoRR (2021)
Keyphrases
- parameter estimation
- maximum likelihood estimation
- maximum likelihood estimator
- parameter values
- uncertain data
- parameters estimation
- estimation process
- data sets
- sensitivity analysis
- optimal parameters
- accurate estimation
- process model
- expectation maximization
- maximum likelihood
- artificial neural networks
- estimation accuracy
- semi parametric
- decision making
- kernel parameters
- machine learning
- neural network