A parameter estimation method for multivariate binned Hawkes processes.
Leigh ShlomovichEdward A. K. CohenNiall M. AdamsPublished in: Stat. Comput. (2022)
Keyphrases
- parameter estimation
- em algorithm
- model selection
- markov random field
- maximum likelihood
- statistical models
- pairwise
- similarity measure
- model fitting
- maximum likelihood estimation
- parameter estimation algorithm
- parameters estimation
- approximate inference
- covariance matrix
- regression model
- segmentation algorithm
- posterior distribution
- maximum likelihood estimates
- expectation maximization