论文标题
在线学习多元鹰队流程的混合
Online Learning for Mixture of Multivariate Hawkes Processes
论文作者
论文摘要
在过去的几年中，霍克斯流程的在线学习受到了越来越多的关注，尤其是用于建模演员网络。但是，这些作品通常会模拟事件或参与者潜在群集之间的丰富相互作用，或者是参与者之间的网络结构。我们建议对参与者网络的潜在结构进行建模，以及在事件中为医疗和财务应用程序的现实环境而进行的丰富互动。合成和现实世界数据的实验结果展示了我们方法的功效。
Online learning of Hawkes processes has received increasing attention in the last couple of years especially for modeling a network of actors. However, these works typically either model the rich interaction between the events or the latent cluster of the actors or the network structure between the actors. We propose to model the latent structure of the network of actors as well as their rich interaction across events for real-world settings of medical and financial applications. Experimental results on both synthetic and real-world data showcase the efficacy of our approach.
