ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths
C Dion-Blanc, C Denis, L Sansonnet… - arXiv preprint arXiv …, 2024 - arxiv.org
We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths
coming from several classes. MHP form a versatile family of point processes that models …
coming from several classes. MHP form a versatile family of point processes that models …