CHIP: A Hawkes Process Model for Continuous-time Networks with Scalable and Consistent Estimation

1 code implementation • NeurIPS 2020 • Makan Arastuie, Subhadeep Paul, Kevin S. Xu

In many application settings involving networks, such as messages between users of an on-line social network or transactions between traders in financial markets, the observed data consist of timestamped relational events, which form a continuous-time network.

Clustering Community Detection