1 code implementation • 30 Apr 2024 • Franck Picard, Vincent Rivoirard, Angelina Roche, Victor Panaretos
By treating point process realizations as random measures, we adopt a functional analysis perspective and propose a form of functional Principal Component Analysis (fPCA) for point processes.
no code implementations • 1 Dec 2022 • Deborah Sulem, Vincent Rivoirard, Judith Rousseau
Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions.