Related papers: An algorithm for the computation of joint Hawkes m…
We provide a recursive method for constructing product formula approximations to exponentials of commutators, giving the first approximations that are accurate to arbitrarily high order. Using these formulas, we show how to approximate…
We present a numerical scheme for efficiently extracting the higher-order moments and cumulants of various operators on spin systems represented as tensor product states, for both finite and infinite systems, and present several…
Targeting simulations on parallel hardware architectures, this paper presents computational kernels for efficient computations in mortar finite element methods. Mortar methods enable a variationally consistent imposition of coupling…
Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the…
We propose a splitting algorithm for solving a system of composite monotone inclusions formulated in the form of the extended set of solutions in real Hilbert spaces. The resluting algorithm is a an extension of the algorithm in [4]. The…
The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…
Hawkes processes are point processes with self-exciting and clustering properties that are popular in applications. In recent years, renewal Hawkes processes have gained attention, due to their versatility such as the capability of…
In this paper, we establish a large deviations principle for a multivariate compound process induced by a multivariate Hawkes process with random marks. Our proof hinges on showing essential smoothness of the limiting cumulant of the…
A generalized exponential matrix based on the construction of kernel operators for generalized summability is defined and analyzing its main properties, generalizing the classical exponential matrix and fractional exponential matrix. This…
As a powerful tool of asynchronous event sequence analysis, point processes have been studied for a long time and achieved numerous successes in different fields. Among various point process models, Hawkes process and its variants attract…
The $\texttt{IntegerHull}$ function is part of Maple's $\texttt{PolyhedralSets}$ library, which calculates the integer hull of a given polyhedral set. This algorithm works by translating the supporting hyperplanes of the facets of the input…
We propose an algorithm for the closed-form recursive computation of joint moments and cumulants of all orders for k-hop counts in the 1D unit disk random graph model with Poisson distributed vertices. Our approach uses decompositions of…
We derive formulas which connect cumulants of particle numbers observed with efficiency losses with the original ones based on the binomial model. These formulas can describe the case with multiple efficiencies in a compact form. Compared…
In this paper, we address the problem of fitting multivariate Hawkes processes to potentially large-scale data in a setting where series of events are not only mutually-exciting but can also exhibit inhibitive patterns. We focus on…
In this paper, we propose a new and simple approach to the approximation algorithms that are modified and improved from our published results. The computational and graphical examples are presented with the aid of Maple procedures.
Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is…
Multi-dimensional Hawkes process (MHP) is a class of self and mutually exciting point processes that find wide range of applications -- from prediction of earthquakes to modelling of order books in high frequency trading. This paper makes…
We develop a recursive computational procedure to efficiently calculate the macroscopic dielectric function of multi-component metamaterials of arbitrary geometry and composition within the long wavelength approximation. Although the…
Kernel approximation with exponentials is useful in many problems with convolution quadrature and particle interactions such as integral-differential equations, molecular dynamics and machine learning. This paper proposes a weighted…
The paper deals with the process of mathematical modeling representations of exponential and logarithmic functions hypercomplex number system of generalized quaternions via determining a linear differential equation with hypercomplex…