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Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python

Methodology 2025-03-31 v2 Machine Learning

Abstract

This paper introduces Sparklen, a statistical learning toolkit for Hawkes processes in Python, designed to bring together efficiency and ease of use. The purpose of this package is to provide the Python community with a complete suite of cutting-edge tools specifically tailored for the study of exponential Hawkes processes, with a particular focus on highdimensional framework. It includes state-of-the-art estimation tools with built-in support for incorporating regularization techniques, and novel classification methods. To enhance computational performance, Sparklen leverages a high-performance C++ core for intensive tasks. This dual-language approach makes Sparklen a powerful solution for computationally demanding real-world applications. Here, we present its implementation framework and provide illustrative examples, demonstrating its capabilities and practical usage.

Keywords

Cite

@article{arxiv.2502.18979,
  title  = {Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python},
  author = {Romain Edmond Lacoste},
  journal= {arXiv preprint arXiv:2502.18979},
  year   = {2025}
}
R2 v1 2026-06-28T21:58:27.600Z