Implementation of Efficient Non-parametric Bayesian Hawkes Processes in Python3.5. A tutorial is included. There is no implementation of Halpin's trick which will be uploaded.
- numpy
- scipy==1.2.0
- matplotlib
- autograd==1.1.13
- tick==0.5.0.0
- numpydoc==0.7.0
They can be installed through pip:
$ pip3 install numpy scipy==1.2.0 matplotlib autograd==1.1.13 tick==0.5.0.0 numpydoc==0.7.0If you find Efficient Nonparametric Bayesian Hawkes Processes useful in your research, please consider citing:
@article{zhang2019efficient,
title={Efficient Non-parametric Bayesian Hawkes Processes},
author={Zhang, Rui and Walder, Christian and Rizoiu, Marian Andrei and Xie, Lexing},
journal={the 28th International Joint Conference on Artificial Intelligence},
year={2019}
}
See Gibbs_Hawkes.ipynb.
An online demo is on GoogleColab.