Hawkes-Laguerre dynamic index models for point processes

@article{Pasha2013HawkesLaguerreDI,
  title={Hawkes-Laguerre dynamic index models for point processes},
  author={Syed Ahmed Pasha and Victor Solo},
  journal={52nd IEEE Conference on Decision and Control},
  year={2013},
  pages={7028-7033}
}
The availability of multivariate point process data in a number of application areas such as neural coding and stochastic finance is generating demand for analysis tools for handling such high-dimensional data. Existing models suffer from the curse of dimensionality problem and are not applicable in the high-dimensional setting. In this paper, we introduce a dynamic index model for the multivariate point process and provide a maximum likelihood estimator which we compute by a non-negative… CONTINUE READING

Citations

Publications citing this paper.
Showing 1-6 of 6 extracted citations

Modeling Multi-topic Information Diffusion in Social Networks Using Latent Dirichlet Allocation and Hawkes Processes

2014 Tenth International Conference on Signal-Image Technology and Internet-Based Systems • 2014
View 5 Excerpts
Highly Influenced

Distributed topology identification for point process dynamic networks

2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) • 2015
View 3 Excerpts

Distributed topology identification for sparse point process dynamic networks

2015 54th IEEE Conference on Decision and Control (CDC) • 2015
View 2 Excerpts

Topology identification of dynamic point process networks

2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) • 2014

References

Publications referenced by this paper.
Showing 1-10 of 46 references

Hawkes-laguerre reduced rank model for point processes

2013 IEEE International Conference on Acoustics, Speech and Signal Processing • 2013
View 4 Excerpts

Spike-train communities: finding groups of similar spike trains.

The Journal of neuroscience : the official journal of the Society for Neuroscience • 2011
View 1 Excerpt

and B

K. Koepsell, T. Blanche, N. Swindale
Olshausen, “Modeling the influence of local network activity on neuron spiking responses in primary visual cortex,” Computational and Systems Neuroscience • 2008
View 2 Excerpts

High Dimensional Point Process System Identification: PCA and Dynamic Index Models

Proceedings of the 45th IEEE Conference on Decision and Control • 2006
View 7 Excerpts

and R

M. Berry, M. Browne, A. Langville, V. Pauca
Plemmons, “Algorithms and applications for approximate nonnegative matrix factorization,” in Comput. Stat. Data An. • 2006
View 1 Excerpt

Similar Papers

Loading similar papers…