Hawkes Processes Modeling, Inference and Control: An Overview

2020/11/26 by Rafael Lima, Lima, Rafael · 2 citations
Mathematics · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Point processes and geometric inequalities

paper · pdf · doi:10.48550/arxiv.2011.13073

openalex publication_date 2020/11/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field.

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