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Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays

Mar 13, 2018
Kar Wai Lim, Young Lee, Leif Hanlen, Hongbiao Zhao

* In Proceedings of the 6th Asian Conference on Machine Learning (ACML), pp. 238-253. 2016 
* 24 pages, long version of ACML paper with supplementary material 

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