Uncertainty Quantification for Inferring Hawkes Networks

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Uncertainty Quantification for Inferring
            Hawkes Networks

        Haoyun Wang1 , Liyan Xie1 , Alex Cuozzo2 , Simon Mak2 , Yao Xie1
           1
            Georgia Institute of Technology, 2 Duke University

                       Abstract
     Multivariate Hawkes processes are commonly used to model streaming networked
     event data in a wide variety of applications. However, it remains a challenge to
     extract reliable inference from complex datasets with uncertainty quantific ...

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关键词：uncertainty Uncertain inferring certainty Networks