Emmanuel Bacry
4 papers · 2017–2020 · 2 venues · across top CS/AI venues
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Achievements
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Conference Polyglot · Bronze
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Interdisciplinary Bridge · Bronze
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Taxonomy Completionist
(11)
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Hot Topic Early Bird
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Research topics
Keywords
hawkes process
(3)
integrated cumulant
(2)
nonparametric estimation
(2)
point process
(2)
multivariate hawkes process
(2)
network inference
(1)
least squares loss
(1)
survival analysis
(1)
stochastic process
(1)
moment matching
(1)
matrix martingale
(1)
generalized linear model
(1)
causality inference
(1)
non-parametric method
(1)
time-dependent model
(1)
causality discovery
(1)
statistical learning
(1)
cumulant matching
(1)
causal inference
(1)
sparse estimation
(1)
Papers
Sparse and low-rank multivariate Hawkes processes
JMLR 2020
tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models
JMLR 2018
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
JMLR 2018
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
ICML 2017