Search Results for author: Vincent Rivoirard

Found 2 papers, 1 papers with code

PCA for Point Processes

1 code implementation30 Apr 2024 Franck Picard, Vincent Rivoirard, Angelina Roche, Victor Panaretos

By treating point process realizations as random measures, we adopt a functional analysis perspective and propose a form of functional Principal Component Analysis (fPCA) for point processes.

Point Processes

Scalable and adaptive variational Bayes methods for Hawkes processes

no code implementations1 Dec 2022 Deborah Sulem, Vincent Rivoirard, Judith Rousseau

Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions.

Data Augmentation Point Processes

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