Code for low rank Hawkes processes (LRHP). To run the synthetic experiments,
pip install -r requirements.txt
cd scripts && python exp_synthetic.py
data
houses various data sets used for experimentslrhp
includes the latest source and common utilitiesscripts
has notebooks and scripts for reproducing experiments
For any questions, contact us.
@inproceedings{turkmen2020clustering,
title={Clustering event streams with low rank Hawkes processes},
author={T{\"u}rkmen, Ali Caner and Capan, G{\"o}khan and Cemgil, Ali Taylan},
year={2020}
}