Feng's repositories
SNMHawkesBeta
The repository implements the sigmoid nonlinear multivariate Hawkes processes in the paper "Efficient Inference of Flexible Interaction in Spiking-neuron Networks".
DFN-Hawkes
The repository implements three inference methods (Gibbs sampler, EM algorithm and mean-field approximation) for the sigmoid nonlinear multivariate Hawkes processes (SNMHP) and its dynamic version (dynamic-SNMHP) in the paper "Efficient Inference for Dynamic Flexible Interactions of Neural Populations".
RKHS-for-Poisson-process
Implementation of the algorithm in "Poisson Intensity Estimation with Reproducing Kernels" Seth Flaxman et. al.
Sigmoid-Gaussian-process-modulated-Poisson-process
Implementation of "Tractable Nonparametric Bayesian Inference in Poisson Processes with Gaussian Process Intensities" Ryan Prescott Adams et. al.
efficient-Gaussian-process-modulated-Poisson-process
Implementation of "Scalable Nonparametric Bayesian Inference on Point Processes with Gaussian Processes" Yves-Laurent Kom Samo and Stephen Roberts.
variational-inference-for-gaussian-process-poisson-process
Implementation of "Variational Inference for Gaussian Process Modulated Poisson Processes" Chris Lloyd et. al.
Wiener-Hopf-algorithm-for-Hawkes-process
Implementation of "First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation" Emmanuel Bacry and Jean-François Muzy.
EM-Euler-Lagrange-Hawkes-process
Implementation of "Learning Triggering Kernels for Multi-dimensional Hawkes Processes" Ke Zhou et. al.
conjugate-nonparametric-Hawkes-process
The repository implements the nonparametric Hawkes process in the paper "Efficient Inference for Nonparametric Hawkes Processes Using Auxiliary Latent Variables".
DP-mixture-of-beta-distributions-for-Poisson-process
Implementation of "Dirichlet Process Mixtures of Beta Distributions, with Applications to Density and Intensity Estimation" Athanasios Kottas.
FSHawkesBeta
The repository implements the flexible state-switching Hawkes processes in the paper "Nonlinear Hawkes Processes in Time-Varying System".
HGCox
The repository implements the mean-field approximation algorithm for the heterogeneous multi-task Gaussian Cox processes in the paper "Heterogeneous Multi-Task Gaussian Cox Processes".