Robust identification of controlled Hawkes processes
نویسندگان
چکیده
منابع مشابه
Isotonic Hawkes Processes
0 g⇤(w⇤ ·xt)dt = P j2Si aijg ⇤ (w⇤ ·xj). Set y⇤ i = g ⇤ (w⇤ ·xi) to be the expected value of each yi. Let ̄ Ni be the expected value of Ni. Then we have ̄ Ni = P j2Si aijy ⇤ j . Clearly we do not have access to ̄ Ni. However, consider a hypothetical call to the algorithm with input {(xi, ̄ Ni)}i=1 and suppose it returns ḡk. In this case, we define ȳk i = ḡk(w̄k · xi). Next we begin the proof and int...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2020
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.101.043305