This repo contains a demo for the AAAI-20 publication "Variational Inference for Sparse Gaussian Process Modulated Hawkes Process". It works in python 3.5/3.6.
numpydoc==0.7.0
They be installed through pip:
$ pip3 install numpy scipy==1.2.0 matplotlib autograd==1.1.13 tick==0.5.0.0 numpydoc==0.7.0If you find Variational Inference for Sparse Gaussian Process Modulated Hawkes Process useful in your research, please consider citing:
@article{zhang2020variational,
title={Variational Inference for Sparse Gaussian Process Modulated Hawkes Process},
author={Zhang, Rui and Walder, Christian and Rizoiu, Marian Andrei},
journal={the 34th AAAI Conference on Artificial Intelligence (AAAI-20)},
year={2020}
}See demo.ipynb.
An online demo is on GoogleColab.