Hawkes Cumulant Matching - PyTorch implementation

X-DataInitiative / tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

https://x-datainitiative.github.io/tick/

BSD 3-Clause "New" or "Revised" License

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Hawkes Cumulant Matching - PyTorch implementation #506

Open claudio-ICL opened 1 year ago

claudio-ICL commented 1 year ago

We give two implementations of HawkesCumulantMatching: one with tensorflow HawkesCumulantMatchingTf, and one with pytorch HawkesCumulantMatchingPyT.

This draft PR incorporates https://github.com/X-DataInitiative/tick/pull/505