# Variational-Inference-for-SGP-Modulated-Hawkes-Process

**Repository Path**: z2007c/Variational-Inference-for-SGP-Modulated-Hawkes-Process

## Basic Information

- **Project Name**: Variational-Inference-for-SGP-Modulated-Hawkes-Process
- **Description**: This repo contains a demo for the AAAI-20 publication "Variational Inference for Sparse Gaussian Process Modulated Hawkes Process"
- **Primary Language**: Unknown
- **License**: MIT
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2020-05-18
- **Last Updated**: 2020-12-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# [Variational-Inferencce-for-SGP-Modulated-Hawkes-Process](https://arxiv.org/abs/1905.10496)
This repo contains a demo for the AAAI-20 publication "[Variational Inference for Sparse Gaussian Process Modulated Hawkes Process](https://arxiv.org/abs/1905.10496)". It works in python 3.5/3.6.

# Required Packages
 - numpy
 - scipy==1.2.0
 - matplotlib
 - autograd==1.1.13
 - [tick](https://github.com/X-DataInitiative/tick)==0.5.0.0
 - numpydoc==0.7.0
 
 They be installed through pip:
```bash
   $ pip3 install numpy scipy==1.2.0 matplotlib autograd==1.1.13 tick==0.5.0.0 numpydoc==0.7.0
```

# Citation
If 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}
    }
    
# Tutorial
See demo.ipynb.

# Online Demo
An online demo is on [GoogleColab](https://colab.research.google.com/github/RuiZhang2016/Variational-Inference-for-SGP-Modulated-Hawkes-Process/blob/master/demo.ipynb).

# License
[MIT License](https://github.com/RuiZhang2016/Variational-Inferencce-for-SGP-Modulated-Hawkes-Process/blob/master/LICENSE)