论文标题
时空鹰队过程的张量内核恢复
Tensor Kernel Recovery for Spatio-Temporal Hawkes Processes
论文作者
论文摘要
我们通过制定捕获位置依赖的影响函数来估算时空鹰队在时空鹰队过程中的一般影响函数，从而捕获历史事件作为张量的内核的影响。我们假设张量核的降级结构低，并将估计问题作为使用傅立叶变换的核标准（TNN）作为凸优化问题。我们为我们的方法提供了理论性能保证，并提出了解决优化问题的算法。此外，我们通过数值模拟证明了估计的效率。
We estimate the general influence functions for spatio-temporal Hawkes processes using a tensor recovery approach by formulating the location dependent influence function that captures the influence of historical events as a tensor kernel. We assume a low-rank structure for the tensor kernel and cast the estimation problem as a convex optimization problem using the Fourier transformed nuclear norm (TNN). We provide theoretical performance guarantees for our approach and present an algorithm to solve the optimization problem. Moreover, we demonstrate the efficiency of our estimation with numerical simulations.
