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Fully Bayesian inference for discovering latent network structure underlying Hawkes processes. This work was published in:

Linderman, Scott W. and Adams, Ryan P. Discovering Latent Network Structure in Point Process Data. International Conference on Machine Learning (ICML), 2014.

The original codebase was written with PyCUDA and is not particularly clean. I am rewriting it in Python with Cython offloads. Please check back for updates!

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Python framework for inference in Hawkes processes.

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  • Python 86.6%
  • Cuda 13.4%