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SUMMARY:On uncertainty quantification for nonparametric multivariate Hawke
 s processes - Judith Rousseau (Université Paris Dauphine)
DTSTART:20251017T130000Z
DTEND:20251017T140000Z
UID:TALK237505@talks.cam.ac.uk
CONTACT:Qingyuan Zhao
DESCRIPTION:Multivariate Hawkes processes form a class of point processes 
 describing self and inter exciting/inhibiting processes. There is now a re
 newed interest of such processes in applied domains and in machine learnin
 g\, but there exists only limited theory about inference in such models ap
 art from parametric models. After reviewing results on convergence rates f
 or Bayesian nonparametric approaches to such models\, I will present new r
 esults on uncertainty quantification for important functionals. \n\nThe re
 st of the abstract can be found at https://drive.google.com/file/d/10gjAoV
 tcY-yyE_qdtEw8vDF4rmqb3BQO/view?usp=sharing
LOCATION:MR12\, Centre for Mathematical Sciences
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