惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Apple Machine Learning Research
Apple Machine Learning Research
Y
Y Combinator Blog
博客园 - 【当耐特】
V
Visual Studio Blog
GbyAI
GbyAI
V
V2EX
P
Proofpoint News Feed
Microsoft Azure Blog
Microsoft Azure Blog
Microsoft Security Blog
Microsoft Security Blog
D
DataBreaches.Net
Hugging Face - Blog
Hugging Face - Blog
A
About on SuperTechFans
The Cloudflare Blog
阮一峰的网络日志
阮一峰的网络日志
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
N
Netflix TechBlog - Medium
aimingoo的专栏
aimingoo的专栏
B
Blog RSS Feed
量子位
MongoDB | Blog
MongoDB | Blog
有赞技术团队
有赞技术团队
人人都是产品经理
人人都是产品经理
Stack Overflow Blog
Stack Overflow Blog
小众软件
小众软件

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A fractional Hawkes process II: Further characterization ...
Cassien Habyarimana, Jane A. Aduda, Enrico Scalas, Jing Chen, Al · 2022-11-05 · via math.ST updates on arXiv.org

We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $β+1 \in (1,2]$. Several analytical results can be proved, in particular for the expected intensity of the point process and for the expected number of events of the counting process. These analytical results are used to validate algorithms that numerically invert the Laplace transform of the expected intensity as well as Monte Carlo simulations of the process. Finally, Monte Carlo simulations are used to derive the full distribution of the number of events. The algorithms used for this paper are available at {\tt https://github.com/habyarimanacassien/Fractional-Hawkes}.