Sparse regression for inhomogeneous Hawkes processes

My MSc thesis with Professors Didier Sornette and Sara van de Geer

April 28, 2015 — May 12, 2015

count data
sparser than thou
time series
Figure 1: Sampling method for our insane social media dataset

I completed my Master’s Thesis in 2015 at the Swiss Federal Insitutde of Technology (ETHZ) under the supervision of Professors Sara va de Geer and Didier Sornette, and was awarded my MSc.

Keywords that the thesis combines:

The novel part is a method of sparse regression and identification of branching processes under inhomogeneous conditions, which I will summarise and make available when I have time.

For now, see my Masters Thesis subsite or pdf.