Sparse regression for inhomogeneous Hawkes processes

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:

• sparse regression
• maximum likelihood
• contagion prcoesses
• count process inference
• social media models
• Hawkes process

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.