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HawkesNetOC

Matlab code for Hawkes Processes to model Interaction Network Data with Reciprocating Relationships and Overlapping Communities. (HawkesNetOC)

Description

This Matlab code implements algorithms for the posterior inference for mutually exciting Hawkes Processes for the class of graph models introduced by X. Miscouridou, F. Caron,Y.W. Teh (2018).

Reference

X. Miscouridou, F. Caron, Y.W.Teh, Modeling sparsity, heterogeneity and community structure in network interaction data, Neural Information Processing Systems (NIPS 2018). arXiv:. Download paper.

Copyright

HawkesNetOC is Copyright (c) 2018 X. Miscouridou (xenia.miscouridou@spc.ox.ac.uk) F. Caron (caron@stats.ox.ac.uk) Y.W. Teh (caron@stats.ox.ac.uk).

All Rights Reserved. See the file LICENSE.txt.

utils/munkres.m is Copyright (c) 2009, Yi Cao. All rights reserved. See the file utils/munkres_license.txt.

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