FaDIn: Fast Discretized Inference For Hawkes Processes with General Parametric Kernels

This Package implements FaDIn.

Installation

To install this package, make sure you have an up-to-date version of pip.

From PyPI (coming soon)

In a dedicated Python env, run:

pip install FaDIn

From source

git clone https://github.com/mind-inria/FaDIn.git
cd FaDIn

In a dedicated Python env, run:

pip install -e .

Contributors should also install the development dependencies in order to test and automatically format their contributions.

pip install -e ".[dev]"
pre-commit install

Citing this work

If this package was useful to you, please cite it in your work:

@inproceedings{staerman2023fadin,
  title={Fadin: Fast discretized inference for hawkes processes with general parametric kernels},
  author={Staerman, Guillaume and Allain, C{\'e}dric and Gramfort, Alexandre and Moreau, Thomas},
  booktitle={International Conference on Machine Learning},
  pages={32575--32597},
  year={2023},
  organization={PMLR}
}