Tag: point-processes
All the articles with the tag "point-processes".
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A Hawkes Process Is a Poisson Process Whose Events Cause More Events
A Poisson process has no memory. A Hawkes process lets every event raise the rate of the next, and its ETAS version forecasts aftershocks. A worked example on the 2019 Ridgecrest earthquakes shows the likelihood, the trick that makes it fast in PyMC, and a clean-looking fit that was wrong.