Hawkes Processes Modeling, Inference and Control: An Overview

Abstract: Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field.