Title: THAP: A Matlab Toolkit for Learning with Hawkes Processes,
Abstract: As a powerful tool of asynchronous event sequence analysis, point processes
have been studied for a long time and achieved numerous successes in different
fields. Among various point process models, Hawkes process and its variants
attract many researchers in statistics and computer science these years because
they capture the self- and mutually-triggering patterns between different
events in complicated sequences explicitly and quantitatively and are broadly
applicable to many practical problems. In this paper, we describe an
open-source toolkit implementing many learning algorithms and analysis tools
for Hawkes process model and its variants. Our toolkit systematically
summarizes recent state-of-the-art algorithms as well as most classic
algorithms of Hawkes processes, which is beneficial for both academical
education and research. Source code can be downloaded from
this https URL.