Research map / Probabilistic and scientific modeling / Molecules and proteins
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use NPHC instead of WH | Hawkes integrated-kernel estimation · Rect10 | RelErr: 0.005 -> 0.001 | Helped |
| Use NPHC instead of WH | Hawkes integrated-kernel estimation · Rect10 | MRankCorr: 0.34 -> 0.34 | No clear effect |
| Use NPHC instead of ADM4 | Hawkes integrated-kernel estimation · PLaw10 | RelErr: 0.009 -> 0.0048 | Helped |
| Use NPHC instead of WH | Hawkes integrated-kernel estimation · PLaw10 | MRankCorr: 0.34 -> 0.33 | Hurt |
| Use NPHC instead of ADM4 | Hawkes integrated-kernel estimation · Exp100 | RelErr: 0.079 -> 0.008 | Helped |
| Use NPHC instead of ADM4 | Hawkes integrated-kernel estimation · Exp100 | MRankCorr: 0.049 -> 0.041 | Hurt |
| Use NPHC instead of ADM4 | Hawkes integrated-kernel estimation · MemeTracker | RelErr: 0.092 -> 0.071 | Helped |
| Use NPHC instead of ADM4 | Hawkes integrated-kernel estimation · MemeTracker | MRankCorr: 0.081 -> 0.095 | Helped |
| Match second- and third-order integrated cumulants rather than estimate kernel shapes | NPHC · Rect10 | RelErr: 0.005 -> 0.001 | Helped |
| Use third-order cumulants in addition to second-order cumulants to identify causal direction | NPHC · Multivariate Hawkes processes | causal identifiability | Helped |
Closest papers by meaning
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