A parallel prefix scan on sparse transition matrices computes the exact likelihood for linear exponential Hawkes processes in O(N/P) time.
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates.International Journal of Forecasting, 38(2):505–520, April 2022
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Massively Parallel Exact Inference for Hawkes Processes
A parallel prefix scan on sparse transition matrices computes the exact likelihood for linear exponential Hawkes processes in O(N/P) time.