Iacopo Mastromatteo

dblp:172/1015 · DBLP profile ↗
← Back
2ranked-venue papers
0as first author
0since 2021 · last 2017
—ORCID · none

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 2

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Artificial intelligence
2 papers
Probabilistic and Bayesian machine learning · 96% Learning theory · 4%
Interdisciplinary, comprehensive, and emerging computing
1 paper
Computational social science and digital humanities · 100%

Topics — the 8 heaviest of 9, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Probabilistic and Bayesian machine learning › causal inference
causal discovery
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · J. Mach. Learn. Res. 2017
Machine learning › Probabilistic and Bayesian machine learning
causal inference
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · ICML 2017
Machine learning › Probabilistic and Bayesian machine learning › causal inference › causal discovery
granger causality
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · ICML 2017
Machine learning › Probabilistic and Bayesian machine learning › structured models
graphical models
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · J. Mach. Learn. Res. 2017
Machine learning › Probabilistic and Bayesian machine learning › stochastic processes › point process › temporal point process
hawkes process
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · J. Mach. Learn. Res. 2017
Machine learning › Probabilistic and Bayesian machine learning › stochastic processes › point process › temporal point process › hawkes process
multivariate hawkes process
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · ICML 2017
Machine learning › Probabilistic and Bayesian machine learning › stochastic processes
point process
0.312017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · ICML 2017
Computational social science and digital humanities
social network analysis
0.112017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants · ICML 2017

Methods — techniques the papers use, named apart from their topics

integrated cumulants · 0.9moment matching · 0.6
YearPublicationVenuePosition
2017 Uncovering Causality from Multivariate Hawkes Integrated Cumulants
abstract
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each node of the process, but also disentangles the causality relationships between them. Our approach is the first that leads to an estimation of this matrix without any parametric modeling and estimation of the kernels themselves. A consequence is that it can give an estimation of causality relationships between nodes (or users), based on their activity timestamps (on a social network for instance), without knowing or estimating the shape of the activities lifetime. For that purpose, we introduce a moment matching method that fits the second-order and the third-order integrated cumulants of the process. A theoretical analysis allows to prove that this new estimation technique is consistent. Moreover, we show on numerical experiments that our approach is indeed very robust to the shape of the kernels, and gives appealing results on the MemeTracker database and on financial order book data.
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
ICML4
2017 Uncovering Causality from Multivariate Hawkes Integrated Cumulants
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
J. Mach. Learn. Res.4