Research
Preprints
- Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python,
R.E. Lacoste, (2025). HAL , arXiv , GitHub - ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths,
C. Denis, C. Dion-Blanc, R.E. Lacoste, L. Sansonnet (2024). HAL , arXiv
Publications
- Bats Monitoring: A Classification Procedure of Bats Behaviors based on Hawkes Processes,
C. Denis, C. Dion-Blanc, R.E. Lacoste, L. Sansonnet and Y. Bas (2024). HAL , GitHub
Journal of the Royal Statistical Society, Series C (Applied Statistics).