# Fused Gromov-Wasserstein Alignment for Hawkes Processes

arXiv: https://arxiv.org/abs/1910.02096 · HTML: https://mlsanity.com/paper/1910.02096/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Oct 2019.

## Built on by (most cited first, 1 of 1)

- [Hawkes Processes on Graphons](https://mlsanity.com/paper/2102.02741/) (2021)

## Abstract (arXiv)

We propose a novel fused Gromov-Wasserstein alignment method to jointly learn the Hawkes processes in different event spaces, and align their event types. Given two Hawkes processes, we use fused Gromov-Wasserstein discrepancy to measure their dissimilarity, which considers both the Wasserstein discrepancy based on their base intensities and the Gromov-Wasserstein discrepancy based on their infectivity matrices. Accordingly, the learned optimal transport reflects the correspondence between the event types of these two Hawkes processes. The Hawkes processes and their optimal transport are learned jointly via maximum likelihood estimation, with a fused Gromov-Wasserstein regularizer. Experimental results show that the proposed method works well on synthetic and real-world data.