Systems | Information | Learning | Optimization

## Estimation of local dependence graphs via Hawkes processes and link with functional connectivity in neurosciences

Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an unknown function parameter to be estimated by linear combinations of a fixed dictionary. To select coefficients, we propose an adaptive $\ell_1$-penalization methodology, where …