Stéphane Gaïffas

tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models

Emmanuel Bacry, Martin Bompaire, Philip Deegan et al. · Journal of Machine Learning Research · 2018 · 81 citations

Engineering, Mathematics, Physics +8

Uncovering Causality from Multivariate Hawkes Integrated Cumulants

Massil Achab, Emmanuel Bacry, Stéphane Gaïffas et al. · arXiv (Cornell University) · 2016 · 47 citations · Full text

Public Health, Data Science, Causal Inference +7

Optimal rates and adaptation in the single-index model using aggregation

Stéphane Gaïffas, Guillaume Lecué · Electronic Journal of Statistics · 2007 · 44 citations · Full text

Natural Sciences, Biostatistics, Econometrics +9

High-dimensional additive hazards models and the Lasso

Stéphane Gaïffas, Agathe Guilloux · Electronic Journal of Statistics · 2012 · 44 citations · Full text

Public Health, Biostatistics, Epidemiologic Methods +8

Weighted algorithms for compressed sensing and matrix completion

Stéphane Gaïffas, Guillaume Lecué · arXiv (Cornell University) · 2011 · 35 citations · Full text

Computing, Mathematics, Information Theory +13