I completed my Master’s Thesis in 2015 at the
Swiss Federal Insitutde of Technology (ETHZ) under the supervision of Professors
van de Geer and
Sornette, and was awarded my MSc.
Trendy keywords that the thesis combines:
- sparse regression
- maximum likelihood
- contagion prcoesses
- count process inference
- social media models
- Hawkes process
The novel part is a method of sparse regression and identification of branching processes
under inhomogeneous conditions, which I will summarise and make available when I have time.
For now, see my Masters Thesis subsite