A Representer Theorem for Hawkes Processes via Penalized Least Squares Minimization

TL;DR

The representer theorem is a cornerstone of kernel methods, which aim to estimate latent functions in reproducing kernel Hilbert spaces (RKHSs) in a nonparametric manner. Its significance lies in converting inherently infinite-dimensional optimization problems into finite-dimensional ones over dual coefficients, thereby enabling practical and co...

Opening excerpt from the authors’ abstract. source