Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling
Year: 2017
Type: preprint
Abstract: Tick is a statistical learning library for Python~3, with a particular emphasis on time-dependent models, such as point processes, and tools for generalized linear models and survival analysis. The core of the library is an optimization module providing model computational classes, solvers and proximal operators for regularization. tick relies on a C++ implementation and state-of-the-art optimization algorithms to provide very fast computations in a single node multi-core setting. Source code and documentation can be downloaded from https://github.com/X-DataInitiative/tick
Source: arXiv (Cornell University)
Authors: Bacry, Emmanuel, Bompaire, Martin, Gaïffas, Stéphane, Poulsen, Soren
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2734450483