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We study a purely inhibitory neural network model where neurons are represented by their state of inhibition. The study we present here is partially based on the work of Cottrell \cite{Cot} and Fricker et al. \cite{FRST}. The spiking rate…

Probability · Mathematics 2021-10-19 Branda Goncalves

We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a point process mainly characterized by 4 kernels associated with…

Trading and Market Microstructure · Quantitative Finance 2013-01-08 E. Bacry , J. F Muzy

We introduce an algorithm to do backpropagation on a spiking network. Our network is "spiking" in the sense that our neurons accumulate their activation into a potential over time, and only send out a signal (a "spike") when this potential…

Neural and Evolutionary Computing · Computer Science 2016-11-08 Peter O'Connor , Max Welling

Recent remarkable advances in the experimental techniques have provided a background for inferring neuronal couplings from point process data that includes a great number of neurons. Here, we propose a systematic procedure for pre- and…

Disordered Systems and Neural Networks · Physics 2020-07-08 Yu Terada , Tomoyuki Obuchi , Takuya Isomura , Yoshiyuki Kabashima

The brain efficiently performs nonlinear computations through its intricate networks of spiking neurons, but how this is done remains elusive. While nonlinear computations can be implemented successfully in spiking neural networks, this…

Neurons and Cognition · Quantitative Biology 2021-11-23 Michele Nardin , James W Phillips , William F Podlaski , Sander W Keemink

The elapsed time model has been widely studied in the context of mathematical neuroscience with many open questions left. The model consists of an age-structured equation that describes the dynamics of interacting neurons structured by the…

Analysis of PDEs · Mathematics 2021-03-22 Maria Caceres , Benoît Perthame , Delphine Salort , Nicolas Torres

We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…

Statistics Theory · Mathematics 2015-12-08 Teppei Ogihara , Nakahiro Yoshida

This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates are derived for L1-metrics for stochastic intensities of the…

Statistics Theory · Mathematics 2018-03-28 Sophie Donnet , Vincent Rivoirard , Judith Rousseau

Inferring directional couplings from the spike data of networks is desired in various scientific fields such as neuroscience. Here, we apply a recently proposed objective procedure to the spike data obtained from the Hodgkin--Huxley type…

Neurons and Cognition · Quantitative Biology 2020-01-29 Yu Terada , Tomoyuki Obuchi , Takuya Isomura , Yoshiyuki Kabashima

In recent years, the direction of the study of networks in which connections correspond to the mutual influences of nodes has been developed. Many works have been devoted to the study of such complex networks, but most often they relate to…

Physics and Society · Physics 2021-08-23 Yuliia Boiarinova , Yakov Kalinovskiy , Dmitriy Lande

The models in statistical physics such as an Ising model offer a convenient way to characterize stationary activity of neural populations. Such stationary activity of neurons may be expected for recordings from in vitro slices or…

Neurons and Cognition · Quantitative Biology 2017-05-05 Christian Donner , Klaus Obermayer , Hideaki Shimazaki

Point process models are widely used for continuous asynchronous event data, where each data point includes time and additional information called "marks", which can be locations, nodes, or event types. This paper presents a novel point…

Machine Learning · Statistics 2024-11-12 Zheng Dong , Matthew Repasky , Xiuyuan Cheng , Yao Xie

Deep feedforward and recurrent rate-based neural networks have become successful functional models of the brain, but they neglect obvious biological details such as spikes and Dale's law. Here we argue that these details are crucial in…

Neurons and Cognition · Quantitative Biology 2023-12-29 William F. Podlaski , Christian K. Machens

Networks of model neurons with balanced recurrent excitation and inhibition produce irregular and asynchronous spiking activity. We extend the analysis of balanced networks to include the known dependence of connection probability on the…

Neurons and Cognition · Quantitative Biology 2014-06-02 Robert Rosenbaum , Brent Doiron

Now that spike trains from many neurons can be recorded simultaneously, there is a need for methods to decode these data to learn about the networks that these neurons are part of. One approach to this problem is to adjust the parameters of…

Quantitative Methods · Quantitative Biology 2011-06-10 John Hertz , Yasser Roudi , Joanna Tyrcha

We introduce and study a new model of interacting neural networks, incorporating the spatial dimension (e.g. position of neurons across the cortex) and some learning processes. The dynamic of each neural network is described via the elapsed…

Analysis of PDEs · Mathematics 2020-09-03 Delphine Salort , Nicolas Torres

In computer simulations of spiking neural networks, often it is assumed that every two neurons of the network are connected by a probability of 2\%, 20\% of neurons are inhibitory and 80\% are excitatory. These common values are based on…

Neurons and Cognition · Quantitative Biology 2015-03-06 Hamed Seyed-allaei

A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…

Probability · Mathematics 2018-10-04 Xuefeng Gao , Lingjiong Zhu

The Bayesian view of the brain hypothesizes that the brain constructs a generative model of the world, and uses it to make inferences via Bayes' rule. Although many types of approximate inference schemes have been proposed for hierarchical…

Neurons and Cognition · Quantitative Biology 2019-11-15 Shashwat Shukla , Hideaki Shimazaki , Udayan Ganguly

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…

Probability · Mathematics 2025-08-08 R. S. Karim , R. J. A. Laeven , M , M. Mandjes
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