Related papers: Multiplicatively interacting point processes and a…
We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…
We investigate applications of deep neural networks to a point process having an intensity with mixing covariates processes as input. Our generic model includes Cox-type models and marked point processes as well as multivariate point…
We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities. In the framework of stochastic maximum likelihood…
We propose a new model based on the Ising model with the aim to study synaptic plasticity phenomena in neural networks. It is today well established in biology that the synapses or connections between certain types of neurons are…
Hawkes point processes are first-order non-Markovian stochastic models of intermittent bursty dynamics with applications to physical, seismic, epidemic, biological, financial, and social systems. While accounting for positive feedback loops…
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…
To gain a deeper understanding of the behavior and learning dynamics of (deep) artificial neural networks, it is valuable to employ mathematical abstractions and models. These tools provide a simplified perspective on network performance…
Recently proposed encoder-decoder structures for modeling Hawkes processes use transformer-inspired architectures, which encode the history of events via embeddings and self-attention mechanisms. These models deliver better prediction and…
Traditionally, Hawkes processes are used to model time--continuous point processes with history dependence. Here we propose an extended model where the self--effects are of both excitatory and inhibitory type and follow a Gaussian Process.…
Spiking neural network is a kind of neuromorphic computing that is believed to improve the level of intelligence and provide advantages for quantum computing. In this work, we address this issue by designing an optical spiking neural…
Spiking activity in cortical networks is nonlinear in nature. The linear-nonlinear cascade model, some versions of which are also known as point-process generalized linear model, can efficiently capture the nonlinear dynamics exhibited by…
In this paper we address the question of statistical model selection for a class of stochastic models of biological neural nets. Models in this class are systems of interacting chains with memory of variable length. Each chain describes the…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…
We consider oscillatory systems of interacting Hawkes processes introduced in Ditlevsen and Loecherbach (2017) to model multi-class systems of interacting neurons together with the diffusion approximations of their intensity processes. This…
We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
Experimental neuroscience increasingly requires tractable models for analyzing and predicting the behavior of neurons and networks. The generalized linear model (GLM) is an increasingly popular statistical framework for analyzing neural…
Information processing in certain neuronal networks in the brain can be considered as a map of binary vectors, where ones (spikes) and zeros (no spikes) of input neurons are transformed into spikes and no spikes of output neurons. A simple…
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each nodes of the process, but also disentangles the…
We generalize multivariate Hawkes processes mainly by including a dependence with respect to the age of the process, i.e. the delay since the last point. Within this class, we investigate the limit behaviour, when n goes to infinity, of a…