Related papers: Statistical inference versus mean field limit for …
Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…
We develop a statistical theory of the mean field. It is based on the proposition that the mean field can be obtained as an energy average. Moreover, it is assumed that the matrix elements of the residual interaction are random with the…
We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…
Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…
A statistical theory of the mean field is developed. It is based on the proposition that the mean field can be obtained as an energy average. Moreover, it is assumed that the matrix elements of the residual interaction, obtained after the…
We consider multi-class systems of interacting nonlinear Hawkes processes modeling several large families of neurons and study their mean field limits. As the total number of neurons goes to infinity we prove that the evolution within each…
In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…
In the last decade, Hawkes processes have received a lot of attention as good models for functional connectivity in neural spiking networks. In this paper we consider a variant of this process, the Age Dependent Hawkes process, which…
We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…
The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…
This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon an empirical risk minimization. Our study encompasses an…
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one single particle in the system. Our estimator is obtained by…
Performativity of predictions refers to the phenomenon where prediction-informed decisions influence the very targets they aim to predict -- a dynamic commonly observed in policy-making, social sciences, and economics. In this paper, we…
We consider a random walk among i.i.d. obstacles on the one dimensional integer lattice under the condition that the walk starts from the origin and reaches a remote location y. The obstacles are represented by a killing potential, which…
In this paper, we investigate the asymptotic behavior of nearly unstable Hawkes processes whose regression kernel has $L^1$ norm strictly greater than one and close to one as time goes to infinity. We find that,the scaling size determines…
We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…
The design of coherent and efficient policies to address infectious diseases and their consequences requires to model not only epidemics dynamics, but also individual behaviors, as the latter has a strong influence on the former. In our…
We study binary state dynamics on a network where each node acts in response to the average state of its neighborhood. Allowing varying amounts of stochasticity in both the network and node responses, we find different outcomes in random…
The Ising model with ferromagnetic interactions that decay as $1/r^\alpha$ is analyzed in the non-extensive regime $0\leq\alpha\leq d$, where the thermodynamic limit is not defined. In order to study the asymptotic properties of the model…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…