Related papers: Mean field limits for nonlinear spatially extended…
This article studies the dynamics of the mean-field approximation of continuous random networks. These networks are stochastic integrodifferential equations driven by Gaussian noise. The kernels in the integral operators are realizations of…
Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, neuroscience, social networks,…
We obtain a limit theorem endowed with quantitative estimates for a general class of infinite dimensional hybrid processes with intrinsically two different time scales and including a population. As an application, we consider a large class…
Kernel methods, being supported by a well-developed theory and coming with efficient algorithms, are among the most popular and successful machine learning techniques. From a mathematical point of view, these methods rest on the concept of…
This paper addresses nonparametric estimation of nonlinear multivariate Hawkes processes, where the interaction functions are assumed to lie in a reproducing kernel Hilbert space (RKHS). Motivated by applications in neuroscience, the model…
We investigate the macroscopic time evolution and stationary states of a mean field generalized contact process in $\mathbb{R}^d$. The model is described by a coupled set of nonlinear integral-differential equations. It was inspired by a…
We consider a noise driven network of integrate-and-fire neurons. The network evolves as result of the activities of the neurons following spike-timing-dependent plasticity rules. We apply a self-consistent mean-field theory to the system…
Residual deep neural networks (ResNets) are mathematically described as interacting particle systems. In the case of infinitely many layers the ResNet leads to a system of coupled system of ordinary differential equations known as neural…
Conceptual and mathematical models of neurons have lagged behind empirical understanding for decades. Here we extend previous work in modeling biological systems with fully scale-independent quantum information-theoretic tools to develop a…
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…
Networks of interconnected neurons display diverse patterns of collective activity. Relating this collective activity to the network's connectivity structure is a key goal of computational neuroscience. We approach this question for…
Understanding deep neural networks (DNNs) is a key challenge in the theory of machine learning, with potential applications to the many fields where DNNs have been successfully used. This article presents a scaling limit for a DNN being…
The present paper provides exact mathematical expressions for the high-order moments of spiking activity in a recurrently-connected network of linear Hawkes processes. It extends previous studies that have explored the case of a (linear)…
The paper deals with non-linear Poisson neuron network models with bounded memory dynamics, that can include both Hebbian learning mechanisms and refractory periods. The state of a network is described by the times elapsed since its neurons…
Networks of the brain are composed of a very large number of neurons connected through a random graph and interacting after random delays that both depend on the anatomical distance between cells. In order to comprehend the role of these…
We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) in a diffusive scaling. The system consists of $N$ neurons, each spiking randomly with rate depending on its…
We consider a population of $N$ individuals, of which we observe the number of actions as time evolves. For each couple of individuals $(i,j)$, $j$ may or not influence $i$, which we model by i.i.d. Bernoulli$(p)$-random variables, for some…
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…
This article proposes a unified framework to study non-exchangeable mean-field particle systems with some general interaction mechanisms. The starting point is a fixed-point formulation of particle systems originally due to Tanaka that…
In this paper we prove the propagation of chaos property for an ensemble of interacting neurons subject to independent Brownian noise. The propagation of chaos property means that in the large network size limit, the neurons behave as if…