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Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…
Network models are useful tools for modelling complex associations. If a Gaussian graphical model is assumed, conditional independence is determined by the non-zero entries of the inverse covariance (precision) matrix of the data. The…
Quantifying influence in networks is important across science, economics, and public health, yet widely used centrality measures remain limited: they rely on static representations, heuristic network constructions, and purely endogenous…
This study proposes a versatile model for the dynamics of the best bid and ask prices using an extended Hawkes process. The model incorporates the zero intensities of the spread-narrowing processes at the minimum bid-ask spread,…
In this paper we introduce a new model named CARMA(p,q)-Hawkes process as the Hawkes model with exponential kernel implies a strictly decreasing behaviour of the autocorrelation function and empirically evidences reject the monotonicity…
Several data-driven approaches based on information theory have been proposed for analyzing high-order interactions involving three or more components of a network system. Most of these methods are defined only in the time domain and rely…
Computational modeling is becoming a widely used methodology in modern neuroscience. However, as the complexity of the phenomena under study increases, the analysis of the results emerging from the simulations concomitantly becomes more…
Analytical expressions are put forward to investigate the forced spiking activity of abstract neuron models such as the driven leaky integrate-and-fire (LIF) model. The method is valid in a wide parameter regime beyond the restraining…
The characterization of network and biophysical properties from neural spiking activity is an important goal in neuroscience. A framework that provides unbiased inference on causal synaptic interaction and single neural properties has been…
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times, which we refer to as data distortion. The presence of such…
We examine the stability and qualitative dynamics of stochastic neuronal networks specified as multivariate nonlinear Hawkes processes and related point-process generalized linear models that incorporate both auto- and cross-history…
When inhibitory neurons constitute about 40% of neurons they could have an important antinociceptive role, as they would easily regulate the level of activity of other neurons. We consider a simple network of cortical spiking neurons with…
This study examines the use of a recurrent neural network for estimating the parameters of a Hawkes model based on high-frequency financial data, and subsequently, for computing volatility. Neural networks have shown promising results in…
In many network systems, events at one node trigger further activity at other nodes, e.g., social media users reacting to each other's posts or the clustering of criminal activity in urban environments. These systems are typically referred…
In the last decade Hawkes processes have received much attention as models for functional connectivity in neural spiking networks and other dynamical systems with a cascade behavior. In this paper we establish a renewal approach for…
Spiking networks that perform probabilistic inference have been proposed both as models of cortical computation and as candidates for solving problems in machine learning. However, the evidence for spike-based computation being in any way…
For energy-efficient computation in specialized neuromorphic hardware, we present spiking neural coding, an instantiation of a family of artificial neural models grounded in the theory of predictive coding. This model, the first of its…
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or…
Correlations are employed in modern physics to explain microscopic and macroscopic phenomena, like the fractional quantum Hall effect and the Mott insulator state in high temperature superconductors and ultracold atoms. Simultaneously…
The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…