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We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…

Probability · Mathematics 2019-11-14 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…

Statistics Theory · Mathematics 2023-01-27 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…

Probability · Mathematics 2014-03-25 Sylvain Delattre , Nicolas Fournier , Marc Hoffmann

We introduce the Hyperedge-triggered Hawkes (HTH) process for inferring higher-order interaction structure in multi-cellular systems from asynchronous event-time data. Beyond standard pairwise excitation, the HTH intensity includes a term…

Methodology · Statistics 2026-05-27 Zihan Xu

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.…

Machine Learning · Statistics 2021-05-21 Noa Malem-Shinitski , Cesar Ojeda , Manfred Opper

We study a network of spiking neurons with heterogeneous excitabilities connected via inhibitory delayed pulses. For globally coupled systems the increase of the inhibitory coupling reduces the number of firing neurons by following a Winner…

Disordered Systems and Neural Networks · Physics 2019-05-29 Stefano Luccioli , David Angulo Garcia , Alessandro Torcini

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)…

Neurons and Cognition · Quantitative Biology 2019-12-17 Matthieu Gilson , Jean-Pascal Pfister

In this paper, we build a model for biological neural nets where the activity of the network is described by Hawkes processes having a variable length memory. The particularity of this paper is to deal with an infinite number of components.…

Probability · Mathematics 2015-09-18 Pierre Hodara , Eva Löcherbach

Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks, criminology, seismology, and many other fields. In this…

Probability · Mathematics 2018-11-05 Fuqing Gao , Lingjiong Zhu

Neural computations emerge from myriads of neuronal interactions occurring in intricate spiking networks. Due to the inherent complexity of neural models, relating the spiking activity of a network to its structure requires simplifying…

Dynamical Systems · Mathematics 2019-02-12 François Baccelli , Thibaud Taillefumier

Hawkes processes are a class of simple point processes whose intensity depends on the past history, and is in general non-Markovian. Limit theorems for Hawkes processes in various asymptotic regimes have been studied in the literature. In…

Probability · Mathematics 2026-05-25 Fuqing Gao , Lingjiong Zhu

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…

Probability · Mathematics 2017-09-28 Eva Löcherbach

We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…

Probability · Mathematics 2020-11-24 Xavier Erny , Eva Löcherbach , Dasha Loukianova

The Hawkes process is a simple point process, whose intensity function depends on the entire past history and is self-exciting and has the clustering property. The Hawkes process is in general non-Markovian. The linear Hawkes process has…

Probability · Mathematics 2025-09-04 Behzad Mehrdad , Lingjiong Zhu

We develop an extension of the Ott-Antonsen method that allows obtaining the mean activity (spiking rate) of a population of excitable units. By means of the Ott-Antonsen method, equations for the dynamics of the order parameters of coupled…

Neurons and Cognition · Quantitative Biology 2016-09-21 Javier Roulet , Bernardo Gabriel Mindlin

We consider the long-time behavior of a population of mean-field oscillators modeling the activity of interacting excitable neurons in large population. Each neuron is represented by its voltage and recovery variables, which are solution to…

Probability · Mathematics 2019-06-24 Eric Luçon , Christophe Poquet

Many self-exciting systems change because endogenous amplification, as opposed to exogenous forcing, varies. We study a Hawkes process with fixed background rate and kernel, but piecewise time-varying productivity. For exponential kernels…

Other Statistics · Statistics 2025-12-30 Conor Kresin , Boris Baeumer , Sophie Phillips

We study the dynamics of networks with inhibitory and excitatory leaky-integrate-and-fire neurons with short-term synaptic plasticity in the presence of depressive and facilitating mechanisms. The dynamics is analyzed by a Heterogeneous…

Disordered Systems and Neural Networks · Physics 2016-01-20 M. di Volo , R. Burioni , M. Casartelli , R. Livi , A. Vezzani

Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…

Analysis of PDEs · Mathematics 2025-07-30 Sebastian Throm

Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato