Related papers: Interacting Hawkes processes with multiplicative i…
We consider a sequential decision making problem where the agent faces the environment characterized by the stochastic discrete events and seeks an optimal intervention policy such that its long-term reward is maximized. This problem exists…
Correlations in spike-train ensembles can seriously impair the encoding of information by their spatio-temporal structure. An inevitable source of correlation in finite neural networks is common presynaptic input to pairs of neurons. Recent…
We study statistical aspects of state-dependent Hawkes processes, which are an extension of Hawkes processes where a self- and cross-exciting counting process and a state process are fully coupled, interacting with each other. The…
In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed…
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…
We consider statistical-mechanical models for spin systems built on hierarchical structures, which provide a simple example of non-mean-field framework. We show that the coupling decay with spin distance can give rise to peculiar features…
Recently, an evolutionary game dynamics model taking into account the environmental feedback has been proposed to describe the co-evolution of strategic actions of a population of individuals and the state of the surrounding environment;…
In the brain, cross-frequency coupling has been hypothesized to result from the activity of specialized microcircuits. For example, theta-gamma coupling is assumed to be generated by specialized cell pairs (PING and ING mechanisms), or…
This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the…
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…
The brain's activity is characterized by the interaction of a very large number of neurons that are strongly affected by noise. However, signals often arise at macroscopic scales integrating the effect of many neurons into a reliable…
A multivariate Hawkes process enables self- and cross-excitations through a triggering matrix that behaves like an asymmetrical covariance structure, characterizing pairwise interactions between the event types. Full-rank estimation of all…
In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…
In dynamical models of cortical networks, the recurrent connectivity can amplify the input given to the network in two distinct ways. One is induced by the presence of near-critical eigenvalues in the connectivity matrix W, producing large…
The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…
For a certain class of McKean-Vlasov processes, we introduce proxy processes that substitute the mean-field interaction with self-interaction, employing a weighted occupation measure. Our study encompasses two key achievements. First, we…
We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…
This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability…
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…
This paper introduces the Neural Network for Nonlinear Hawkes processes (NNNH), a non-parametric method based on neural networks to fit nonlinear Hawkes processes. Our method is suitable for analyzing large datasets in which events exhibit…