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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…

Neurons and Cognition · Quantitative Biology 2014-01-28 Fernando Montani , Emilia B. Deleglise , Osvaldo A. Rosso

Understanding the relation between cortical neuronal network structure and neuronal activity is a fundamental unresolved question in neuroscience, with implications to our understanding of the mechanism by which neuronal networks evolve…

Multi-dimensional Hawkes process (MHP) is a class of self and mutually exciting point processes that find wide range of applications -- from prediction of earthquakes to modelling of order books in high frequency trading. This paper makes…

Machine Learning · Statistics 2020-06-05 Sobin Joseph , Lekhapriya Dheeraj Kashyap , Shashi Jain

Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…

Machine Learning · Computer Science 2026-05-07 Ahmer Raza , Hudson Smith

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

Hawkes processes are a self-exciting stochastic process used to describe phenomena whereby past events increase the probability of the occurrence of future events. This work presents a flexible approach for modelling a variant of these,…

Methodology · Statistics 2022-08-08 Raiha Browning , Judith Rousseau , Kerrie Mengersen

We consider a population of Hawkes processes modeling the activity of $N$ interacting neurons. The neurons are regularly positioned on the segment $[0,1]$, and the connectivity between neurons is given by a random possibly diluted and…

Probability · Mathematics 2022-07-29 Zoé Agathe-Nerine

The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…

Machine Learning · Computer Science 2021-02-05 Rui Zhang , Christian Walder , Marian-Andrei Rizoiu

This study examine the theoretical and empirical perspectives of the symmetric Hawkes model of the price tick structure. Combined with the maximum likelihood estimation, the model provides a proper method of volatility estimation…

Statistical Finance · Quantitative Finance 2019-08-15 Kyungsub Lee , Byoung Ki Seo

We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…

Machine Learning · Statistics 2026-03-03 Christopher Chukwuemeka , Hojun You , Mikyoung Jun

Some recent papers relate the criticality of complex systems to their maximal capacity of information processing. In the present paper, we consider high dimensional point processes, known as age-dependent Hawkes processes, which have been…

Probability · Mathematics 2018-02-14 Julien Chevallier

The event sequence of many diverse systems is represented as a sequence of discrete events in a continuous space. Examples of such an event sequence are earthquake aftershock events, financial transactions, e-commerce transactions, social…

Machine Learning · Computer Science 2021-04-23 Jayesh Malaviya

We address the problem of identifying functional interactions among stochastic neurons with variable-length memory from their spiking activity. The neuronal network is modeled by a stochastic system of interacting point processes with…

Applications · Statistics 2025-07-01 Ricardo F. Ferreira , Matheus E. Pacola , Vitor G. Schiavone , Rodrigo F. O. Pena

Advances in modern technology have enabled the simultaneous recording of neural spiking activity, which statistically can be represented by a multivariate point process. We characterise the second order structure of this process via the…

Methodology · Statistics 2024-04-30 Carla Pinkney , Carolina Euan , Alex Gibberd , Ali Shojaie

Identification of patterns from discrete data time-series for statistical inference, threat detection, social opinion dynamics, brain activity prediction has received recent momentum. In addition to the huge data size, the associated…

Machine Learning · Computer Science 2019-02-22 Ruochen Yang , Gaurav Gupta , Paul Bogdan

Recurrent neural networks are powerful tools for understanding and modeling computation and representation by populations of neurons. Continuous-variable or "rate" model networks have been analyzed and applied extensively for these…

Neurons and Cognition · Quantitative Biology 2016-01-29 Brian DePasquale , Mark M. Churchland , L. F. Abbott

We present two Bayesian procedures to infer the interactions and external currents in an assembly of stochastic integrate-and-fire neurons from the recording of their spiking activity. The first procedure is based on the exact calculation…

Machine Learning · Statistics 2011-02-28 Remi Monasson , Simona Cocco

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

The action potential constitutes the digital component of the signaling dynamics of neurons. But the biophysical nature of the full-time course of the action potential associated with changes in membrane potential is mathematically distinct…

Neurons and Cognition · Quantitative Biology 2026-04-16 Gabriel A. Silva

This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful way. We demonstrate how graph-theoretic vocabulary…

Methodology · Statistics 2017-06-14 Paul Embrechts , Matthias Kirchner