Related papers: Perfect simulation for interacting Hawkes processe…
We determine the large size limit of a network of interacting Hawkes Processes on an adaptive network. The flipping of the node variables is taken to have an intensity given by the mean-field of the afferent edges and nodes. The flipping of…
Bidimensional spiking models currently gather a lot of attention for their simplicity and their ability to reproduce various spiking patterns of cortical neurons, and are particularly used for large network simulations. These models…
In this paper we study the hydrodynamic limit for a stochastic process describing the time evolution of the membrane potentials of a system of neurons with spatial dependency. We do not impose on the neurons mean-field type interactions.…
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…
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…
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates are derived for L1-metrics for stochastic intensities of the…
As an extension of self-exciting Hawkes process, the multivariate Hawkes process models counting processes of different types of random events with mutual excitement. In this paper, we present a perfect sampling algorithm that can generate…
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…
We derive exact analytical expressions for the cumulants of any orders of neuronal membrane potentials driven by spike trains in a multivariate Hawkes process model with excitation and inhibition. Such expressions can be used for the…
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…
A synaptic theory of Working Memory (WM) has been developed in the last decade as a possible alternative to the persistent spiking paradigm. In this context, we have developed a neural mass model able to reproduce exactly the dynamics of…
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…
We introduce a multivariate Hawkes process with constraints on its conditional density. It is a multivariate point process with conditional intensity similar to that of a multivariate Hawkes process but certain events are forbidden with…
Cortical activity in-vivo displays relaxational time scales much longer than the membrane time constant of the neurons or the deactivation time of ionotropic synaptic conductances. The mechanisms responsible for such slow dynamics are not…
When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…
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…
The Hawkes process (HP) is commonly used to model event sequences with self-reinforcing dynamics, including electronic health records (EHRs). Traditional HPs capture self-reinforcement via parametric impact functions that can be inspected…
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.…
In this paper, we address the problem of fitting multivariate Hawkes processes to potentially large-scale data in a setting where series of events are not only mutually-exciting but can also exhibit inhibitive patterns. We focus on…
Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…