Related papers: Perfect simulation for interacting Hawkes processe…
In the context of multi-agent systems of binary interacting particles, a kinetic model for action potential dynamics on a neural network is proposed, accounting for heterogeneity in the neuron-to-neuron connections, as well as in the brain…
In cognition, response times and choices in decision-making tasks are commonly modeled using Drift Diffusion Models (DDMs), which describe the accumulation of evidence for a decision as a stochastic process, specifically a Brownian motion,…
The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…
Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…
We propose a novel framework for modeling multiple multivariate point processes, each with heterogeneous event types that share an underlying space and obey the same generative mechanism. Focusing on Hawkes processes and their variants that…
We propose a mean-field model of interacting point processes where each process has a memory of the time elapsed since its last event (age) and its recent past (leaky memory), generalizing Age-dependent Hawkes processes. The model is…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
Shedding light onto how biological systems represent, process and store information in noisy environments is a key and challenging goal. A stimulating, though controversial, hypothesis poses that operating in dynamical regimes near the edge…
We present a theoretical application of an optimal experiment design (OED) methodology to the development of mathematical models to describe the stimulus-response relationship of sensory neurons. Although there are a few related studies in…
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…
We study the asymptotic behavior for asymmetric neuronal dynamics in a network of linear Hopfield neurons. The interaction between the neurons is modeled by random couplings which are centered i.i.d. random variables with finite moments of…
We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities. In the framework of stochastic maximum likelihood…
Biological systems represent time from microseconds to years. An important gap in our knowledge concerns the mechanisms for encoding time intervals of hundreds of milliseconds to minutes that matter for tasks like navigation, communication,…
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…
We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it allows for both common drivers, parameters common to all the…
An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random measures on the space of continuous functions and avoids the…
Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, insurance, neuroscience,…
Learning the influence structure of multiple time series data is of great interest to many disciplines. This paper studies the problem of recovering the causal structure in network of multivariate linear Hawkes processes. In such processes,…
The widely parallel, spiking neural networks of neuromorphic processors can enable computationally powerful formulations. While recent interest has focused on primarily machine learning tasks, the space of appropriate applications is wide…