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The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By expressing the probability for the next event per unit time…

Statistical Mechanics · Physics 2020-09-23 Kiyoshi Kanazawa , Didier Sornette

We study associative memory neural networks based on the Hodgkin-Huxley type of spiking neurons. We introduce the spike-timing-dependent learning rule, in which the time window with the negative part as well as the positive part is used to…

Disordered Systems and Neural Networks · Physics 2009-11-07 Masahiko Yoshioka

Recent computational experiments have demonstrated the spontaneous emergence of self-replicating programs across universal automata, artificial chemistries, and self-modifying code systems. Remarkably, these results arise without explicit…

Logic in Computer Science · Computer Science 2026-01-27 Aritra Sarkar

In this paper, we develop an efficient nonparametric Bayesian estimation of the kernel function of Hawkes processes. The non-parametric Bayesian approach is important because it provides flexible Hawkes kernels and quantifies their…

Machine Learning · Computer Science 2022-04-14 Rui Zhang , Christian Walder , Marian-Andrei Rizoiu , Lexing Xie

Irreversible random sequential deposition of interacting particles is widely used to model aggregation phenomena in physical, chemical, and biophysical systems. We show that in one dimension the exact time dependent solution of such…

Statistical Mechanics · Physics 2019-06-07 Adrian Baule

In classical Hawkes process, the baseline intensity and triggering kernel are assumed to be a constant and parametric function respectively, which limits the model flexibility. To generalize it, we present a fully Bayesian nonparametric…

Machine Learning · Computer Science 2019-10-30 Feng Zhou , Zhidong Li , Xuhui Fan , Yang Wang , Arcot Sowmya , Fang Chen

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…

Methodology · Statistics 2025-06-24 Jason J. Lambe , Feng Chen , Tom Stindl , Tsz-Kit Jeffrey Kwan

The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…

Data Structures and Algorithms · Computer Science 2014-03-04 Daniel H. Larkin , Siddhartha Sen , Robert E. Tarjan

Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous…

Machine Learning · Computer Science 2017-06-09 Hongteng Xu , Dixin Luo , Hongyuan Zha

We propose a new Kalikow decomposition for continuous time multivariate counting processes, on potentially infinite networks. We prove the existence of such a decomposition in various cases. This decomposition allows us to derive simulation…

Probability · Mathematics 2022-05-03 Tien Cuong Phi , Eva Löcherbach , Patricia Reynaud-Bouret

We investigate a recently proposed model for cortical computation which performs relational inference. It consists of several interconnected, structurally equivalent populations of leaky integrate-and-fire (LIF) neurons, which are trained…

Neural and Evolutionary Computing · Computer Science 2017-03-21 Johannes Thiele , Peter Diehl , Matthew Cook

Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…

Computer Science and Game Theory · Computer Science 2008-10-04 Heiner Ackermann , Petra Berenbrink , Simon Fischer , Martin Hoefer

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…

Machine Learning · Computer Science 2021-01-05 Rafael Lima

While spike timing has been shown to carry detailed stimulus information at the sensory periphery, its possible role in network computation is less clear. Most models of computation by neural networks are based on population firing rates.…

Neurons and Cognition · Quantitative Biology 2015-07-17 Michael A. Schwemmer , Adrienne L. Fairhall , Sophie Denéve , Eric T. Shea-Brown

In this paper a general approach for the perfect simulation of a stationary process with at most countable state space is outlined. The process is specified through a kernel, prescribing the probability of each state conditional to the…

Probability · Mathematics 2010-04-02 Emilio De Santis , Mauro Piccioni

Motivated by applications in reinforcement learning (RL), we study a nonlinear stochastic approximation (SA) algorithm under Markovian noise, and establish its finite-sample convergence bounds under various stepsizes. Specifically, we show…

Optimization and Control · Mathematics 2022-01-27 Zaiwei Chen , Sheng Zhang , Thinh T. Doan , John-Paul Clarke , Siva Theja Maguluri

We consider a population of Hawkes processes modeling the activity of $N$ interacting neurons. The neurons are regularly positioned on the circle $[-\pi, \pi]$, and the connectivity between neurons is given by a cosine kernel. The firing…

Probability · Mathematics 2023-07-13 Zoé Agathe-Nerine

We present a sound and complete method for the verification of qualitative liveness properties of replicated systems under stochastic scheduling. These are systems consisting of a finite-state program, executed by an unknown number of…

Logic in Computer Science · Computer Science 2020-07-03 Michael Blondin , Javier Esparza , Martin Helfrich , Antonín Kučera , Philipp J. Meyer

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…

Probability · Mathematics 2024-11-15 James MacLaurin