相关论文: Non-parametric Estimation of Quadratic Hawkes Proc…

We consider finite systems of $N$ interacting neurons described by non-linear Hawkes processes in a mean field frame. Neurons are described by their membrane potential. They spike randomly, at a rate depending on their potential. In between…

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

The stabilizability of a general class of linear parabolic equations with a memory term, is achieve by explicit output feedback. The control input is given as a function of a state-estimate provided by an exponential dynamic Luenberger…

Market information events are generated intermittently and disseminated at high speeds in real-time. Market participants consume this high-frequency data to build limit order books, representing the current bids and offers for a given…

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…

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

We establish the weak convergence of the intensity of a nearly-unstable Hawkes process with heavy-tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according…

Periodic event-triggered control (PETC) evaluates the triggering rule periodically and is well-suited for implementation on digital platforms. This paper investigates PETC design for nonlinear systems affected by external disturbances under…

In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a Law of Large Numbers, a Central Limit Theorem and large…

Data-driven control algorithms use observations of system dynamics to construct an implicit model for the purpose of control. However, in practice, data-driven techniques often require excessive sample sizes, which may be infeasible in…

Kibble-Zurek mechanism relates the domain of non-equilibrium dynamics with the critical properties at equilibrium. It establishes a power law connection between non-equilibrium defects quenched through a continuous phase transition and the…

Electronic Health Records (EHR) can be represented as temporal sequences that record the events (medical visits) from patients. Neural temporal point process (NTPP) has achieved great success in modeling event sequences that occur in…

We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…

We provide some theoretical extensions and a calibration protocol for our former dynamic optimal execution model. The Hawkes parameters and the propagator are estimated independently on financial data from stocks of the CAC40.…

We propose a dynamical mechanism for a scale dependent error growth rate, by the introduction of a class of hierarchical models. The coupling of time scales and length scales is motivated by atmospheric dynamics. This model class can be…

Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular.…

Mid-circuit measurements are essential primitives for dynamic circuits and quantum error correction, yet characterizing their induced disturbance on spectator qubits remains a central practical problem. Device-level benchmarking often…

In the nonadiabatic dynamics across a quantum phase transition, the Kibble-Zurek mechanism predicts that the formation of topological defects is suppressed as a universal power law with the quench time. In inhomogeneous systems, the…

We provide a protocol to measure out-of-time-order correlation functions. These correlation functions are of theoretical interest for diagnosing the scrambling of quantum information in black holes and strongly interacting quantum systems…

We propose a novel approach to marked Hawkes kernel inference which we name the moment-based neural Hawkes estimation method. Hawkes processes are fully characterized by their first and second order statistics through a Fredholm integral…