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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…

统计理论 · 数学 2018-03-28 Sophie Donnet , Vincent Rivoirard , Judith Rousseau

Generalized Linear Models (GLMs) have been used extensively in statistical models of spike train data. However, the maximum likelihood estimates of the model parameters and their uncertainty, can be challenging to compute in situations…

应用统计 · 统计学 2021-09-07 Sahand Farhoodi , Uri Eden

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…

机器学习 · 计算机科学 2019-10-30 Feng Zhou , Zhidong Li , Xuhui Fan , Yang Wang , Arcot Sowmya , Fang Chen

In computer simulations of spiking neural networks, often it is assumed that every two neurons of the network are connected by a probability of 2\%, 20\% of neurons are inhibitory and 80\% are excitatory. These common values are based on…

神经元与认知 · 定量生物学 2015-03-06 Hamed Seyed-allaei

Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…

概率论 · 数学 2025-07-22 Bartholomé Vieille , Rachid Senoussi , Samuel Soubeyrand

Neurons in cortical circuits exhibit coordinated spiking activity, and can produce correlated synchronous spikes during behavior and cognition. We recently developed a method for estimating the dynamics of correlated ensemble activity by…

神经元与认知 · 定量生物学 2013-12-17 Hideaki Shimazaki

Processes of evidence accumulation can make driver models more realistic, by explaining how drivers adjust their actions based on perceptual inputs and decision boundaries. The absence of a standard modelling approach limits their adoption;…

神经与进化计算 · 计算机科学 2026-03-05 Alberto Morando

Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…

统计理论 · 数学 2023-09-04 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

This work focuses on a self-exciting point process defined by a Hawkes-like intensity and a switching mechanism based on a hidden Markov chain. Previous works in such a setting assume constant intensities between consecutive events. We…

统计方法学 · 统计学 2025-02-07 Timothée Fabre , Ioane Muni Toke

Neural networks excel at discovering statistical patterns in high-dimensional data sets. In practice, higher-order cumulants, which quantify the non-Gaussian correlations between three or more variables, are particularly important for the…

机器学习 · 统计学 2024-10-16 Eszter Székely , Lorenzo Bardone , Federica Gerace , Sebastian Goldt

In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…

概率论 · 数学 2024-01-31 Wei Xu

We construct a model that predicts the statistical properties of spike trains generated by a sensory neuron. The model describes the combined effects of the neuron's intrinsic properties, the noise in the surrounding, and the external…

生物物理 · 物理学 2009-10-31 N. Brenner , O. Agam , W. Bialek , R. de Ruyter van Steveninck

Reduced models of neuronal activity such as Integrate-and-Fire models allow a description of neuronal dynamics in simple, intuitive terms and are easy to simulate numerically. We present a method to fit an Integrate-and-Fire-type model of…

神经元与认知 · 定量生物学 2020-04-03 Renaud Jolivet , Wulfram Gerstner

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

机器学习 · 计算机科学 2021-06-10 Feng Zhou , Quyu Kong , Yixuan Zhang , Cheng Feng , Jun Zhu

We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…

概率论 · 数学 2012-02-07 Emmanuel Bacry , Sylvain Delattre , Marc Hoffmann , Jean François Muzy

It is of some interest to understand how statistically based mechanisms for signal processing might be integrated with biologically motivated mechanisms such as neural networks. This paper explores a novel hybrid approach for classifying…

神经与进化计算 · 计算机科学 2016-07-22 Amirhossein Tavanaei , Anthony S Maida

This paper focuses on the outline of some computational methods for the approximate solution of the integral equations for the neuronal firing probability density and an algorithm for the generation of sample-paths in order to construct…

概率论 · 数学 2007-05-23 E. Di Nardo , A. G. Nobile , E. Pirozzi , L. M. Ricciardi

In the present work, we introduce a general class of mean-field interacting nonlinear Hawkes processes modelling the reciprocal interactions between two neuronal populations, one excitatory and one inhibitory. The model incorporates two…

概率论 · 数学 2021-05-25 Céline Duval , Eric Luçon , Christophe Pouzat

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…

概率论 · 数学 2025-07-01 Aline Duarte , Kadmo Laxa , Eva Löcherbach , Dasha Loukianova

Sensory stimuli in animals are encoded into spike trains by neurons, offering advantages such as sparsity, energy efficiency, and high temporal resolution. This paper presents a signal processing framework that deterministically encodes…

神经与进化计算 · 计算机科学 2024-08-15 Anik Chattopadhyay , Arunava Banerjee