1 citations · 1 across the 6 of their papers we have counts for
8 papers
Who Drives the System? Classifying Mean-Field Particle Systems from Trajectory Data
Christophe Denis, Charlotte Dion-Blanc, Yating Liu
We study the supervised classification problem for interacting particle systems (IPS) from trajectory observations. The IPS belongs to one of K classes, each characterized by a dis…
Hawkes process with a diffusion-driven baseline: long-run behavior, inference, statistical tests
Maya Sadeler Perrin, Anna Bonnet, Charlotte Dion-Blanc +1
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these…
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…
Testing procedures based on maximum likelihood estimation for Marked Hawkes processes
Anna Bonnet, Charlotte Dion-Blanc, Maya Sadeler-Perrin
The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked…
ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths
Charlotte Dion-Blanc, Christophe Denis, Laure Sansonnet +1
We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models in…
Multiple change-point detection for Poisson point processes
C. Dion-Blanc, D. Hawat, E. Lebarbier +1
The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisso…
Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
Christophe Denis, Charlotte Dion-Blanc, Eddy Ella Mintsa +1
We study the multiclass classification problem where the features come from the mixture of time-homogeneous diffusions. Specifically, the classes are discriminated by their drift f…
Neuronal Network Inference and Membrane Potential Model using Multivariate Hawkes Processes
Anna Bonnet, Charlotte Dion, François Gindraud +1
In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. O…