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20062024
most citedAdaptive estimation for Hawkes processes; application to genome analysis

173 citations · 380 across the 27 of their papers we have counts for

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19 papers · 1 filter

math.ST2024

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience

Josué Tchouanti, Éva Löcherbach, Patricia Reynaud-Bouret +1

Permutation tests have been proposed by Albert et al. (2015) to detect dependence between point processes, modeling in particular spike trains, that is the time occurrences of acti…

math.ST2023

Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations

Anna Melnykova, Patricia Reynaud-Bouret, Adeline Samson

We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]…

math.ST2023

Provable local learning rule by expert aggregation for a Hawkes network

Sophie Jaffard, Samuel Vaiter, Alexandre Muzy +1

We propose a simple network of Hawkes processes as a cognitive model capable of learning to classify objects. Our learning algorithm, named HAN for Hawkes Aggregation of Neurons, i…

math.ST2022

Neural Coding as a Statistical Testing Problem

Guilherme Ost, Patricia Reynaud-Bouret

We take the testing perspective to understand what the minimal discrimination time between two stimuli is for different types of rate coding neurons. Our main goal is to describe t…

math.ST2021

Sliding window strategy for convolutional spike sorting with Lasso : Algorithm, theoretical guarantees and complexity

Laurent Dragoni, Rémi Flamary, Karim Lounici +1

Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephra…

math.ST2020★ 8 cited

Optimal Change-Point Detection and Localization

Nicolas Verzelen, Magalie Fromont, Matthieu Lerasle +1

Given a times series in , with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localizati…

math.ST2018

Exponential inequality for chaos based on sampling without replacement

P Hodara, Patricia Reynaud-Bouret

We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this sh…

math.ST2018

Sparse space-time models: Concentration Inequalities and Lasso

Guilherme Ost, Patricia Reynaud-Bouret

Inspired by Kalikow-type decompositions, we introduce a new stochastic model of infinite neuronal networks, for which we establish sharp oracle inequalities for Lasso methods and r…

math.ST2015★ 6 cited

A data-dependent weighted LASSO under Poisson noise

Xin Jiang, Patricia Reynaud-Bouret, Vincent Rivoirard +2

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussi…

math.ST2014★ 1 cited

Bootstrap and permutation tests of independence for point processes

Mélisande Albert, Yann Bouret, Magalie Fromont +1

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametr…

math.ST2012★ 130 cited

Lasso and probabilistic inequalities for multivariate point processes

Niels Richard Hansen, Patricia Reynaud-Bouret, Vincent Rivoirard

Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processe…

math.ST2012

The two-sample problem for Poisson processes: adaptive tests with a non-asymptotic wild bootstrap approach

Magalie Fromont, Béatrice Laurent, Patricia Reynaud-Bouret

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are…

math.ST2011★ 46 cited

Nonparametric estimation of the division rate of a size-structured population

Marie Doumic Jauffret, Marc Hoffmann, Patricia Reynaud-Bouret +1

We consider the problem of estimating the division rate of a size-structured population in a nonparametric setting. The size of the system evolves according to a transport-fragment…

math.ST2009

Adaptive density estimation: a curse of support?

Patricia Reynaud-Bouret, Vincent Rivoirard, Christine Tuleau-Malot

This paper deals with the classical problem of density estimation on the real line. Most of the existing papers devoted to minimax properties assume that the support of the underly…

math.ST2009

Adaptive tests of homogeneity for a Poisson process

M. Fromont, B. Laurent, P. Reynaud-Bouret

We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb…

math.ST2009★ 2 cited

Calibration of thresholding rules for Poisson intensity estimation

Patricia Reynaud-Bouret, Vincent Rivoirard

In this paper, we deal with the problem of calibrating thresholding rules in the setting of Poisson intensity estimation. By using sharp concentration inequalities, oracle inequali…

math.ST2009★ 173 cited

Adaptive estimation for Hawkes processes; application to genome analysis

Patricia Reynaud-Bouret, Sophie Schbath

The aim of this paper is to provide a new method for the detection of either favored or avoided distances between genomic events along DNA sequences. These events are modeled by a…

math.ST2008

Near optimal thresholding estimation of a Poisson intensity on the real line

Patricia Reynaud-Bouret, Vincent Rivoirard

The purpose of this paper is to estimate the intensity of a Poisson process by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean mea…

math.ST2008★ 1 cited

Adaptive thresholding estimation of a Poisson intensity with infinite support

Patricia Reynaud-Bouret, Vincent Rivoirard

The purpose of this paper is to estimate the intensity of a Poisson process by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean mea…