2 papers
math.ST2026
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…
math.ST2024
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…