3 papers
math.ST2025
Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
Josué Tchouanti, Ãva 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.ST2024
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.ST2024
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…