Statistics for Hawkes process seminar

Séminaire

Thematic team Statistics, data, algorithms

Day, hour and place

Tuesday at 11:00, Jussieu, Salle Emile Borel, 15-26 201

Contact(s)

Statistics for Hawkes process seminar
Tuesday February 18, 2025, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Antoine Lotz (Université Dauphine) A sparsity test for multivariate Hawkes processes

Statistics for Hawkes process seminar
Tuesday March 11, 2025, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Cécilia Mancini (Università di Verona) To be announced.

Year 2025

Statistics for Hawkes process seminar
Tuesday January 14, 2025, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Virginie Loison (INRIA Saclay (Models and Inference for Neuroimaging Data)) UNHaP: Unmixing Noise from Hawkes Process to Model Physiological Events

Year 2024

Statistics for Hawkes process seminar
Tuesday December 10, 2024, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Manon Costa (IMT) Some limit theorem for inhibited Hawkes processes with finite memory.

In this talk, I will present some recent result on the long-time behaviour of inhibited Hawkes processes both in continuous and discrete time. In particular, we will stress the complex role of inhibition in the stability of Hawkes processes.

Statistics for Hawkes process seminar
Tuesday November 12, 2024, 2PM, Jussieu, Salle Emile Borel, 15-26 201
Stefano Spaziani (Université de Nice) Heterogenous multiscale multivariate autoregressive model, sparse estimation and application in neuroscience

Statistics for Hawkes process seminar
Tuesday October 15, 2024, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Fabien Baeriswyl (SU & Lausanne) To be announced.

Statistics for Hawkes process seminar
Tuesday September 24, 2024, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Miguel Martinez Herrera (LPSM, SU) Noisy Hawkes process inference
https://sites.google.com/site/charlottedionblanc/home/resarch/emergence-hawkes