Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity

Bonnet, Anna; Herrera, Miguel Martinez; Sangnier, Maxime

doi:10.1007/s11222-023-10264-w

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2024

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Cited by 4 publications

References 31 publications

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Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

Jiang,

Rodriguez

2024

Stat Comput

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Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

Jiang,

Rodriguez

2024

Stat Comput

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Bats monitoring: a classification procedure of bats behaviours based on Hawkes processes

Denis,

Dion-Blanc,

Lacoste

et al. 2024

Journal of the Royal Statistical Society Series C: Applied Statistics

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We are interested in the problem of classifying commuting and foraging behaviour of bats at delimited geographical areas, namely sites, throughout France. To predict the majority behaviour on these sites, we use echolocation call data recorded as part of Vigie-Chiro participatory project. As the temporal distribution of calls is a relevant indicator of behaviour, providing an adequate model of this distribution is a matter of great interest. Given the self-exciting dynamics observed in foraging behaviour, we propose to model bat calls by Hawkes processes. Specifically, we consider that the start time of each call emitted on a site is an event of a Hawkes process. Taking advantage of this modelling, we use a suitable procedure that relies on the empirical risk minimization principle to discriminate between the 2 classes. Then, the performance of the procedure is assessed on synthetic data through comprehensive numerical experiments. The overall methodology is evaluated with a goodness-of-fit test. Finally, we present the obtained results on the real data set. The classification results are convincing and show the relevance of our method, which could contribute to a better understanding of behavioural determinants and open up broad perspectives in spatial ecology.

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Vector Nonlinear Hawkes Model with Inhibition

Pasha,

Solo

2024

ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)

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Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity

Cited by 4 publications

References 31 publications

Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

Bats monitoring: a classification procedure of bats behaviours based on Hawkes processes

Vector Nonlinear Hawkes Model with Inhibition

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