Séminaire

Organisme intervenant (ou équipe pour les séminaires internes)
AgroParisTech-INRA, UMR 518 MIA
Nom intervenant
Sophie DONNET
Titre
Bayesian estimation for multidimensional Hawkes processes
Résumé

Multidimensional Hawkes processes are used to modelise multivariate neuron spike data. The estimation of intensity functions allows to understand the neuronal interaction structure. In a non-parametric frequentist framework, LASSO estimators have been proposed in the literature. In this work, we propose a Bayesian non-parametric estimation. We sample the posterior distribution through a Sequential Monte Carlo algorithm, well adapted to point processes.

Lieu
Salle de réunion 142, bâtiment 210
Date du jour