Members : Charlotte Dion-Blanc project owner
Yves Bas
Anna Bonnet
Christophe Denis
Sarah Lemler
Stéphane Robin
Maxime Sangnier
Laure Sansonnet
Ph D students related to the project: Romain Lacoste, Maya Sadeler, Sacha Quayle
PostDoc Septembre 2025-January 2027 Elise Bayaktar
PostDoc (Offer) December 2023-2024 Diala Hawat
Internship (Offer) April-September 2023 M2 Maya Sadeler
April-september 2024 M2 Maya Sadeler
Events : 10th January 2023, opening day
Two sites: Paris and Toulouse, and also via zoom! Co-organised with Manon Costa
https://cnrs.zoom.us/j/98293518974?pwd=vEXjhpdIsAfJPWVjyB0zd3QguOLbCf.1
ID de réunion: 982 9351 8974 Code secret: M4umK8
One additional sponsor, ANR HAPPY coordinated by Manon Costa
Monday 15/09, 2p.m, in Toulouse, Benjamin Massat, in Paris room Paul Lévy 16-26 205
Quantification of limit theorems for Hawkes processes
Tuesday 14/10, 2p.m In Paris Raphael Romero (postdoc DLAB, Department of Engineering and Architecture Ghent University, Belgium). "simHawnet: a modified Hawkes process for temporal network simulation". Room 16-26-127
Monday 03/11, 2p.m, in Paris, Sophie Jaffard, Paul Lévy 16-26-205
Wednesday 17/12, 11a.m-12a.m Justin Baars in Paris, ANR HAPPY DAY
Monday 19/01, 2p.m Matthias Kirchner in Toulouse (in paris 15-16-201 )
Monday 09/02, 2p.m Deborah Sulem, in Paris, 15-16-201
Tuesday once a month, 10h45-12h. Emile Borel's room, 15-16 201 Campus Jussieu, and via zoom (link below)
https://www.lpsm.paris/seminaires/seminairehawkes/index
Talks will be given in english.
24/09 Miguel Martinez Herrera (LPSM, SU) Spectral analysis for noisy Hawkes processes inference
15/10 Fabien Baeriswyl (SU & Lausanne) Limit results and large deviations for Poisson cluster processes
12/11 Stefano Spaziani (Université de Nice) Heterogenous multiscale multivariate autoregressive model, sparse estimation and application in neuroscience At 2 p.m
10/12 Manon Costa (IM Toulouse) 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.
14/01 Virginie Loison (INRIA Saclay) UNHaP: Unmixing Noise from Hawkes Process to Model Physiological Events
18/02 Antoine Lotz (Université Dauphine) A sparsity test for multivariate Hawkes processes
-> en salle Paul Lévy (16-26 deuxième étage)
11/03 Cecilia Mancini (Università di Verona)
29/04 9h-14h PhD student session (Slides of the talks), in Paris, Sorbonne Université
Lieu Campus Jussieu Salle 16-26 209 ET en ligne via zoom (n'hésitez pas à demander le lien), 11h-12h30
Intro
Programme (le mardi une fois par mois)
26 septembre 2023 Vincent Rivoirard Nonparametric bayesian for non linear Hawkes process inference.
07 novembre 2023 Caroline Hillairet Hawkes processes, Malliavin calculus and application to financial and actuarial derivatives
12 décembre 2023 Anna Bonnet Prise en compte de l'inhibition pour les processus de Hawkes multidimensionnels.
16 janvier 2024 Félix Cheysson Approche spectrale pour les processus de Hawkes
27 février 2024 Anthony Reveillac Représentations de processus de comptage et applications aux processus de Hawkes
26 mars 2024 Christophe Denis Classification for High Dimension Hawkes Processes via ERM-LASSO.
30 avril 2024 Patricia Reynaud-Bouret (visio) Theoretical and practical implications of thre Kalikow decomposition in the study of neuronal networks: simulation, statistics and learning.
Les exposés seront suivis d'un déjeuner sur place pour les personnes intéressée et des salles de travail pourront être mises à disposition.