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07/20/2023
Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations
We develop several statistical tests of the determinant of the diffusion...
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05/11/2023
On the convergence of the MLE as an estimator of the learning rate in the Exp3 algorithm
When fitting the learning data of an individual to algorithm-like learni...
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04/17/2023
Provable local learning rule by expert aggregation for a Hawkes network
We propose a simple network of Hawkes processes as a cognitive model cap...
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09/02/2022
Neural Coding as a Statistical Testing Problem
We take the testing perspective to understand what the minimal discrimin...
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10/29/2021
Sliding window strategy for convolutional spike sorting with Lasso : Algorithm, theoretical guarantees and complexity
We present a fast algorithm for the resolution of the Lasso for convolut...
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10/22/2020
Optimal Change-Point Detection and Localization
Given a times series Y in ℝ^n, with a piece-wise contant mean and indepe...
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01/06/2020
Discrete event simulation of point processes: A computational complexity analysis on sparse graphs
We derive new discrete event simulation algorithms for marked time point...
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10/23/2019
Event-scheduling algorithms with Kalikow decomposition for simulating potentially infinite neuronal networks
Event-scheduling algorithms can compute in continuous time the next occu...
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06/28/2019
Large scale Lasso with windowed active set for convolutional spike sorting
Spike sorting is a fundamental preprocessing step in neuroscience that i...
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08/28/2018
Exponential inequality for chaos based on sampling without replacement
We are interested in the behavior of particular functionals, in a framew...
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07/19/2018
Sparse space-time models: Concentration Inequalities and Lasso
Inspired by Kalikow-type decompositions, we introduce a new stochastic m...
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06/08/2015