Gerencsér, László: Hawkes processes: some key ideas…

Előadás címe: Hawkes processes: some key ideas, links to neuroscience and system identification

Helyszín: Online,

Időpont: 2020.06.29., 14:00 – 14:20

Kivonat: The objective of this talk is to provide a brief survey of basic ideas and some key results of the theory of Hawkes pro-cesses that may serve as an interface for multidisciplinary research between mathematics and neuro-sciences, with hints to epidemiology. The class of Hawkes processes is considered as an appropriate grey-box model to describe the pattern of neuronal firing. As such, it is a prime candidate for detecting changes in brain activity. Some advanced results will be presented via simple examples. In addition, we elaborate on links between the theory of Hawkes processes and linear stochastic systems, in particular system identification.