Estimationoflocalindependencegraphsvia ...20140319... · ℓ (t)dt is < 1. Interaction, for...

84
Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis Estimation of local independence graphs via Hawkes processes to unravel functional neuronal connectivity C. Tuleau-Malot (Nice), V. Rivoirard (Dauphine), N.R. Hansen (Copenhagen),P. Reynaud-Bouret (Nice), F. Grammont (Nice), T. Bessaih, R. Lambert, N. Leresche (Paris 6) 1/30

Transcript of Estimationoflocalindependencegraphsvia ...20140319... · ℓ (t)dt is < 1. Interaction, for...

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Estimation of local independence graphs via

    Hawkes processes to unravel functional neuronalconnectivity

    C. Tuleau-Malot (Nice), V. Rivoirard (Dauphine), N.R. Hansen(Copenhagen),P. Reynaud-Bouret(Nice),

    F. Grammont (Nice), T. Bessaih, R. Lambert, N. Leresche(Paris 6)

    1/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Contents

    1 Biological motivation

    2/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Contents

    1 Biological motivation

    2 Hawkes processes

    2/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Contents

    1 Biological motivation

    2 Hawkes processes

    3 Adaptive estimation

    2/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Contents

    1 Biological motivation

    2 Hawkes processes

    3 Adaptive estimation

    4 Simulations

    2/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Contents

    1 Biological motivation

    2 Hawkes processes

    3 Adaptive estimation

    4 Simulations

    5 Real data analysis

    2/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Description of the data (Equipe RNRP de Paris 6)

    3/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Data = spike trainsmonkey trained to touch the correct target when illuminated

    0.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.0

    time in second

    N3

    N4

    spike = point

    4/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Data = spike trainsmonkey trained to touch the correct target when illuminated

    0.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.00.0 0.5 1.0 1.5 2.0

    time in second

    N3

    N4

    spike = point→ point processes

    4/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation Avec synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation Avec synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    potentiel d’action

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    potentiel d’action

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    potentiel d’action

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Synaptic integration

    without synchronisation with synchronisation

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    potentiel d’action

    différentes

    dendrites

    signaux d’entrées

    seuil d’excitation

    du neurone

    potentiel de repos

    du neurone

    potentiel d’actionpotentiel d’action

    différentes

    5/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Point processes and conditional intensity

    intensity

    dNt︸ ︷︷ ︸

    =︷ ︸︸ ︷

    λ(t) dt︸ ︷︷ ︸

    + noise︸ ︷︷ ︸

    Nbr observed points Expected Number Martingalesin [t, t + dt] given the past before t differences

    λ(t) = instantaneous frequency= random, depends on previous points

    6/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    λ(1)(t) = ν︸︷︷︸

    spontaneous

    7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    x

    h2->1

    x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    +∑

    m 6= 1,T < t,

    pt de Nm

    hm→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction interaction 7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    x

    h2->1

    x

    x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    +∑

    m 6= 1,T < t,

    pt de Nm

    hm→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction interaction 7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    x

    h2->1

    x

    x

    h3->1 x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    +∑

    m 6= 1,T < t,

    pt de Nm

    hm→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction interaction 7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    x

    h2->1

    x

    x

    h3->1 x x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    +∑

    m 6= 1,T < t,

    pt de Nm

    hm→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction interaction 7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Multivariate Hawkes processes

    t

    N1

    N2

    N3

    1->1h

    x

    x

    h2->1

    x

    x

    h3->1 x x

    x

    λ(1)(t) = ν︸︷︷︸

    +∑

    T < tpt de N1

    h1→1(t − T )

    ︸ ︷︷ ︸

    +∑

    m 6= 1,T < t,

    pt de Nm

    hm→1(t − T )

    ︸ ︷︷ ︸

    spontaneous self-interaction interaction 7/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Link Graphical model of local independence

    (Didelez (2008))

    1

    23

    1

    23

    1

    23

    8/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Link Graphical model of local independence

    (Didelez (2008))

    1

    23

    1

    23

    1

    23

    → (?) functional connectivity graphs in Neurosciences,but also useful in sismology, genomics, marketing, finance,epidemiology ....

    8/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    More formallyOnly excitation (all the h

    (r)ℓ are positive): for all r ,

    λ(r)(t) = νr +

    M∑

    ℓ=1

    ∫ t−

    −∞

    h(r)ℓ (t − u)dN

    (ℓ)u .

    Branching / Cluster representation, stationary process if the

    spectral radius of(∫

    h(r)ℓ (t)dt

    )

    is < 1.

    9/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    More formallyOnly excitation (all the h

    (r)ℓ are positive): for all r ,

    λ(r)(t) = νr +

    M∑

    ℓ=1

    ∫ t−

    −∞

    h(r)ℓ (t − u)dN

    (ℓ)u .

    Branching / Cluster representation, stationary process if the

    spectral radius of(∫

    h(r)ℓ (t)dt

    )

    is < 1.

    Interaction, for instance, (in general any 1-Lipschitz function,Brémaud Massoulié 1996)

    λ(r)(t) =

    (

    νr +

    M∑

    ℓ=1

    ∫ t−

    −∞

    h(r)ℓ (t − u)dN

    (ℓ)u

    )

    +

    .

    9/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    More formallyOnly excitation (all the h

    (r)ℓ are positive): for all r ,

    λ(r)(t) = νr +

    M∑

    ℓ=1

    ∫ t−

    −∞

    h(r)ℓ (t − u)dN

    (ℓ)u .

    Branching / Cluster representation, stationary process if the

    spectral radius of(∫

    h(r)ℓ (t)dt

    )

    is < 1.

    Interaction, for instance, (in general any 1-Lipschitz function,Brémaud Massoulié 1996)

    λ(r)(t) =

    (

    νr +

    M∑

    ℓ=1

    ∫ t−

    −∞

    h(r)ℓ (t − u)dN

    (ℓ)u

    )

    +

    .

    Exponential (Multiplicative shape but no guarantee of astationary version ...)

    λ(r)(t) = exp

    (

    νr +M∑

    ℓ=1

    ∫ t−

    −∞

    h(r)ℓ (t − u)dN

    (ℓ)u

    )

    .9/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Previous works

    Maximum likelihood estimates eventually + AIC (Ogata,Vere-Jones etc mainly for sismology, Chornoboy et al., forneuroscience, Gusto and Schbath for genomics)

    Parametric tests for the detection of edge + Maximumlikelihood + exponential formula + spline estimation(Carstensen et al., in genomics)

    Univariate processes + ℓ0 penalty, oracle inequalities (RB andSchbath)

    Maximum likelihood + exponential formula + ℓ1 ”groupLasso” penalty (Pillow et al. in neuroscience)

    Thresholding + tests for very particular bivariate models,oracle inequality (Sansonnet)

    10/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another parametric method : Least-squares

    A good estimate of the parameters should correspond to anintensity candidate close to the true one.

    11/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another parametric method : Least-squares

    A good estimate of the parameters should correspond to anintensity candidate close to the true one.

    Hence one would like to minimize‖η − λ‖2 =

    ∫ T

    0 [η(t)− λ(t)]2dt in η

    11/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another parametric method : Least-squares

    A good estimate of the parameters should correspond to anintensity candidate close to the true one.

    Hence one would like to minimize‖η − λ‖2 =

    ∫ T

    0 [η(t)− λ(t)]2dt in η

    or equivalently −2∫ T

    0 η(t)λ(t)dt +∫ T

    0 η(t)2dt.

    11/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another parametric method : Least-squares

    A good estimate of the parameters should correspond to anintensity candidate close to the true one.

    Hence one would like to minimize‖η − λ‖2 =

    ∫ T

    0 [η(t)− λ(t)]2dt in η

    or equivalently −2∫ T

    0 η(t)λ(t)dt +∫ T

    0 η(t)2dt.

    But dNt randomly fluctuates around λ(t)dt and is observable.

    11/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another parametric method : Least-squares

    A good estimate of the parameters should correspond to anintensity candidate close to the true one.

    Hence one would like to minimize‖η − λ‖2 =

    ∫ T

    0 [η(t)− λ(t)]2dt in η

    or equivalently −2∫ T

    0 η(t)λ(t)dt +∫ T

    0 η(t)2dt.

    But dNt randomly fluctuates around λ(t)dt and is observable.

    Hence one minimizes

    −2

    ∫ T

    0η(t)dNt +

    ∫ T

    0η(t)2dt,

    for a model η = λa(t)

    11/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On Hawkes processesRecall that for the process N(r)

    λ(r)(t) = ν(r) +

    M∑

    ℓ=1

    T

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On Hawkes processesRecall that for the process N(r)

    λ(r)(t) = ν(r) +

    M∑

    ℓ=1

    T

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On Hawkes processesRecall that for the process N(r)

    λ(r)(t) = ν(r) +

    M∑

    ℓ=1

    T

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On Hawkes processesRecall that for the process N(r)

    λ(r)(t) = ν(r) +

    M∑

    ℓ=1

    T

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On Hawkes processesRecall that for the process N(r)

    λ(r)(t) = ν(r) +

    M∑

    ℓ=1

    T

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    An heuristic for the least-square estimatorInformally, the link between the point process and its intensity canbe written as

    dN(r)(t) ≃ (Rct)′a

    (r)∗ dt + noise.

    13/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    An heuristic for the least-square estimatorInformally, the link between the point process and its intensity canbe written as

    dN(r)(t) ≃ (Rct)′a

    (r)∗ dt + noise.

    Let

    G =

    ∫ T

    0Rct(Rct)

    ′dt,

    the integrated covariation of the renormalized instantaneous count.

    13/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    An heuristic for the least-square estimatorInformally, the link between the point process and its intensity canbe written as

    dN(r)(t) ≃ (Rct)′a

    (r)∗ dt + noise.

    Let

    G =

    ∫ T

    0Rct(Rct)

    ′dt,

    the integrated covariation of the renormalized instantaneous count.

    b(r) :=

    ∫ T

    0RctdN

    (r)(t) ≃ Ga(r)∗ + noise.

    13/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    An heuristic for the least-square estimatorInformally, the link between the point process and its intensity canbe written as

    dN(r)(t) ≃ (Rct)′a

    (r)∗ dt + noise.

    Let

    G =

    ∫ T

    0Rct(Rct)

    ′dt,

    the integrated covariation of the renormalized instantaneous count.

    b(r) :=

    ∫ T

    0RctdN

    (r)(t) ≃ Ga(r)∗ + noise.

    The least-square estimate is

    â(r) = G−1b(r),

    where in b lies again the number of couples with a certain delay.

    13/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    An heuristic for the least-square estimatorInformally, the link between the point process and its intensity canbe written as

    dN(r)(t) ≃ (Rct)′a

    (r)∗ dt + noise.

    Let

    G =

    ∫ T

    0Rct(Rct)

    ′dt,

    the integrated covariation of the renormalized instantaneous count.

    b(r) :=

    ∫ T

    0RctdN

    (r)(t) ≃ Ga(r)∗ + noise.

    The least-square estimate is

    â(r) = G−1b(r),

    where in b lies again the number of couples with a certain delay.→ simpler formula than Maximum Likelihood Estimators forsimilar properties

    13/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    What gain wrt cross correlogramm ?

    1

    23

    5ms

    5ms

    only 2 non zero interaction functions over 9

    14/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    What gain wrt cross correlogramm ?

    Histogram of dist2

    1−>2

    Fre

    quen

    cy

    −0.03 −0.02 −0.01 0.00 0.01 0.02 0.03

    020

    4060

    8010

    0Histogram of dist2

    2−>3

    Fre

    quen

    cy

    −0.03 −0.02 −0.01 0.00 0.01 0.02 0.03

    050

    100

    150

    200

    Histogram of dist2

    1−>3

    Fre

    quen

    cy

    −0.03 −0.02 −0.01 0.00 0.01 0.02 0.03

    020

    4060

    80

    14/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    What gain wrt cross correlogramm ?

    0.000 0.005 0.010 0.015 0.020 0.025 0.030

    01

    23

    4

    1−>2

    inte

    ract

    ion

    0.000 0.005 0.010 0.015 0.020 0.025 0.030

    01

    23

    4

    2−>3

    inte

    ract

    ion

    0.000 0.005 0.010 0.015 0.020 0.025 0.030

    01

    23

    4

    1−>3

    inte

    ract

    ion

    14/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Full Multivariate Hawkes process and ℓ1 penaltywith N.R. Hansen (Copenhagen), and V. Rivoirard (Dauphine) (2012)

    The Lasso criterion can be expressed independently for eachsub-process by :

    Lasso criterion

    â(r) = argmina{γT (λ(r)a ) + pen(a)}

    = argmina{−2a′br + a

    ′Ga+ 2(d(r))′|a|}

    The crucial choice is the d(r), should be data-driven !

    The theoretical validation : be able to state that our choice isthe best possible choice.

    The practical validation : on simulated Hawkes processes(done), on simulated neuronal networks, on real data (RNRPParis 6 work in progress)...

    15/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Theoretical Validation = Oracle inequalityRecall that

    b(r) =

    ∫ T

    0RctdN

    (r)(t)

    and

    G =

    ∫ T

    0Rct(Rct)

    ′dt.

    Hansen,Rivoirard,RB

    If G ≥ cI with c > 0 and if

    ∣∣

    ∫ T

    0Rct

    (

    dN(r)(t)− λ(r)(t)dt) ∣∣ ≤ d(r), ∀r

    then

    r

    ‖λ(r)−Rct â(r)‖2 ≤ � inf

    a

    r

    ‖λ(r) − Rcta‖2 +

    1

    c

    i∈supp(a)

    (d(r)i )

    2

    .

    16/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    ExplanationsMain Point: d controls the random fluctuations / noise →should be data-driven and sharp !

    17/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    ExplanationsMain Point: d controls the random fluctuations / noise →should be data-driven and sharp !

    The loss (1/T )∑

    i∈supp(a)(d(r)i )

    2 is unavoidable even for onlyone choice of set of non-zeros coefficients. Should be read as”capacity of approximation” + unavoidable loss due to thenoise.

    17/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    ExplanationsMain Point: d controls the random fluctuations / noise →should be data-driven and sharp !

    The loss (1/T )∑

    i∈supp(a)(d(r)i )

    2 is unavoidable even for onlyone choice of set of non-zeros coefficients. Should be read as”capacity of approximation” + unavoidable loss due to thenoise.Factor 1/c gives a ”quality indicator” since G observable inpractice. Maybe not the best thing, but with stationnaryHawkes process, one can prove that c ≃ T .

    17/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    ExplanationsMain Point: d controls the random fluctuations / noise →should be data-driven and sharp !

    The loss (1/T )∑

    i∈supp(a)(d(r)i )

    2 is unavoidable even for onlyone choice of set of non-zeros coefficients. Should be read as”capacity of approximation” + unavoidable loss due to thenoise.Factor 1/c gives a ”quality indicator” since G observable inpractice. Maybe not the best thing, but with stationnaryHawkes process, one can prove that c ≃ T .Gives the ”best” linear approximation and in this sense valideven if λ not of the prescribed shape, in particular in case ofinhibition.

    17/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    ExplanationsMain Point: d controls the random fluctuations / noise →should be data-driven and sharp !

    The loss (1/T )∑

    i∈supp(a)(d(r)i )

    2 is unavoidable even for onlyone choice of set of non-zeros coefficients. Should be read as”capacity of approximation” + unavoidable loss due to thenoise.Factor 1/c gives a ”quality indicator” since G observable inpractice. Maybe not the best thing, but with stationnaryHawkes process, one can prove that c ≃ T .Gives the ”best” linear approximation and in this sense valideven if λ not of the prescribed shape, in particular in case ofinhibition.In practice small unavoidable bias, possible to correct by twostep procedures (OLS on the support of the Lasso estimate).

    17/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    ExplanationsMain Point: d controls the random fluctuations / noise →should be data-driven and sharp !

    The loss (1/T )∑

    i∈supp(a)(d(r)i )

    2 is unavoidable even for onlyone choice of set of non-zeros coefficients. Should be read as”capacity of approximation” + unavoidable loss due to thenoise.Factor 1/c gives a ”quality indicator” since G observable inpractice. Maybe not the best thing, but with stationnaryHawkes process, one can prove that c ≃ T .Gives the ”best” linear approximation and in this sense valideven if λ not of the prescribed shape, in particular in case ofinhibition.In practice small unavoidable bias, possible to correct by twostep procedures (OLS on the support of the Lasso estimate).Possible to do it with other basis (Fourier) or other linearmodel (Aalen)

    17/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    One of the main probabilistic ingredients

    Bernstein type inequality for counting processes (H., R.B., R.)

    Let (Hs)s≥0 be a predictable process andMt =

    ∫ t

    0 Hs(dNs − λ(s)ds). Let b > 0 and v > w > 0.For all x , µ > 0 such that µ > φ(µ), let

    V̂ µτ =µ

    µ−φ(µ)

    ∫ τ

    0H2s dNs +

    b2x

    µ−φ(µ) , where φ(u) = exp(u)− u − 1.

    Then for every stopping time τ and every ε > 0

    P

    (

    Mτ ≥

    2(1 + ε)V̂ µτ x + bx/3, w ≤ V̂ µτ ≤ v and sups∈[0,τ ] |Hs | ≤ b

    )

    ≤ 2 log(v/w)log(1+ε) e−x .

    18/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    One of the main probabilistic ingredients

    Bernstein type inequality for counting processes (H., R.B., R.)

    Let (Hs)s≥0 be a predictable process andMt =

    ∫ t

    0 Hs(dNs − λ(s)ds). Let b > 0 and v > w > 0.For all x , µ > 0 such that µ > φ(µ), let

    V̂ µτ =µ

    µ−φ(µ)

    ∫ τ

    0H2s dNs +

    b2x

    µ−φ(µ) , where φ(u) = exp(u)− u − 1.

    Then for every stopping time τ and every ε > 0

    P

    (

    Mτ ≥

    2(1 + ε)V̂ µτ x + bx/3, w ≤ V̂ µτ ≤ v and sups∈[0,τ ] |Hs | ≤ b

    )

    ≤ 2 log(v/w)log(1+ε) e−x .

    NB : V̂ µτ is an estimate of the bracket of the martingale, i.e. themartingale equivalent of the variance → Gaussian behavior for themain term.

    18/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    One of the main probabilistic ingredients

    Bernstein type inequality for counting processes (H., R.B., R.)

    Let (Hs)s≥0 be a predictable process andMt =

    ∫ t

    0 Hs(dNs − λ(s)ds). Let b > 0 and v > w > 0.For all x , µ > 0 such that µ > φ(µ), let

    V̂ µτ =µ

    µ−φ(µ)

    ∫ τ

    0H2s dNs +

    b2x

    µ−φ(µ) , where φ(u) = exp(u)− u − 1.

    Then for every stopping time τ and every ε > 0

    P

    (

    Mτ ≥

    2(1 + ε)V̂ µτ x + bx/3, w ≤ V̂ µτ ≤ v and sups∈[0,τ ] |Hs | ≤ b

    )

    ≤ 2 log(v/w)log(1+ε) e−x .

    NB : V̂ µτ is an estimate of the bracket of the martingale, i.e. themartingale equivalent of the variance → Gaussian behavior for themain term.Applied to

    ∫ T

    0 Rct(dN(r)(t)− λ(r)(t)dt

    ): d is given by the right

    hand-side (x ≃ γ ln(T )) → Bernstein Lasso.

    18/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Choices of the weights dλ

    spont1 spont2

    00.02

    30

    10

    0.02

    1->1 2->1 1->2 2->2

    00.02 0.02

    10

    30

    1->1 2->1 1->2 2->2spont1 spont2

    o b

    o b

    o |b-b|

    dgamma=1o

    dgamma=1.5o

    10 4.2 0 1.4 0 10 0 0 0 0 10 4.2 0 1.4 0 10 0 0 0 0Coeff: Coeff:

    NB : Adaptive Lasso (Zou) dλ = γ/|âλ|

    19/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Simulation study - Estimation (T = 20, M = 8, K = 8)

    Interactions reconstructed with ’Adaptive Lasso’, ’Bernstein Lasso’ and’Bernstein Lasso+OLS’. Above graphs, estimation of spontaneous rates

    20/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another example with inhibition

    T = 20s 21/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another (more realistic?) neuronal network: Integrate andFire

    1 2 3 4 5

    6 7 8 9 10

    22/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another (more realistic?) neuronal network: Integrate andFire

    T = 60s

    22/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another (more realistic?) neuronal network: Integrate andFire

    1 2 3 4 5

    6 7 8 9 10

    22/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Another (more realistic?) neuronal network: Integrate andFire

    Number of times that a given

    interaction is detected Mean energy (� h ) when detected2

    22/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On neuronal data (sensorimotor task)

    0.00 0.01 0.02 0.03 0.04

    −60

    −40

    −20

    0

    SB= 22.2 SBO= 37.2

    seconds

    Hz

    0.00 0.01 0.02 0.03 0.04

    −1.

    00.

    00.

    51.

    0

    SB= 22.2 SBO= 37.2

    seconds

    Hz

    0.00 0.01 0.02 0.03 0.04

    −1.

    00.

    00.

    51.

    0

    SB= 55.5 SBO= 88.9

    seconds

    Hz

    0.00 0.01 0.02 0.03 0.04

    −15

    0−

    500

    SB= 55.5 SBO= 88.9

    seconds

    Hz

    30 trials : monkey trained to touch the correct target whenilluminated. Accept the test of Hawkes hypothesis. Work with F.Grammont, V. Rivoirard and C. Tuleau-Malot 23/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    On neuronal data (vibrissa excitation)Joint work with RNRP (Paris 6). Behavior: vibrissa excitation atlow frequency. T = 90.5, M = 10

    Neuron TT102 TT201 TT202 TT204 TT301 TT303 TT401 TT402 TT403 TT404Spikes 9191 99 544 149 15 18 136 282 8 6

    0 1 2 3 4

    01

    23

    4

    Comportement 1 ; k 10 ; delta 0.005 ; gamma 1

    TT1_02

    TT2_01

    TT2_02

    TT2_04

    TT3_01 TT3_03

    TT4_01

    TT4_02

    TT4_03

    TT4_04

    0.00 0.01 0.02 0.03 0.04 0.05

    010

    2030

    40

    Hz

    TT1_02 −> TT1_02

    TT2_02 −> TT1_02

    TT1_02 −> TT2_02

    TT1_02 −> TT2_04

    TT1_02 −> TT4_02

    24/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Application on real dataData:

    Neuron TT102 TT201 TT202 TT204 TT301 TT303 TT401 TT402 TT403 TT404Spikes 9191 99 544 149 15 18 136 282 8 6

    Simulation:Neuron TT102 TT201 TT202 TT204 TT301 TT303 TT401 TT402 TT403 TT404Spikes 9327 92 585 148 13 23 133 271 8 3

    25/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Application on real dataData:

    Neuron TT102 TT201 TT202 TT204 TT301 TT303 TT401 TT402 TT403 TT404Spikes 9191 99 544 149 15 18 136 282 8 6

    Simulation:Neuron TT102 TT201 TT202 TT204 TT301 TT303 TT401 TT402 TT403 TT404Spikes 9327 92 585 148 13 23 133 271 8 3

    0 1 2 3 4

    01

    23

    4

    TT1_02

    TT2_01

    TT2_02

    TT2_04

    TT3_01 TT3_03

    TT4_01

    TT4_02

    TT4_03

    TT4_04

    0.00 0.01 0.02 0.03 0.04 0.05

    010

    2030

    40

    Hz

    TT1_02 −> TT1_02

    TT2_02 −> TT1_02

    TT1_02 −> TT2_02

    25/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Evolution of the dependance graph as a fonction of thevibrissa excitation

    10

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    25

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    50

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    75

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    100

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    125

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    150

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    175

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    200

    TT1_01

    TT1_02

    TT2_0F

    TT2_03

    TT2_14

    TT3_04

    TT4_0A

    TT4_05TT4_18

    26/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Conclusions and Perspectives

    It is possible to estimate interaction functions and even agraph of possible interactions, to have some mathematicalguarantee on it and this even if the Hawkes linear model isnot completely true (robustness).

    It is even possible to (non parametrically) test that suchinteractions exists. However the power of such tests (notstudied yet) should be linked to a ”distance” to the Hawkesmodel.

    One of the main issue is the lack of stationarity → a work inprogress with F. Picard (Lyon) and C. Tuleau-Malot (Nice)based on segmentation and clustering.

    27/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Thank you !

    28/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    References

    Hansen, N.R., Reynaud-Bouret, P. and Rivoirard, V. Lasso andprobabilistic inequalities for multivariate point processes. to appearin Bernoulli (2012).

    Tuleau-Malot, C., Rouis, A., Grammont, F., and Reynaud-Bouret,P. Multiple Tests based on a Gaussian Approximation of the UnitaryEvents method. in revision (2013)

    Reynaud-Bouret, P., Tuleau-Malot, C., Rivoirard, V. andGrammont, F. Goodness-of-fit tests and nonparametric adaptiveestimation for spike train analysis to appear in Journal ofMathematical Neuroscience (2013)

    29/30

  • Biological motivation Hawkes processes Adaptive estimation Simulations Real data analysis

    Link with cross-correlogram and Joint PeriStimulusHistogram

    N1 trial 1

    N1 trial 2

    N2

    tri

    al 2

    N2

    tri

    al 1

    B 0 Tmax

    0

    Tmax

    N1

    N2

    0 Tmax

    0

    Tmax

    N1

    N2

    0 TmaxN1

    0

    Tmax

    N2

    a b

    a

    b

    A

    delta

    2

    1

    1 2

    DC

    A

    see also Zhang et al (2007) in genomics and Aertsen et al (1989)in Neurosciences

    30/30

    Biological motivationHawkes processesAdaptive estimationSimulationsReal data analysis