STOR-i Seminar: Professor Stéphane Robin, Sorbonne Université
Wednesday 25 June 2025, 10:00am to 11:00am
Venue
PSC - PSC A54 - View MapOpen to
Postgraduates, StaffRegistration
Free to attend - registration requiredRegistration Info
This event is primarily for STOR-i students and staff.
Event Details
Markov-switching discrete-time Hawkes process
Hawkes processes are used in many fields of application (earth sciences, biology, ecology) to describe the occurrence of punctual events with a self-exciting (or auto-inhibiting) character. More precisely, the Hawkes process is a point process whose past-conditional intensity depends on the dates of past events through a so-called kernel function.
We focus here on the case where the basic intensity of the process varies over time according to a Markovian regime. We show that, in the case of an exponential kernel, the discretized version of this process corresponds to a discrete-time hidden Markov model, whose inference can be carried out using standard methods.
We will illustrate the interest of this model for detecting changes in animal behavior from recordings of bat cries.
-- Joint work with Anna Bonnet (LPSM, Sorbonne Université) --
Contact Details
Name | Nicky Sarjent |
Telephone number |
+44 1524 594362 |