Perfect simulation of Hawkes processes based on unconditional Kalikow (convex) decomposition
Speaker: Phí Tiến Cường (Nice-France)

Time: 14h00, Thursday, June 25, 2020

Room 507, Building A6, Online via google meet meet.google.com/odg-dijq-dhs

Abstract:In this talk, we will describe a new perspective of Kalikow (convex) decomposition: an unconditional Kalikow decomposition. We also attempt to establish a new procedure to write Kalikow decomposition for a large class of Hawkes processes, including a very complex one: Variable Length Hawkes processes and Age Hawkes processes. With this new decomposition, we can perform Perfect simulation, which means exactly drawing from target distribution. Moreover, this new algorithm is applied to infinite neuronal networks whose finite time simulation is a prerequisite to realistic brain modeling. This is joint work with Patricia Reynaud Bouret, Eva Locherbach and Alexandre Muzy