Modeling networks of spiking neurons as interacting processes with memory of variable length

We consider a new class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if it has a spike or not at a given time. The system evolves as follows. For each component, the rate (in continuous time) or the probability (in discrete time) of having a spike depends on the entire time evolution of the system since the last spike time of the component. In discrete time this class of systems extends in a non trivial way both Spitzer's interacting particle systems, which are Markovian, and Rissanen's stochastic chains with memory of variable length which have finite state space. In continuous time they can be seen as a kind of Rissanen's variable length memory version of the class of self-exciting point processes which are also called "Hawkes processes", however with infinitely many components. These features make this class a good candidate to describe the time evolution of networks of spiking neurons. In this article we present a critical reader's guide to recent papers dealing with this class of models, both in discrete and in continuous time. We briefly sketch results concerning perfect simulation and existence issues, de-correlation between successive interspike intervals, the longtime behavior of finite non-excited systems and propagation of chaos in mean field systems

Kalikow-type decomposition for multicolor infinite range particle systems

We consider a particle system on $\mathbb{Z}^d$ with real state space and interactions of infinite range. Assuming that the rate of change is continuous we obtain a Kalikow-type decomposition of the infinite range change rates as a mixture of finite range change rates. Furthermore, if a high noise condition holds, as an application of this decomposition, we design a feasible perfect simulation algorithm to sample from the stationary process. Finally, the perfect simulation scheme allows us to forge an algorithm to obtain an explicit construction of a coupling attaining Ornstein's $\bar{d}$-distance for two ordered Ising probability measures.Comment: Published in at http://dx.doi.org/10.1214/12-AAP882 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Phase Transition for Infinite Systems of Spiking Neurons

We prove the existence of a phase transition for a stochastic model of interacting neurons. The spiking activity of each neuron is represented by a point process having rate 1 whenever its membrane potential is larger than a threshold value. This membrane potential evolves in time and integrates the spikes of all presynaptic neurons since the last spiking time of the neuron. When a neuron spikes, its membrane potential is reset to 0 and simultaneously, a constant value is added to the membrane potentials of its postsynaptic neurons. Moreover, each neuron is exposed to a leakage effect leading to an abrupt loss of potential occurring at random times driven by an independent Poisson point process of rate γ> 0. For this process we prove the existence of a value γc such that the system has one or two extremal invariant measures according to whether γ> γc or not.Fil: Ferrari, Pablo Augusto. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; ArgentinaFil: Galves, Antonio. Universidade de Sao Paulo; BrasilFil: Grigorescu, I.. University of Miami; Estados UnidosFil: Löcherbach, E.. Université Paris Seine; Franci

A Brownian particle in a microscopic periodic potential

We study a model for a massive test particle in a microscopic periodic potential and interacting with a reservoir of light particles. In the regime considered, the fluctuations in the test particle's momentum resulting from collisions typically outweigh the shifts in momentum generated by the periodic force, and so the force is effectively a perturbative contribution. The mathematical starting point is an idealized reduced dynamics for the test particle given by a linear Boltzmann equation. In the limit that the mass ratio of a single reservoir particle to the test particle tends to zero, we show that there is convergence to the Ornstein-Uhlenbeck process under the standard normalizations for the test particle variables. Our analysis is primarily directed towards bounding the perturbative effect of the periodic potential on the particle's momentum.Comment: 60 pages. We reorganized the article and made a few simplifications of the conten

Spiking neurons : interacting Hawkes processes, mean field limits and oscillations

This paper gives a short survey of some aspects of the study of Hawkes processes in high dimensions, in view of modeling large systems of interacting neurons. We first present a perfect simulation result allowing for a graphical construction of the process in infinite dimension. Then we turn to the study of mean field limits and show how in some cases the delays present in the Hawkes intensities give rise to oscillatory behavior of the limit process

Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps

likelihood ratio process, repasted Markov processes, diffusion processes, branching processes, branching diffusions,