Hawkes process modelling for chemical reaction networks in a random environment
DOI10.1137/23M1588573MaRDI QIDQ6629677FDOQ6629677
Authors: Mark Sinzger-D'Angelo, J. Hasenauer, Heinz Koeppl 
Publication date: 30 October 2024
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
spectral analysisHawkes processrandom environmentchemical reaction networksMarkov-modulated Poisson processmarginal simulation
Applications of continuous-time Markov processes on discrete state spaces (60J28) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Dynamical systems in biology (37N25) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Systems biology, networks (92C42) Simulation of dynamical systems (37M05) Processes in random environments (60K37) Classical flows, reactions, etc. in chemistry (92E20)
Cites Work
- Simulation of nonhomogeneous poisson processes by thinning
- A theory of the term structure of interest rates
- An Introduction to the Theory of Point Processes
- Spectra of some self-exciting and mutually exciting point processes
- Statistical models based on counting processes
- Maximum likelihood estimation of Hawkes' self-exciting point processes
- Title not available (Why is that?)
- On Lewis' simulation method for point processes
- Nonparametric inference for a family of counting processes
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
- Model-based decoding, information estimation, and change-point detection techniques for multineuron spike trains
- Global theory of the Riccati equation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stability of nonlinear Hawkes processes
- Title not available (Why is that?)
- An Introduction to the Theory of Point Processes
- Stochastic models, estimation, and control. Vol. 2,3
- Point processes and queues. Martingale dynamics
- Title not available (Why is that?)
- Stochastic methods. A handbook for the natural and social sciences
- Stochastic approach to chemical kinetics
- Bounds on the capacity of a spectrally constrained Poisson channel
- Solving the chemical master equation for monomolecular reaction systems analytically
- Conditional Expectation and Unbiased Sequential Estimation
- Filtering and detection for doubly stochastic Poisson processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- An estimator for the relative entropy rate of path measures for stochastic differential equations
- Title not available (Why is that?)
- Continuous-time filters for state estimation from point process models of neural data
- Title not available (Why is that?)
- Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach
- Title not available (Why is that?)
- Steady-state fluctuations of a genetic feedback loop with fluctuating rate parameters using the unified colored noise approximation
- Queues Driven by Hawkes Processes
- Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
- Mutual Information and Conditional Mean Estimation in Poisson Channels
- Mutual Information, Relative Entropy, and Estimation in the Poisson Channel
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
- Bye bye, linearity, bye: quantification of the mean for linear CRNs in a random environment
- Counting processes with piecewise-deterministic Markov conditional intensity: asymptotic analysis, implementation, and information-theoretic use
This page was built for publication: Hawkes process modelling for chemical reaction networks in a random environment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6629677)
