arXiv subjects

Etienne Tanré

Publications and source records attributed to Etienne Tanré.

At least 19 recordsLinked to original sources

arXiv2026

Mean-field analysis of a neural network with stochastic STDP

Analysing biological spiking neural network models with synaptic plasticity has proven to be challenging both theoretically and numerically. In a network with N all-to-all connected neurons, the number of synaptic connections is on the order of $N^2$, making these models computationally demanding. Furthermore, the intricate coupling between neuron and synapse dynamics, along with the heterogeneity generated by plasticity, hinder the use of classic theoretical tools such as mean-field or slow-fast analyses. To address these challenges, we introduce a new variable which we term a typical neuron X. Viewed as a post-synaptic neuron, X is composed of the activity state V , the time since its last spike S, and the empirical distribution $ξ$ of the triplet V , S and W (incoming weight) associated to the pre-synaptic neurons. In particular, we study a stochastic spike-timing-dependent plasticity (STDP) model of connection in a probabilistic Wilson-Cowan spiking neural network model, which features binary neural activity. Taking the large N limit, we obtain from the empirical distribution of the typical neuron a simplified yet accurate representation of the original spiking network. This mean-field limit is a piecewise deterministic Markov process (PDMP) of McKean-Vlasov type, where the typical neuron dynamics depends on its own distribution. We term this analysis McKean-Vlasov mean-field (MKV-MF). Our approach not only reduces computational complexity but also provides insights into the dynamics of this spiking neural network with plasticity. The model obtained is mathematically exact and capable of tracking transient changes. This analysis marks the first exploration of MKV-MF dynamics in a network of spiking neurons interacting with STDP.

physics.bio-ph↗

arXiv2025

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience

Permutation tests have been proposed by Albert et al. (2015) to detect dependence between point processes, modeling in particular spike trains, that is the time occurrences of action potentials emitted by neurons. Our present work focuses on exhibiting a criterion on the separation rate to ensure that the Type II errors of these tests are controlled non asymptotically. This criterion is then discussed in two major models in neuroscience: the jittering Poisson model and Hawkes processes having $M$ components interacting in a mean field frame and evolving in stationary regime. For both models, we obtain a lower bound of the size $n$ of the sample necessary to detect the dependency between two neurons.

math.ST↗

arXiv2025

Universality of the mean-field equations of networks of Hopfield-like neurons

We revisit the problem of characterising the mean-field limit of a network of Hopfield-like neurons. Building on the previous works of Ben Arous and Guionnet we establish for a large class of networks of Hopfield-like neurons, i.e. rate neurons, the mean-field equations on a time interval $[0,\,T]$, $T>0$, of the thermodynamic limit of these networks, i.e. the limit when the number of neurons goes to infinity. Here, we do not assume that the synaptic weights describing the connections between the neurons are i.i.d. as zero-mean Gaussians. The limit equations are stochastic and very simply described in terms of two functions, a ``correlation'' function noted $K_Q(t,\,s)$ and a ``mean'' function noted $m_Q(t)$. The ``noise'' part of the equations is a linear function of the Brownian motion, which is obtained by solving a Volterra equation of the second kind whose resolving kernel is expressed as a function of $K_Q$. We give a constructive proof of the uniqueness of the limit equations. We use the corresponding algorithm for an effective computation of the functions $K_Q$ and $m_Q$, given the weights distribution. Several numerical experiments are reported.

math.PR↗

arXiv2025

On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations

We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the law are twofold: i) we quantify the spatial regularity of the law, while keeping track of integrability in time, and ii) we prove that it has a density with Gaussian tails. Then the former result is used to establish novel results on existence and uniqueness of solutions to McKean-Vlasov equations of convolutional type.

math.PR↗

arXiv2025

Spiking Neural Models for Decision-Making Tasks with Learning

In cognition, response times and choices in decision-making tasks are commonly modeled using Drift Diffusion Models (DDMs), which describe the accumulation of evidence for a decision as a stochastic process, specifically a Brownian motion, with the drift rate reflecting the strength of the evidence. In the same vein, the Poisson counter model describes the accumulation of evidence as discrete events whose counts over time are modeled as Poisson processes, and has a spiking neurons interpretation as these processes are used to model neuronal activities. However, these models lack a learning mechanism and are limited to tasks where participants have prior knowledge of the categories. To bridge the gap between cognitive and biological models, we propose a biologically plausible Spiking Neural Network (SNN) model for decision-making that incorporates a learning mechanism and whose neurons activities are modeled by a multivariate Hawkes process. First, we show a coupling result between the DDM and the Poisson counter model, establishing that these two models provide similar categorizations and reaction times and that the DDM can be approximated by spiking Poisson neurons. To go further, we show that a particular DDM with correlated noise can be derived from a Hawkes network of spiking neurons governed by a local learning rule. In addition, we designed an online categorization task to evaluate the model predictions. This work provides a significant step toward integrating biologically relevant neural mechanisms into cognitive models, fostering a deeper understanding of the relationship between neural activity and behavior.

cs.LG↗

arXiv2024

Brownian particles controlled by their occupation measure

In this article, we study a finite horizon linear-quadratic stochastic control problem for Brownian particles, where the cost functions depend on the state and the occupation measure of the particles. To address this problem, we develop an Itô formula for the flow of occupation measure, which enables us to derive the associated Hamilton-Jacobi-Bellman equation. Then, thanks to a Feynman-Kac formula and the Boué-Dupuis formula, we construct an optimal strategy and an optimal trajectory. Finally, we illustrate our result when the cost-function is the volume of the sausage associated to the particles.

math.PR↗

arXiv2024

Ergodicity of some stochastic Fokker-Planck equations with additive common noise

In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises. We provide sufficient conditions under which the deterministic counterpart of the Fokker-Planck equation, which corresponds to particle systems that are just subjected to independent noises, has several invariant measures, but for which the stochastic version admits a unique invariant measure under the presence of the additive common noise. The very difficulty comes from the fact that the common noise is just of finite dimension while the state variable, which should be seen as the conditional marginal law of the system given the common noise, lives in a space of infinite dimension. In this context, our result holds true if, in addition to standard confining properties, the mean field interaction term forces the system to be attracted by its conditional mean given the common noise and the intensity of the idiosyncratic noise is small.

math.PR↗

arXiv2023

Regularisation by fractional noise for one-dimensional differential equations with distributional drift

We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is understood as a nonlinear Young equation. This involves a nonlinear Young integral constructed in the space of functions with finite $p$-variation, which is well suited when $b$ is a measure. Depending on $H$, a condition on the Besov regularity of $b$ is given so that solutions to the equation exist. The construction is deterministic, and $B$ can be replaced by a deterministic path $w$ with a sufficiently smooth local time. Using this construction we prove the existence of weak solutions (in the probabilistic sense). We also prove that solutions coincide with limits of strong solutions obtained by regularisation of $b$. This is used to establish pathwise uniqueness and existence of a strong solution. In particular when $b$ is a finite measure, weak solutions exist for $H<\sqrt{2}-1$, while pathwise uniqueness and strong existence hold when $H\leqslant 1/4$. The proofs involve fine properties of the local time of the fractional Brownian motion, as well as new regularising properties of this process which are established using the stochastic sewing Lemma.

math.PR↗

arXiv2021

Hopf bifurcation in a Mean-Field model of spiking neurons

We study a family of non-linear McKean-Vlasov SDEs driven by a Poisson measure, modelling the mean-field asymptotic of a network of generalized Integrate-and-Fire neurons. We give sufficient conditions to have periodic solutions through a Hopf bifurcation. Our spectral conditions involve the location of the roots of an explicit holomorphic function. The proof relies on two main ingredients. First, we introduce a discrete time Markov Chain modeling the phases of the successive spikes of a neuron. The invariant measure of this Markov Chain is related to the shape of the periodic solutions. Secondly, we use the Lyapunov-Schmidt method to obtain self-consistent oscillations. We illustrate the result with a toy model for which all the spectral conditions can be analytically checked.

math.PR↗

arXiv2020

Long time behavior of a mean-field model of interacting neurons

We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron in a large network. We prove that for a small enough interaction parameter, any solution converges to the unique (in this case) invariant measure. To this aim, we first obtain global bounds on the jump rate and derive a Volterra type integral equation satisfied by this rate. We then replace temporary the interaction part of the equation by a deterministic external quantity (we call it the external current). For constant current, we obtain the convergence to the invariant measure. Using a perturbation method, we extend this result to more general external currents. Finally, we prove the result for the non-linear McKean-Vlasov equation.

math.PR↗

arXiv2020

Asymptotic behavior of a network of neurons with random linear interactions

We study the asymptotic behavior for asymmetric neuronal dynamics in a network of linear Hopfield neurons. The interaction between the neurons is modeled by random couplings which are centered i.i.d. random variables with finite moments of all orders. We prove that if the initial condition of the network is a set of i.i.d. random variables and independent of the synaptic weights, each component of the limit system is described as the sum of the corresponding coordinate of the initial condition with a centered Gaussian process whose covariance function can be described in terms of a modified Bessel function. This process is not Markovian. The convergence is in law almost surely with respect to the random weights. Our method is essentially based on the method of moments to obtain a Central Limit Theorem.

math.PR↗

arXiv2020

Penalisation techniques for one-dimensional reflected rough differential equations

In this paper we solve real-valued rough differential equations (RDEs) reflected on an irregular boundary. The solution $Y$ is constructed as the limit of a sequence $(Y^n)_{n\in\mathbb{N}}$ of solutions to RDEs with unbounded drifts $(ψ_n)_{n\in\mathbb{N}}$. The penalisation $ψ_n$ increases with $n$. Along the way, we thus also provide an existence theorem and a Doss-Sussmann representation for RDEs with a drift growing at most linearly. In addition, a speed of convergence of the sequence of penalised paths to the reflected solution is obtained. \\ We finally use the penalisation method to prove that the law at time $t>0$ of some reflected Gaussian RDE is absolutely contiuous with respect to the Lebesgue measure.

math.PR↗

arXiv2019

On a toy network of neurons interacting through their dendrites

Consider a large number $n$ of neurons, each being connected to approximately $N$ other ones, chosen at random. When a neuron spikes, which occurs randomly at some rate depending on its electric potential, its potential is set to a minimum value $v_{min}$, and this initiates, after a small delay, two fronts on the (linear) dendrites of all the neurons to which it is connected. Fronts move at constant speed. When two fronts (on the dendrite of the same neuron) collide, they annihilate. When a front hits the soma of a neuron, its potential is increased by a small value $w_n$. Between jumps, the potentials of the neurons are assumed to drift in $[v_{min},\infty)$, according to some well-posed ODE. We prove the existence and uniqueness of a heuristically derived mean-field limit of the system when $n,N \to \infty$ with $w_n \simeq N^{-1/2}$. We make use of some recent versions of the results of Deuschel and Zeitouni \cite{dz} concerning the size of the longest increasing subsequence of an i.i.d. collection of points in the plan. We also study, in a very particular case, a slightly different model where the neurons spike when their potential reach some maximum value $v_{max}$, and find an explicit formula for the (heuristic) mean-field limit.

math.PR↗

arXiv2018

An integrate-and-fire model to generate spike trains with long-range dependence

Long-range dependence (LRD) has been observed in a variety of phenomena in nature, and for several years also in the spiking activity of neurons. Often, this is interpreted as originating from a non-Markovian system. Here we show that a purely Markovian integrate-and-fire (IF) model, with a noisy slow adaptation term, can generate interspike intervals (ISIs) that appear as having LRD. However a proper analysis shows that this is not the case asymptotically. For comparison, we also consider a new model of individual IF neuron with fractional (non-Markovian) noise. The correlations of its spike trains are studied and proven to have LRD, unlike classical IF models. On the other hand, to correctly measure long-range dependence, it is usually necessary to know if the data are stationary. Thus, a methodology to evaluate stationarity of the ISIs is presented and applied to the various IF models. We explain that Markovian IF models may seem to have LRD because of non-stationarities.

q-bio.NC↗

arXiv2017

Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size

We study the synchronization of fully-connected and totally excitatory integrate and fire neural networks in presence of Gaussian white noises. Using a large deviation principle, we prove the stability of the synchronized state under stochastic perturbations. Then, we give a lower bound on the probability of synchronization for networks which are not initially synchronized. This bound shows the robustness of the emergence of synchronization in presence of small stochastic perturbations.

math.PR↗

arXiv2017

An unbiased Monte Carlo estimator for derivatives. Application to CIR

In this paper, we present extensions of the exact simulation algorithm introduced by Beskos et al. (2006). First, a modification in the order in which the simulation is done accelerates the algorithm. In addition, we propose a truncated version of the modified algorithm. We obtain a control of the bias of this last version, exponentially small in function of the truncation parameter. Then, we extend it to more general drift functions. Our main result is an unbiased algorithm to approximate the two first derivatives with respect to the initial condition $x$ of quantities with the form $\mathbb{E}Ψ(X_T^x)$. We describe it in details in dimension 1 and also discuss its multi-dimensional extensions for the evaluation of $\mathbb{E}Ψ(X_T^x)$. Finally, we apply the algorithm to the CIR process and perform numerical tests to compare it with classical approximation procedures.

math.PR↗

arXiv2015

Liquidity costs: a new numerical methodology and an empirical study

We consider rate swaps which pay a fixed rate against a floating rate in presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit strategy optimizing an expected function of the hedging error. We here propose an efficient algorithm based on the stochastic gradient method to compute an approximate optimal strategy without solving a stochastic control problem. We validate our algorithm by numerical experiments. We also develop several variants of the algorithm and discuss their performances in terms of the numerical parameters and the liquidity cost.

q-fin.CP↗

arXiv2015

The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach

Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases. Several mathematical studies proposed to approximate the pdf in a quite general framework or even to simulate this hitting time using a discrete time approximation of the Brownian motion. The authors study a new algorithm which permits to simulate the first-passage time using an iterating procedure. The convergence rate presented in this paper suggests that the method is very efficient.

math.PR↗