Mme Eva Locherbach
Professeur des universités
Mathématiques appliquées et applications des mathématiques
Affectation(s)
SAMM : Statistique, analyse, modélisation multidisciplinaire (UR 4543)
UFR 27 : Mathématiques et informatique
Domaines d'expertise
Recherche
Thèmes de recherche
Théorèmes limites pour des processus de Markov récurents (nuls), méthodes de régéneration en temps continu, inégalités de déviation, inégalités fonctionnelles, vitesse de convergence à l’équilibre, systèmes de particules en interaction, couplage et simulation parfaite, processus de Markov d’ordre variable, modèles stochastiques en neurosciences, statistique des processus, diffusions avec branchement.
Publications
Galves, A., Löcherbach, E., Pouzat, C. (2024) : Probabilistic Spiking Neuronal Nets - Data, Models and Theorems. Springer, Lecture Notes on the Mathematical Modelling in the Life Sciences.
Chevallier, J., Löcherbach, E., Ost, Guilherme (2024) : Inferring the dependence graph density of binary graphical models in high dimension. ArXiv.
Löcherbach, E., Loukianova, D., Marini, E. (2024) : Strong propagation of chaos for systems of interacting particles with nearly stable jumps. ArXiv.
Laxa, K., Löcherbach, E. (2024) : Propagation of chaos and phase transition in a stochastic model for a social network. To appear in JSP. ArXiv.
Tchouanti, J., Löcherbach, E., Reynaud-Bouret, P., Tanré, E. (2024) : Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience. ArXiv.
Löcherbach, E. (2024) : Fluctuations for mean field limits of interacting systems of spiking neurons. Annales de l'IHP 60, 790-823, 2024. ArXiv
Löcherbach, E., Loukianova, D. (2023) : Mean field limits of interacting particle systems with positive stable jumps. ArXiv
Löcherbach, E., Phi, T.C., Reynaud-Bouret, P. (2023) Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms. J. Appl. Prob. 60, 1469–1500, 2023.
Erny, X., Löcherbach, E., Loukianova, D. (2023) : Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling. Ann. Appl. Probab. 33, No. 5, 3563–3586, 2023. ArXiv
Löcherbach, E., Schmutz, V., Schwalger, T. (2023) : On a finite-size neuronal population equation. SIADS 22 (2), 996–1029, 2023. ArXiv
Goncalves, B., Huillet, T., Löcherbach, E. (2023) : On decay-surge population models. Advances in Applied Probability 55, 444–472, 2023.
Erny, X., Löcherbach, E., Loukianova, D. (2022) : White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps. PTRF 183, 1027– 1073, 2022. ArXiv
Goncalves, B., Huillet, T., Löcherbach, E. (2022) : On population growth with catastrophes. 38, 214–249, 2022. ArXiv
Löcherbach, E., Monmarché, P. (2022) : Metastability for systems of interacting neurons. Annales de l’IHP 58, No. 1, 343–378, 2022. ArXiv
Erny, X., Löcherbach, E., Loukianova, D. (2022) : Mean field limits for interacting Hawkes processes in a diffusive regime. Bernoulli 28, 125–149, 2022. ArXiv
Erny, X., Löcherbach, E., Loukianova, D. (2021) : Conditional propagation of chaos for mean field systems of interacting neurons. Electron. J. Prob. 26, 1– 25, 2021. ArXiv
Bonde Raad, M., Löcherbach, E. (2020) : Stability for Hawkes processes with inhibition. Electron. Comm. Probab. 25, 1– 9, 2020. ArXiv
Dion, C., Lemler, S., Löcherbach, E. (2020) : Exponential ergodicity for diffusions with jumps driven by a Hawkes process. Theor. Probability and Math. Statist. 102, 97–115, 2020. ArXiv
Galves, A., Löcherbach, E., Pouzat, C., Presutti, E. (2020) : A system of interacting neurons with short term plasticity. J. Stat. Phys. 178, 869-892. ArXiv
Löcherbach, E. (2020) : Convergence to equilibrium for time inhomogeneous jump diffusions with state dependent jump intensity. J. Theor. Probab. 33, 2280–2314, 2020. Arxiv
Bonde Raad, M., Ditlevsen, S., Löcherbach, E. (2020) : Age dependent Hawkes processes. Annales de l’IHP 56, 1958–1990, 2020. ArXiv
P.A. Ferrari, A. Galves, I. Grigorescu, E. Löcherbach (2018) : Phase transition for infinite systems of spiking neurons. J. Stat. Phys. 172, 1564-1575, 2018. Arxiv
Löcherbach, E. (2019) : Large deviations for oscillating systems of interacting Hawkes processes in a mean field frame. J. Theor. Probab. J. Theor. Probab. 32, 131–162, 2019. Arxiv
Duarte, A., Galves, A., Löcherbach, E., Ost, G. (2019) : Estimating the interaction graph of stochastic neural dynamics. Bernoulli 25, 771–792, 2019. Arxiv
Chevallier, J., Duarte, A., Löcherbach, E., Ost, G. (2019) : Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels. SPA 129, 1-27, 2019. Arxiv
Duarte, A., Löcherbach, E., Ost, G. (2019) : Stability, convergence to equilibrium and simulation of non-linear Hawkes Processes with memory kernels given by the sum of Erlang kernels. ESAIM : Probability and Statistics 23, 770–796, 2019. Arxiv
Löcherbach, E. (2018) : Absolute continuity of the invariant measure in Piecewise Deterministic Markov Processes having degenerate jumps. Stoch. Proc. Appl. 128, 1797–1829, 2018. ArXiv
Hodara, P., Krell, N., Löcherbach, E. (2018) : Non-parametric estimation of the spiking rate in systems of interacting neurons. Statist. Inf. Stoch. Proc. 21, 81-111, 2018. ArXiv
Cassandro, M., Galves, A., Löcherbach, E. (2017) : Information transmission and criticality in the contact process. J. Stat. Phys. 168, 1180-1190, 2017. ArXiv
Cessac, B., Le Ny, A., Löcherbach, E. (2017) : On the mathematical consequences of binning rasters. Neural Computation 29, 146-170, 2017. ArXiv
Ditlevsen, S., Löcherbach, E. (2017) : Multi-class oscillating systems of interacting neurons. Stoch. Proc. Appl. 127, 1840-1869, 2017. ArXiv
Löcherbach, E., Rabiet, V. (2017) : Ergodicity for multidimensional jump diffusions with position dependent jump rate. Annales de l’IHP 53, No 3, 1136-1163, 2017.
Hodara, P., Löcherbach, E. (2017) : Hawkes processes with variable length memory and an infinite number of components. Adv. Appl. Probab. 49, 84-107, 2017. ArXiv
Höpfner, R., Löcherbach, E., Thieullen, M. (2016) : Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model. ESAIM P & S. 20, 527-554, 2016. ArXiv
Galves, A., Löcherbach, E. (2016) : Modelling networks of spiking neurons as interacting processes with memory of variable length. Journal de la Société Française de Statistiques 157, 17-32 (2016). Arxiv
Fournier, N., Löcherbach, E. (2016) : A toy model of interacting neurons. Annales de l’IHP 52, 1844-1876, 2016. ArXiv
Höpfner, R., Löcherbach, E., Thieullen, M. (2017) : Strongly degenerate time inhomogeneous SDEs : densities and support properties. Application to a Hodgkin-Huxley system with periodic input. Bernoulli 23, 2587-2616. Arxiv
De Masi, A., Galves, A., Löcherbach, E., Presutti, A. (2015) : Hydrodynamical limit for a system of interacting neurons. J. Stat. Phys. 158 (2015), 866-902. Arxiv
Höpfner, R., Löcherbach, E., Thieullen, M. (2016) : Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input. Annales de l’IHP 52, No. 1, 483-501 (2016). ArXiv
Galves, A., Löcherbach, E. (2013) : Infinite systems of interacting chains with memory of variable length - a stochastic model for neuronal nets. J. Stat. Physics. 151 No 5, 896-921 (2013). ArXiv
Cassandro, M., Galves, A., Löcherbach, E. (2012) : Partially observed Markov random fields are variable neighborhood random fields. J. Stat. Physics 147, No 4, 795-807 (2012). ArXiv
Löcherbach, E., Loukianova, D. (2013) : Polynomial deviation bounds for recurrent Harris processes having general state space. ESAIM : P&S 17, 195-218, 2013. ArXiv
Löcherbach, E., Loukianova, D., Loukianov, O. (2014) : Spectral condition, hitting times and Nash inequality. Annales de l’IHP 50, No. 4, 1213-1230 (2014). ArXiv
Galves, A., Garcia, N.L., Löcherbach, E., Orlandi, E. (2013) : Kalikow-type decomposition for multicolor infinite range particle systems. Annals of Applied Probability 23, No 4, 1629-1659 (2013). Arxiv
Löcherbach, E., Orlandi, E. (2011) : Neighborhood radius estimation in Variable-neighborhood random fields. Stoch. Proc. Appl. 121, 2151-2185 (2011). ArXiv
Galves, A., Löcherbach, E., Orlandi, E.(2010) : Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations. J. Statistical Physics 138, 476-495 (2010). Arxiv
Löcherbach, E., Loukianova, D. (2011) : Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space. J. Theor. Probab. 25, 231-261 (2012). ArXiv
Löcherbach, E., Loukianova, D., Loukianov, D.(2011) : Polynomial bounds in the Ergodic Theorem for positive recurrent one-dimensional diffusions and integrability of hitting times. Annales de l’IHP, 47, 425-449, 2011. ArXiv
Löcherbach, E., Loukianova, D., Loukianov, D.(2011) : Penalized nonparametric drift estimation in a continuous time one-dimensional diffusion process. ESAIM : P&S, 15, 197-216, 2011.
Löcherbach, E., Loukianova, D.(2009) : The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes, Stoch. Proc. Appl., 119, 2312-2335, 2009.
Galves, A., Löcherbach, E.(2008) : Stochastic chains with memory of variable length. Festschrift in honour of the 75th birthday of Jorma Rissanen, 2008.
Fournier, N., Löcherbach, E.(2009) : Stochastic coalescence with homogeneous-like interaction rates, Stoch. Proc. Appl. 119, 45-71, 2009.
Löcherbach, E., Loukianova, D.(2008) : On Nummelin Splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multidimensional diffusions. Stoch. Proc. Appl. 118, No. 8, 1301-1321, 2008.
Höpfner, R., Löcherbach, E.(2005) : Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration. Ann. I. H. Poincaré PR 41, 1025-1047, 2005.
Löcherbach, E.(2004) : Smoothness of the intensity measure density for interacting branching diffusions with immigrations. J. Func. Analysis 215, 130-177, 2004.
Höpfner, R., Löcherbach, E.(2003) : Limit theorems for null-recurrent Markov processes. Memoirs AMS161, Number 768, 2003.
Höpfner, R., Hoffmann, M., Löcherbach, E.(2002) : Nonparametric estimation of the death rate in branching diffusions. Scand. J. Statist. 29, 665-692, 2002.
Löcherbach, E.(2002) : LAN and LAMN for systems of interacting diffusions with branching and immigration. Ann. I. H. Poincaré 38, 1, 59-90, 2002.
Löcherbach, E.(2002) : Likelihood ratio processes for Markovian particle systems with killing and jumps. Statist. Inf. Stoch. Proc. 5, 153-177, 2002.
Höpfner, R., Löcherbach, E.(1999) : Local asymptotic normality for birth and death on a flow. Stoch. Proc. Appl. 83, 61-77, 1999.
Höpfner, R., Löcherbach, E.(1999) : Statistical models for birth and death on
a flow : local absolute continuity and likelihood ratio processes. Scand. J. Statist. 26, 107-128 (1999).
Höpfner, R., Löcherbach, E.(1998) : Birth and death on a flow : local time and estimation of a position-dependent death rate. Statist. Inf. Stoch. Proc. 1, 225-243, 1998.