Mme Eva Locherbach

Professeur des universités

Mathématiques appliquées et applications des mathématiques

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.