Research

Preprints

• Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python,
  R.E. Lacoste, (2025). HAL , arXiv , GitHub

Publications

• Lasso-type estimator and classification algorithm for high-dimensional multivariate Hawkes processes,
  C. Denis, C. Dion-Blanc, R.E. Lacoste, L. Sansonnet (2026). HAL , arXiv
  Scandinavian Journal of Statistics.
• The duration of acoustic bat passes as a proxy of foraging activity,
  C. Roemer, S. Chayrigues, R.E. Lacoste and Y. Bas (2024).
  Journal of Bat Research & Conservation.
• Bats Monitoring: A Classification Procedure of Bats Behaviors based on Hawkes Processes,
  C. Denis, C. Dion-Blanc, R.E. Lacoste, L. Sansonnet and Y. Bas (2024). HAL , GitHub
  Journal of the Royal Statistical Society, Series C (Applied Statistics).

PhD thesis

• Inference and classification for Hawkes processes : from an application in ecology to a theoretical high-dimensional study, bridged by implementation,
  R.E. Lacoste, (2025).