Sequential Neural Posterior and Likelihood Approximation

We introduce the sequential neural posterior and likelihood approximation (SNPLA) algorithm. SNPLA is a normalizing flows-based algorithm for inference in implicit models, and therefore is a simulation-based inference method that only requires simulations from a generative model. SNPLA avoids Markov chain Monte Carlo sampling and correction-steps of the parameter proposal function that are introduced in similar methods, but that can be numerically unstable or restrictive. By utilizing the reverse KL divergence, SNPLA manages to learn both the likelihood and the posterior in a sequential manner. Over four experiments, we show that SNPLA performs competitively when utilizing the same number of model simulations as used in other methods, even though the inference problem for SNPLA is more complex due to the joint learning of posterior and likelihood function. Due to utilizing normalizing flows SNPLA generates posterior draws much faster (4 orders of magnitude) than MCMC-based methods.Comment: 28 pages, 8 tables, 14 figures. The supplementary material is attached to the main pape

Identification of linear and nonlinear sensory processing circuits from spiking neuron data

Inferring mathematical models of sensory processing systems directly from input-output observations, while making the fewest assumptions about the model equations and the types of measurements available, is still a major issue in computational neuroscience. This letter introduces two new approaches for identifying sensory circuit models consisting of linear and nonlinear filters in series with spiking neuron models, based only on the sampled analog input to the filter and the recorded spike train output of the spiking neuron. For an ideal integrate-and-fire neuron model, the first algorithm can identify the spiking neuron parameters as well as the structure and parameters of an arbitrary nonlinear filter connected to it. The second algorithm can identify the parameters of the more general leaky integrate-and-fire spiking neuron model, as well as the parameters of an arbitrary linear filter connected to it. Numerical studies involving simulated and real experimental recordings are used to demonstrate the applicability and evaluate the performance of the proposed algorithms

Reconstruction, identification and implementation methods for spiking neural circuits

Integrate-and-fire (IF) neurons are time encoding machines (TEMs) that convert the amplitude of an analog signal into a non-uniform, strictly increasing sequence of spike times. This thesis addresses three major issues in the field of computational neuroscience as well as neuromorphic engineering. The first problem is concerned with the formulation of the encoding performed by an IF neuron. The encoding mechanism is described mathematically by the t-transform equation, whose standard formulation is given by the projection of the stimulus onto a set of input dependent frame functions. As a consequence, the standard methods reconstruct the input of an IF neuron in a space spanned by a set of functions that depend on the stimulus. The process becomes computationally demanding when performing reconstruction from long sequences of spike times. The issue is addressed in this work by developing a new framework in which the IF encoding process is formulated as a problem of uniform sampling on a set of input independent time points. Based on this formulation, new algorithms are introduced for reconstructing the input of an IF neuron belonging to bandlimited as well as shift-invariant spaces. The algorithms are significantly faster, whilst providing a similar level of accuracy, compared to the standard reconstruction methods. Another important issue calls for inferring mathematical models for sensory processing systems directly from input-output observations. This problem was addressed before by performing identification of sensory circuits consisting of linear filters in series with ideal IF neurons, by reformulating the identification problem as one of stimulus reconstruction. The result was extended to circuits in which the ideal IF neuron was replaced by more biophysically realistic models, under the additional assumptions that the spiking neuron parameters are known a priori, or that input-output measurements of the spiking neuron are available. This thesis develops two new identification methodologies for [Nonlinear Filter]-[Ideal IF] and [Linear Filter]-[Leaky IF] circuits consisting of two steps: the estimation of the spiking neuron parameters and the identification of the filter. The methodologies are based on the reformulation of the circuit as a scaled filter in series with a modified spiking neuron. The first methodology identifies an unknown [Nonlinear Filter]-[Ideal IF] circuit from input-output data. The scaled nonlinear filter is estimated using the NARMAX identification methodology for the reconstructed filter output. The [Linear Filter]-[Leaky IF] circuit is identified with the second proposed methodology by first estimating the leaky IF parameters with arbitrary precision using specific stimuli sequences. The filter is subsequently identified using the NARMAX identification methodology. The third problem addressed in this work is given by the need of developing neuromorphic engineering circuits that perform mathematical computations in the spike domain. In this respect, this thesis developed a new representation between the time encoded input and output of a linear filter, where the TEM is represented by an ideal IF neuron. A new practical algorithm is developed based on this representation. The proposed algorithm is significantly faster than the alternative approach, which involves reconstructing the input, simulating the linear filter, and subsequently encoding the resulting output into a spike train

Dynamic models of brain imaging data and their Bayesian inversion

This work is about understanding the dynamics of neuronal systems, in particular with respect to brain connectivity. It addresses complex neuronal systems by looking at neuronal interactions and their causal relations. These systems are characterized using a generic approach to dynamical system analysis of brain signals - dynamic causal modelling (DCM). DCM is a technique for inferring directed connectivity among brain regions, which distinguishes between a neuronal and an observation level. DCM is a natural extension of the convolution models used in the standard analysis of neuroimaging data. This thesis develops biologically constrained and plausible models, informed by anatomic and physiological principles. Within this framework, it uses mathematical formalisms of neural mass, mean-field and ensemble dynamic causal models as generative models for observed neuronal activity. These models allow for the evaluation of intrinsic neuronal connections and high-order statistics of neuronal states, using Bayesian estimation and inference. Critically it employs Bayesian model selection (BMS) to discover the best among several equally plausible models. In the first part of this thesis, a two-state DCM for functional magnetic resonance imaging (fMRI) is described, where each region can model selective changes in both extrinsic and intrinsic connectivity. The second part is concerned with how the sigmoid activation function of neural-mass models (NMM) can be understood in terms of the variance or dispersion of neuronal states. The third part presents a mean-field model (MFM) for neuronal dynamics as observed with magneto- and electroencephalographic data (M/EEG). In the final part, the MFM is used as a generative model in a DCM for M/EEG and compared to the NMM using Bayesian model selection

Nonlinear system identification and control using dynamic multi-time scales neural networks

In this thesis, on-line identification algorithm and adaptive control design are proposed for nonlinear singularly perturbed systems which are represented by dynamic neural network model with multi-time scales. A novel on-line identification law for the Neural Network weights and linear part matrices of the model has been developed to minimize the identification errors. Based on the identification results, an adaptive controller is developed to achieve trajectory tracking. The Lyapunov synthesis method is used to conduct stability analysis for both identification algorithm and control design. To further enhance the stability and performance of the control system, an improved . dynamic neural network model is proposed by replacing all the output signals from the plant with the state variables of the neural network. Accordingly, the updating laws are modified with a dead-zone function to prevent parameter drifting. By combining feedback linearization with one of three classical control methods such as direct compensator, sliding mode controller or energy function compensation scheme, three different adaptive controllers have been proposed for trajectory tracking. New Lyapunov function analysis method is applied for the stability analysis of the improved identification algorithm and three control systems. Extensive simulation results are provided to support the effectiveness of the proposed identification algorithms and control systems for both dynamic NN models

Massively Parallel Spiking Neural Circuits: Encoding, Decoding and Functional Identification

This thesis presents a class of massively parallel spiking neural circuit architectures in which neurons are modeled by dendritic stimulus processors cascaded with spike generators. We investigate how visual stimuli can be represented by the spike times generated by the massively parallel neural circuits, how the spike times can be used to reconstruct and process visual stimuli, and the conditions when visual stimuli can be faithfully represented/reconstructed. Functional identification of the massively parallel neural circuits from spike times and its evaluation are also investigated. Together, this thesis offers a comprehensive analytic framework of massively parallel spiking neural circuit architectures arising in the study of early visual systems. In encoding, modeling of visual stimuli in reproducing kernel Hilbert spaces is presented, recognizing the importance of studying visual encoding in a rigorous mathematical framework. For massively parallel neural circuits with biophysical spike generators, I/O characterization of the biophysical spike generators becomes possible by introducing phase response curve manifolds for the biophysical spike generators. I/O characterization of the entire neural circuit can then be interpreted as generalized sampling in the Hilbert space. Multi-component dendritic stimulus processors are introduced to model visual encoding in stereoscopic color vision. It is also shown that encoding of visual stimuli by an ensemble of complex cells has the complexity of Volterra dendritic stimulus processors. Based on the I/O characterization, reconstruction algorithms are derived to decode, from spike times, visual stimuli encoded by these massively parallel neural circuits. Decoding problems are first formulated as spline interpolation problems. Conditions on faithful reconstruction are presented, allowing the probe of information content carried by the spikes. Algorithms are developed to qualify the decoding in massively parallel settings. For stereoscopic color visual stimuli, demixing of individual channels from an unlabeled set of spike trains is demonstrated. For encoding with complex cells, decoding problems are formulated as rank minimization problems. It is shown that the decoding algorithm does not suffer from the curse of dimensionality and thereby allows for a visual representation using biologically realistic neural resources. The study of visual stimuli encoding and decoding enables the functional identification of massively parallel neural circuits. The duality between decoding and functional identification suggests that algorithms for functional identification of the projection of dendritic stimulus processors onto the space of input stimuli can be formulated similarly to the decoding algorithms. Functional identification of dendritic stimulus processors of neurons carrying stereoscopic color information as well as that of energy processing in complex cells is demonstrated. Furthermore, this duality also inspires a novel method to evaluate the quality of functional identification of massively parallel spiking neural circuits. By reconstructing novel stimuli using identified circuit parameters, the evaluation of the entire identified circuit is reduced to intuitive comparisons in stimulus space. The use of biophysical spike generators advances a methodology in the study of intrinsic noise sources in neurons and their effects on stimulus representation and on precision of functional identification. These effects are investigated using a class of nonlinear neural circuits consisting of both feedforward and feedback Volterra dendritic stimulus processors and biophysical spike generators. It is shown that encoding with neural circuits with intrinsic noise sources can be interpreted as generalized sampling with noisy measurements. Effects of noise on decoding and functional identification are derived theoretically and were systematically investigated by extensive simulations. Finally, the massively parallel neural circuit architectures are shown to enable the implementation of identity preserving transformations in the spike domain using a switching matrix regulating the connection between encoding and decoding. Two realizations of the architectures are developed, and extensive examples using continuous visual streams are provided. Implications of this result on the problem of invariant object recognition in the spike domain are discussed

Simulation-based Inference : From Approximate Bayesian Computation and Particle Methods to Neural Density Estimation

This doctoral thesis in computational statistics utilizes both Monte Carlo methods(approximate Bayesian computation and sequential Monte Carlo) and machine­-learning methods (deep learning and normalizing flows) to develop novel algorithms for infer­ence in implicit Bayesian models. Implicit models are those for which calculating the likelihood function is very challenging (and often impossible), but model simulation is feasible. The inference methods developed in the thesis are simulation­-based infer­ence methods since they leverage the possibility to simulate data from the implicit models. Several approaches are considered in the thesis: Paper II and IV focus on classical methods (sequential Monte Carlo­-based methods), while paper I and III fo­cus on more recent machine learning methods (deep learning and normalizing flows, respectively).Paper I constructs novel deep learning methods for learning summary statistics for approximate Bayesian computation (ABC). To achieve this paper I introduces the partially exchangeable network (PEN), a deep learning architecture specifically de­signed for Markovian data (i.e., partially exchangeable data).Paper II considers Bayesian inference in stochastic differential equation mixed-effects models (SDEMEM). Bayesian inference for SDEMEMs is challenging due to the intractable likelihood function of SDEMEMs. Paper II addresses this problem by designing a novel a Gibbs­-blocking strategy in combination with correlated pseudo­ marginal methods. The paper also discusses how custom particle filters can be adapted to the inference procedure.Paper III introduces the novel inference method sequential neural posterior and like­lihood approximation (SNPLA). SNPLA is a simulation­-based inference algorithm that utilizes normalizing flows for learning both the posterior distribution and the likelihood function of an implicit model via a sequential scheme. By learning both the likelihood and the posterior, and by leveraging the reverse Kullback Leibler (KL) divergence, SNPLA avoids ad­-hoc correction steps and Markov chain Monte Carlo (MCMC) sampling.Paper IV introduces the accelerated-delayed acceptance (ADA) algorithm. ADA can be viewed as an extension of the delayed­-acceptance (DA) MCMC algorithm that leverages connections between the two likelihood ratios of DA to further accelerate MCMC sampling from the posterior distribution of interest, although our approach introduces an approximation. The main case study of paper IV is a double­-well po­tential stochastic differential equation (DWP­SDE) model for protein-­folding data (reaction coordinate data)

Neural density estimation and likelihood-free inference

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their likelihood is intractable, known as likelihood-free inference. The contribution of the thesis is a set of new methods for addressing these problems that are based on recent advances in neural networks and deep learning. The first part of the thesis is about density estimation. The joint probability density of a collection of random variables is a useful mathematical description of their statistical properties, but can be hard to estimate from data, especially when the number of random variables is large. Traditional density-estimation methods such as histograms or kernel density estimators are effective for a small number of random variables, but scale badly as the number increases. In contrast, models for density estimation based on neural networks scale better with the number of random variables, and can incorporate domain knowledge in their design. My main contribution is Masked Autoregressive Flow, a new model for density estimation based on a bijective neural network that transforms random noise to data. At the time of its introduction, Masked Autoregressive Flow achieved state-of-the-art results in general-purpose density estimation. Since its publication, Masked Autoregressive Flow has contributed to the broader understanding of neural density estimation, and has influenced subsequent developments in the field. The second part of the thesis is about likelihood-free inference. Typically, a statistical model can be specified either as a likelihood function that describes the statistical relationship between model parameters and data, or as a simulator that can be run forward to generate data. Specifying a statistical model as a simulator can offer greater modelling flexibility and can produce more interpretable models, but can also make inference of model parameters harder, as the likelihood of the parameters may no longer be tractable. Traditional techniques for likelihood-free inference such as approximate Bayesian computation rely on simulating data from the model, but often require a large number of simulations to produce accurate results. In this thesis, I cast the problem of likelihood-free inference as a density-estimation problem, and address it with neural density models. My main contribution is the introduction of two new methods for likelihood-free inference: Sequential Neural Posterior Estimation (Type A), which estimates the posterior, and Sequential Neural Likelihood, which estimates the likelihood. Both methods use a neural density model to estimate the posterior/likelihood, and a sequential training procedure to guide simulations. My experiments show that the proposed methods produce accurate results, and are often orders of magnitude faster than alternative methods based on approximate Bayesian computation

Biophysical Sources of 1/f Noises in Neurological Tissue

High levels of random noise are a defining characteristic of neurological signals at all levels, from individual neurons up to electroencephalograms (EEG). These random signals degrade the performance of many methods of neuroengineering and medical neuroscience. Understanding this noise also is essential for applications such as real-time brain-computer interfaces (BCIs), which must make accurate control decisions from very short data epochs. The major type of neurological noise is of the so-called 1/f-type, whose origins and statistical nature has remained unexplained for decades. This research provides the first simple explanation of 1/f-type neurological noise based on biophysical fundamentals. In addition, noise models derived from this theory provide validated algorithm performance improvements over alternatives. Specifically, this research defines a new class of formal latent-variable stochastic processes called hidden quantum models (HQMs) which clarify the theoretical foundations of ion channel signal processing. HQMs are based on quantum state processes which formalize time-dependent observation. They allow the quantum-based calculation of channel conductance autocovariance functions, essential for frequency-domain signal processing. HQMs based on a particular type of observation protocol called independent activated measurements are shown to be distributionally equivalent to hidden Markov models yet without an underlying physical Markov process. Since the formal Markov processes are non-physical, the theory of activated measurement allows merging energy-based Eyring rate theories of ion channel behavior with the more common phenomenological Markov kinetic schemes to form energy-modulated quantum channels. These unique biophysical concepts developed to understand the mechanisms of ion channel kinetics have the potential of revolutionizing our understanding of neurological computation. To apply this theory, the simplest quantum channel model consistent with neuronal membrane voltage-clamp experiments is used to derive the activation eigenenergies for the Hodgkin-Huxley K+ and Na+ ion channels. It is shown that maximizing entropy under constrained activation energy yields noise spectral densities approximating S(f) = 1/f, thus offering a biophysical explanation for this ubiquitous noise component. These new channel-based noise processes are called generalized van der Ziel-McWhorter (GVZM) power spectral densities (PSDs). This is the only known EEG noise model that has a small, fixed number of parameters, matches recorded EEG PSD\u27s with high accuracy from 0 Hz to over 30 Hz without infinities, and has approximately 1/f behavior in the mid-frequencies. In addition to the theoretical derivation of the noise statistics from ion channel stochastic processes, the GVZM model is validated in two ways. First, a class of mixed autoregressive models is presented which simulate brain background noise and whose periodograms are proven to be asymptotic to the GVZM PSD. Second, it is shown that pairwise comparisons of GVZM-based algorithms, using real EEG data from a publicly-available data set, exhibit statistically significant accuracy improvement over two well-known and widely-used steady-state visual evoked potential (SSVEP) estimators