1,105 research outputs found
Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences
We present a new method for nonlinear prediction of discrete random sequences
under minimal structural assumptions. We give a mathematical construction for
optimal predictors of such processes, in the form of hidden Markov models. We
then describe an algorithm, CSSR (Causal-State Splitting Reconstruction), which
approximates the ideal predictor from data. We discuss the reliability of CSSR,
its data requirements, and its performance in simulations. Finally, we compare
our approach to existing methods using variable-length Markov models and
cross-validated hidden Markov models, and show theoretically and experimentally
that our method delivers results superior to the former and at least comparable
to the latter.Comment: 8 pages, 4 figure
A method for inferring hierarchical dynamics in stochastic processes
Complex systems may often be characterized by their hierarchical dynamics. In
this paper do we present a method and an operational algorithm that
automatically infer this property in a broad range of systems; discrete
stochastic processes. The main idea is to systematically explore the set of
projections from the state space of a process to smaller state spaces, and to
determine which of the projections that impose Markovian dynamics on the
coarser level. These projections, which we call Markov projections, then
constitute the hierarchical dynamics of the system. The algorithm operates on
time series or other statistics, so a priori knowledge of the intrinsic
workings of a system is not required in order to determine its hierarchical
dynamics. We illustrate the method by applying it to two simple processes; a
finite state automaton and an iterated map.Comment: 16 pages, 12 figure
Discovering Functional Communities in Dynamical Networks
Many networks are important because they are substrates for dynamical
systems, and their pattern of functional connectivity can itself be dynamic --
they can functionally reorganize, even if their underlying anatomical structure
remains fixed. However, the recent rapid progress in discovering the community
structure of networks has overwhelmingly focused on that constant anatomical
connectivity. In this paper, we lay out the problem of discovering_functional
communities_, and describe an approach to doing so. This method combines recent
work on measuring information sharing across stochastic networks with an
existing and successful community-discovery algorithm for weighted networks. We
illustrate it with an application to a large biophysical model of the
transition from beta to gamma rhythms in the hippocampus.Comment: 18 pages, 4 figures, Springer "Lecture Notes in Computer Science"
style. Forthcoming in the proceedings of the workshop "Statistical Network
Analysis: Models, Issues and New Directions", at ICML 2006. Version 2: small
clarifications, typo corrections, added referenc
The Computational Structure of Spike Trains
Neurons perform computations, and convey the results of those computations
through the statistical structure of their output spike trains. Here we present
a practical method, grounded in the information-theoretic analysis of
prediction, for inferring a minimal representation of that structure and for
characterizing its complexity. Starting from spike trains, our approach finds
their causal state models (CSMs), the minimal hidden Markov models or
stochastic automata capable of generating statistically identical time series.
We then use these CSMs to objectively quantify both the generalizable structure
and the idiosyncratic randomness of the spike train. Specifically, we show that
the expected algorithmic information content (the information needed to
describe the spike train exactly) can be split into three parts describing (1)
the time-invariant structure (complexity) of the minimal spike-generating
process, which describes the spike train statistically; (2) the randomness
(internal entropy rate) of the minimal spike-generating process; and (3) a
residual pure noise term not described by the minimal spike-generating process.
We use CSMs to approximate each of these quantities. The CSMs are inferred
nonparametrically from the data, making only mild regularity assumptions, via
the causal state splitting reconstruction algorithm. The methods presented here
complement more traditional spike train analyses by describing not only spiking
probability and spike train entropy, but also the complexity of a spike train's
structure. We demonstrate our approach using both simulated spike trains and
experimental data recorded in rat barrel cortex during vibrissa stimulation.Comment: Somewhat different format from journal version but same conten
Inferring hidden Markov models from noisy time sequences: a method to alleviate degeneracy in molecular dynamics
We present a new method for inferring hidden Markov models from noisy time
sequences without the necessity of assuming a model architecture, thus allowing
for the detection of degenerate states. This is based on the statistical
prediction techniques developed by Crutchfield et al., and generates so called
causal state models, equivalent to hidden Markov models. This method is
applicable to any continuous data which clusters around discrete values and
exhibits multiple transitions between these values such as tethered particle
motion data or Fluorescence Resonance Energy Transfer (FRET) spectra. The
algorithms developed have been shown to perform well on simulated data,
demonstrating the ability to recover the model used to generate the data under
high noise, sparse data conditions and the ability to infer the existence of
degenerate states. They have also been applied to new experimental FRET data of
Holliday Junction dynamics, extracting the expected two state model and
providing values for the transition rates in good agreement with previous
results and with results obtained using existing maximum likelihood based
methods.Comment: 19 pages, 9 figure
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
Learning Causal State Representations of Partially Observable Environments
Intelligent agents can cope with sensory-rich environments by learning task-agnostic state abstractions. In this paper, we propose mechanisms to approximate causal states, which optimally compress the joint history of actions and observations in partially-observable Markov decision processes. Our proposed algorithm extracts causal state representations from RNNs that are trained to predict subsequent observations given the history. We demonstrate that these learned task-agnostic state abstractions can be used to efficiently learn policies for reinforcement learning problems with rich observation spaces. We evaluate agents using multiple partially observable navigation tasks with both discrete (GridWorld) and continuous (VizDoom, ALE) observation processes that cannot be solved by traditional memory-limited methods. Our experiments demonstrate systematic improvement of the DQN and tabular models using approximate causal state representations with respect to recurrent-DQN baselines trained with raw inputs
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