What Is a Macrostate? Subjective Observations and Objective Dynamics

We consider the question of whether thermodynamic macrostates are objective consequences of dynamics, or subjective reflections of our ignorance of a physical system. We argue that they are both; more specifically, that the set of macrostates forms the unique maximal partition of phase space which 1) is consistent with our observations (a subjective fact about our ability to observe the system) and 2) obeys a Markov process (an objective fact about the system's dynamics). We review the ideas of computational mechanics, an information-theoretic method for finding optimal causal models of stochastic processes, and argue that macrostates coincide with the ``causal states'' of computational mechanics. Defining a set of macrostates thus consists of an inductive process where we start with a given set of observables, and then refine our partition of phase space until we reach a set of states which predict their own future, i.e. which are Markovian. Macrostates arrived at in this way are provably optimal statistical predictors of the future values of our observables.Comment: 15 pages, no figure

Ensemble Inhibition and Excitation in the Human Cortex: an Ising Model Analysis with Uncertainties

The pairwise maximum entropy model, also known as the Ising model, has been widely used to analyze the collective activity of neurons. However, controversy persists in the literature about seemingly inconsistent findings, whose significance is unclear due to lack of reliable error estimates. We therefore develop a method for accurately estimating parameter uncertainty based on random walks in parameter space using adaptive Markov Chain Monte Carlo after the convergence of the main optimization algorithm. We apply our method to the spiking patterns of excitatory and inhibitory neurons recorded with multielectrode arrays in the human temporal cortex during the wake-sleep cycle. Our analysis shows that the Ising model captures neuronal collective behavior much better than the independent model during wakefulness, light sleep, and deep sleep when both excitatory (E) and inhibitory (I) neurons are modeled; ignoring the inhibitory effects of I-neurons dramatically overestimates synchrony among E-neurons. Furthermore, information-theoretic measures reveal that the Ising model explains about 80%-95% of the correlations, depending on sleep state and neuron type. Thermodynamic measures show signatures of criticality, although we take this with a grain of salt as it may be merely a reflection of long-range neural correlations.Comment: 17 pages, 8 figure

kk-MLE: A fast algorithm for learning statistical mixture models

We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expected complete) likelihood. Given prescribed mixture weights, the hard clustering $k$-MLE algorithm iteratively assigns data to the most likely weighted component and update the component models using Maximum Likelihood Estimators (MLEs). Using the duality between exponential families and Bregman divergences, we prove that the local convergence of the complete likelihood of $k$-MLE follows directly from the convergence of a dual additively weighted Bregman hard clustering. The inner loop of $k$-MLE can be implemented using any $k$-means heuristic like the celebrated Lloyd's batched or Hartigan's greedy swap updates. We then show how to update the mixture weights by minimizing a cross-entropy criterion that implies to update weights by taking the relative proportion of cluster points, and reiterate the mixture parameter update and mixture weight update processes until convergence. Hard EM is interpreted as a special case of $k$-MLE when both the component update and the weight update are performed successively in the inner loop. To initialize $k$-MLE, we propose $k$-MLE++, a careful initialization of $k$-MLE guaranteeing probabilistically a global bound on the best possible complete likelihood.Comment: 31 pages, Extend preliminary paper presented at IEEE ICASSP 201