Dynamic Decomposition of Spatiotemporal Neural Signals

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framework that uses a linearized model of these dynamic states in order to decompose the measured neural signal into a series of components that capture both rhythmic and non-rhythmic neural activity. The method is based on stochastic differential equations and Gaussian process regression. Through computer simulations and analysis of magnetoencephalographic data, we demonstrate the efficacy of the method in identifying meaningful modulations of oscillatory signals corrupted by structured temporal and spatiotemporal noise. These results suggest that the method is particularly suitable for the analysis and interpretation of complex temporal and spatiotemporal neural signals

Bayesian Methods in Tensor Analysis

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a convenient way to introduce sparsity into the model and conduct uncertainty quantification. In this article, we provide an overview of frequentist and Bayesian methods for solving tensor completion and regression problems, with a focus on Bayesian methods. We review common Bayesian tensor approaches including model formulation, prior assignment, posterior computation, and theoretical properties. We also discuss potential future directions in this field.Comment: 32 pages, 8 figures, 2 table

Variational log-Gaussian point-process methods for grid cells

We present practical solutions to applying Gaussian‐process (GP) methods to calculate spatial statistics for grid cells in large environments. GPs are a data efficient approach to inferring neural tuning as a function of time, space, and other variables. We discuss how to design appropriate kernels for grid cells, and show that a variational Bayesian approach to log‐Gaussian Poisson models can be calculated quickly. This class of models has closed‐form expressions for the evidence lower‐bound, and can be estimated rapidly for certain parameterizations of the posterior covariance. We provide an implementation that operates in a low‐rank spatial frequency subspace for further acceleration, and demonstrate these methods on experimental data

Scaling Multidimensional Inference for Big Structured Data

In information technology, big data is a collection of data sets so large and complex that it becomes difficult to process using traditional data processing applications [151]. In a world of increasing sensor modalities, cheaper storage, and more data oriented questions, we are quickly passing the limits of tractable computations using traditional statistical analysis methods. Methods which often show great results on simple data have difficulties processing complicated multidimensional data. Accuracy alone can no longer justify unwarranted memory use and computational complexity. Improving the scaling properties of these methods for multidimensional data is the only way to make these methods relevant. In this work we explore methods for improving the scaling properties of parametric and nonparametric models. Namely, we focus on the structure of the data to lower the complexity of a specific family of problems. The two types of structures considered in this work are distributive optimization with separable constraints (Chapters 2-3), and scaling Gaussian processes for multidimensional lattice input (Chapters 4-5). By improving the scaling of these methods, we can expand their use to a wide range of applications which were previously intractable open the door to new research questions

mfEGRA: Multifidelity Efficient Global Reliability Analysis through Active Learning for Failure Boundary Location

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability analysis using Monte Carlo sampling for expensive-to-evaluate high-fidelity models by using cheaper-to-evaluate approximations of the high-fidelity model. The method builds on the Efficient Global Reliability Analysis (EGRA) method, which is a surrogate-based method that uses adaptive sampling for refining Gaussian process surrogates for failure boundary location using a single-fidelity model. Our method introduces a two-stage adaptive sampling criterion that uses a multifidelity Gaussian process surrogate to leverage multiple information sources with different fidelities. The method combines expected feasibility criterion from EGRA with one-step lookahead information gain to refine the surrogate around the failure boundary. The computational savings from mfEGRA depends on the discrepancy between the different models, and the relative cost of evaluating the different models as compared to the high-fidelity model. We show that accurate estimation of reliability using mfEGRA leads to computational savings of $\sim$46% for an analytic multimodal test problem and 24% for a three-dimensional acoustic horn problem, when compared to single-fidelity EGRA. We also show the effect of using a priori drawn Monte Carlo samples in the implementation for the acoustic horn problem, where mfEGRA leads to computational savings of 45% for the three-dimensional case and 48% for a rarer event four-dimensional case as compared to single-fidelity EGRA

Linear latent force models using Gaussian processes.

Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics