Efficient transfer entropy analysis of non-stationary neural time series

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these observations, available estimators assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that deals with the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method. We test the performance and robustness of our implementation on data from simulated stochastic processes and demonstrate the method's applicability to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscientific data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and artificial systems.Comment: 27 pages, 7 figures, submitted to PLOS ON

Connected component identification and cluster update on GPU

Cluster identification tasks occur in a multitude of contexts in physics and engineering such as, for instance, cluster algorithms for simulating spin models, percolation simulations, segmentation problems in image processing, or network analysis. While it has been shown that graphics processing units (GPUs) can result in speedups of two to three orders of magnitude as compared to serial codes on CPUs for the case of local and thus naturally parallelized problems such as single-spin flip update simulations of spin models, the situation is considerably more complicated for the non-local problem of cluster or connected component identification. I discuss the suitability of different approaches of parallelization of cluster labeling and cluster update algorithms for calculations on GPU and compare to the performance of serial implementations.Comment: 15 pages, 14 figures, one table, submitted to PR

A Multi-signal Variant for the GPU-based Parallelization of Growing Self-Organizing Networks

Among the many possible approaches for the parallelization of self-organizing networks, and in particular of growing self-organizing networks, perhaps the most common one is producing an optimized, parallel implementation of the standard sequential algorithms reported in the literature. In this paper we explore an alternative approach, based on a new algorithm variant specifically designed to match the features of the large-scale, fine-grained parallelism of GPUs, in which multiple input signals are processed at once. Comparative tests have been performed, using both parallel and sequential implementations of the new algorithm variant, in particular for a growing self-organizing network that reconstructs surfaces from point clouds. The experimental results show that this approach allows harnessing in a more effective way the intrinsic parallelism that the self-organizing networks algorithms seem intuitively to suggest, obtaining better performances even with networks of smaller size.Comment: 17 page

Parallel Algorithm for Solving Kepler's Equation on Graphics Processing Units: Application to Analysis of Doppler Exoplanet Searches

[Abridged] We present the results of a highly parallel Kepler equation solver using the Graphics Processing Unit (GPU) on a commercial nVidia GeForce 280GTX and the "Compute Unified Device Architecture" programming environment. We apply this to evaluate a goodness-of-fit statistic (e.g., chi^2) for Doppler observations of stars potentially harboring multiple planetary companions (assuming negligible planet-planet interactions). We tested multiple implementations using single precision, double precision, pairs of single precision, and mixed precision arithmetic. We find that the vast majority of computations can be performed using single precision arithmetic, with selective use of compensated summation for increased precision. However, standard single precision is not adequate for calculating the mean anomaly from the time of observation and orbital period when evaluating the goodness-of-fit for real planetary systems and observational data sets. Using all double precision, our GPU code outperforms a similar code using a modern CPU by a factor of over 60. Using mixed-precision, our GPU code provides a speed-up factor of over 600, when evaluating N_sys > 1024 models planetary systems each containing N_pl = 4 planets and assuming N_obs = 256 observations of each system. We conclude that modern GPUs also offer a powerful tool for repeatedly evaluating Kepler's equation and a goodness-of-fit statistic for orbital models when presented with a large parameter space.Comment: 19 pages, to appear in New Astronom