On directed information theory and Granger causality graphs

Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks can be used to assess Granger causality graphs of stochastic processes. We show that directed information theory includes measures such as the transfer entropy, and that it is the adequate information theoretic framework needed for neuroscience applications, such as connectivity inference problems.Comment: accepted for publications, Journal of Computational Neuroscienc

Predictability, complexity and learning

We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm pred} (T)$ can remain finite, grow logarithmically, or grow as a fractional power law. If the time series allows us to learn a model with a finite number of parameters, then $I_{\rm pred} (T)$ grows logarithmically with a coefficient that counts the dimensionality of the model space. In contrast, power--law growth is associated, for example, with the learning of infinite parameter (or nonparametric) models such as continuous functions with smoothness constraints. There are connections between the predictive information and measures of complexity that have been defined both in learning theory and in the analysis of physical systems through statistical mechanics and dynamical systems theory. Further, in the same way that entropy provides the unique measure of available information consistent with some simple and plausible conditions, we argue that the divergent part of $I_{\rm pred} (T)$ provides the unique measure for the complexity of dynamics underlying a time series. Finally, we discuss how these ideas may be useful in different problems in physics, statistics, and biology.Comment: 53 pages, 3 figures, 98 references, LaTeX2

Entropy-based parametric estimation of spike train statistics

We consider the evolution of a network of neurons, focusing on the asymptotic behavior of spikes dynamics instead of membrane potential dynamics. The spike response is not sought as a deterministic response in this context, but as a conditional probability : "Reading out the code" consists of inferring such a probability. This probability is computed from empirical raster plots, by using the framework of thermodynamic formalism in ergodic theory. This gives us a parametric statistical model where the probability has the form of a Gibbs distribution. In this respect, this approach generalizes the seminal and profound work of Schneidman and collaborators. A minimal presentation of the formalism is reviewed here, while a general algorithmic estimation method is proposed yielding fast convergent implementations. It is also made explicit how several spike observables (entropy, rate, synchronizations, correlations) are given in closed-form from the parametric estimation. This paradigm does not only allow us to estimate the spike statistics, given a design choice, but also to compare different models, thus answering comparative questions about the neural code such as : "are correlations (or time synchrony or a given set of spike patterns, ..) significant with respect to rate coding only ?" A numerical validation of the method is proposed and the perspectives regarding spike-train code analysis are also discussed.Comment: 37 pages, 8 figures, submitte