Rescaling, thinning or complementing? On goodness-of-fit procedures for point process models and Generalized Linear Models

Generalized Linear Models (GLMs) are an increasingly popular framework for modeling neural spike trains. They have been linked to the theory of stochastic point processes and researchers have used this relation to assess goodness-of-fit using methods from point-process theory, e.g. the time-rescaling theorem. However, high neural firing rates or coarse discretization lead to a breakdown of the assumptions necessary for this connection. Here, we show how goodness-of-fit tests from point-process theory can still be applied to GLMs by constructing equivalent surrogate point processes out of time-series observations. Furthermore, two additional tests based on thinning and complementing point processes are introduced. They augment the instruments available for checking model adequacy of point processes as well as discretized models.Comment: 9 pages, to appear in NIPS 2010 (Neural Information Processing Systems), corrected missing referenc

Parameter estimation of binned Hawkes processes

A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due to the sheer volume of activity. Combined with practical limits on the accuracy of measurements, binned data is common. In order to use point processes to model such event data, tools for handling parameter estimation are essential. Here we consider parameter estimation of the Hawkes process, a type of self-exciting point process that has found application in the modeling of financial stock markets, earthquakes and social media cascades. We develop a novel optimization approach to parameter estimation of binned Hawkes processes using a modified Expectation-Maximization algorithm, referred to as Binned Hawkes Expectation Maximization (BH-EM). Through a detailed simulation study, we demonstrate that existing methods are capable of producing severely biased and highly variable parameter estimates and that our novel BH-EM method significantly outperforms them in all studied circumstances. We further illustrate the performance on network flow (NetFlow) data between devices in a real large-scale computer network, to characterize triggering behavior. These results highlight the importance of correct handling of binned data

Point process modeling as a framework to dissociate intrinsic and extrinsic components in neural systems

Understanding the factors shaping neuronal spiking is a central problem in neuroscience. Neurons may have complicated sensitivity and, often, are embedded in dynamic networks whose ongoing activity may influence their likelihood of spiking. One approach to characterizing neuronal spiking is the point process generalized linear model (GLM), which decomposes spike probability into explicit factors. This model represents a higher level of abstraction than biophysical models, such as Hodgkin-Huxley, but benefits from principled approaches for estimation and validation. Here we address how to infer factors affecting neuronal spiking in different types of neural systems. We first extend the point process GLM, most commonly used to analyze single neurons, to model population-level voltage discharges recorded during human seizures. Both GLMs and descriptive measures reveal rhythmic bursting and directional wave propagation. However, we show that GLM estimates account for covariance between these features in a way that pairwise measures do not. Failure to account for this covariance leads to confounded results. We interpret the GLM results to speculate the mechanisms of seizure and suggest new therapies. The second chapter highlights flexibility of the GLM. We use this single framework to analyze enhancement, a statistical phenomenon, in three distinct systems. Here we define the enhancement score, a simple measure of shared information between spike factors in a GLM. We demonstrate how to estimate the score, including confidence intervals, using simulated data. In real data, we find that enhancement occurs prominently during human seizure, while redundancy tends to occur in mouse auditory networks. We discuss implications for physiology, particularly during seizure. In the third part of this thesis, we apply point process modeling to spike trains recorded from single units in vitro under external stimulation. We re-parameterize models in a low-dimensional and physically interpretable way; namely, we represent their effects in principal component space. We show that this approach successfully separates the neurons observed in vitro into different classes consistent with their gene expression profiles. Taken together, this work contributes a statistical framework for analyzing neuronal spike trains and demonstrates how it can be applied to create new insights into clinical and experimental data sets

Adversaria Attacks and Defense Mechanisms to Improve Robustness of Deep Temporal Point Processes

Indiana University-Purdue University Indianapolis (IUPUI)Temporal point processes (TPP) are mathematical approaches for modeling asynchronous event sequences by considering the temporal dependency of each event on past events and its instantaneous rate. Temporal point processes can model various problems, from earthquake aftershocks, trade orders, gang violence, and reported crime patterns, to network analysis, infectious disease transmissions, and virus spread forecasting. In each of these cases, the entity’s behavior with the corresponding information is noted over time as an asynchronous event sequence, and the analysis is done using temporal point processes, which provides a means to define the generative mechanism of the sequence of events and ultimately predict events and investigate causality. Among point processes, Hawkes process as a stochastic point process is able to model a wide range of contagious and self-exciting patterns. One of Hawkes process’s well-known applications is predicting the evolution of viral processes on networks, which is an important problem in biology, the social sciences, and the study of the Internet. In existing works, mean-field analysis based upon degree distribution is used to predict viral spreading across networks of different types. However, it has been shown that degree distribution alone fails to predict the behavior of viruses on some real-world networks. Recent attempts have been made to use assortativity to address this shortcoming. This thesis illustrates how the evolution of such a viral process is sensitive to the underlying network’s structure. In Chapter 3 , we show that adding assortativity does not fully explain the variance in the spread of viruses for a number of real-world networks. We propose using the graphlet frequency distribution combined with assortativity to explain variations in the evolution of viral processes across networks with identical degree distribution. Using a data-driven approach, by coupling predictive modeling with viral process simulation on real-world networks, we show that simple regression models based on graphlet frequency distribution can explain over 95% of the variance in virality on networks with the same degree distribution but different network topologies. Our results highlight the importance of graphlets and identify a small collection of graphlets that may have the most significant influence over the viral processes on a network. Due to the flexibility and expressiveness of deep learning techniques, several neural network-based approaches have recently shown promise for modeling point process intensities. However, there is a lack of research on the possible adversarial attacks and the robustness of such models regarding adversarial attacks and natural shocks to systems. Furthermore, while neural point processes may outperform simpler parametric models on in-sample tests, how these models perform when encountering adversarial examples or sharp non-stationary trends remains unknown. In Chapter 4 , we propose several white-box and black-box adversarial attacks against deep temporal point processes. Additionally, we investigate the transferability of whitebox adversarial attacks against point processes modeled by deep neural networks, which are considered a more elevated risk. Extensive experiments confirm that neural point processes are vulnerable to adversarial attacks. Such a vulnerability is illustrated both in terms of predictive metrics and the effect of attacks on the underlying point process’s parameters. Expressly, adversarial attacks successfully transform the temporal Hawkes process regime from sub-critical to into a super-critical and manipulate the modeled parameters that is considered a risk against parametric modeling approaches. Additionally, we evaluate the vulnerability and performance of these models in the presence of non-stationary abrupt changes, using the crimes and Covid-19 pandemic dataset as an example. Considering the security vulnerability of deep-learning models, including deep temporal point processes, to adversarial attacks, it is essential to ensure the robustness of the deployed algorithms that is despite the success of deep learning techniques in modeling temporal point processes. In Chapter 5 , we study the robustness of deep temporal point processes against several proposed adversarial attacks from the adversarial defense viewpoint. Specifically, we investigate the effectiveness of adversarial training using universal adversarial samples in improving the robustness of the deep point processes. Additionally, we propose a general point process domain-adopted (GPDA) regularization, which is strictly applicable to temporal point processes, to reduce the effect of adversarial attacks and acquire an empirically robust model. In this approach, unlike other computationally expensive approaches, there is no need for additional back-propagation in the training step, and no further network isrequired. Ultimately, we propose an adversarial detection framework that has been trained in the Generative Adversarial Network (GAN) manner and solely on clean training data. Finally, in Chapter 6 , we discuss implications of the research and future research directions