17,709 research outputs found
Diffusion Maps Kalman Filter for a Class of Systems with Gradient Flows
In this paper, we propose a non-parametric method for state estimation of
high-dimensional nonlinear stochastic dynamical systems, which evolve according
to gradient flows with isotropic diffusion. We combine diffusion maps, a
manifold learning technique, with a linear Kalman filter and with concepts from
Koopman operator theory. More concretely, using diffusion maps, we construct
data-driven virtual state coordinates, which linearize the system model. Based
on these coordinates, we devise a data-driven framework for state estimation
using the Kalman filter. We demonstrate the strengths of our method with
respect to both parametric and non-parametric algorithms in three tracking
problems. In particular, applying the approach to actual recordings of
hippocampal neural activity in rodents directly yields a representation of the
position of the animals. We show that the proposed method outperforms competing
non-parametric algorithms in the examined stochastic problem formulations.
Additionally, we obtain results comparable to classical parametric algorithms,
which, in contrast to our method, are equipped with model knowledge.Comment: 15 pages, 12 figures, submitted to IEEE TS
Penalized Likelihood and Bayesian Function Selection in Regression Models
Challenging research in various fields has driven a wide range of
methodological advances in variable selection for regression models with
high-dimensional predictors. In comparison, selection of nonlinear functions in
models with additive predictors has been considered only more recently. Several
competing suggestions have been developed at about the same time and often do
not refer to each other. This article provides a state-of-the-art review on
function selection, focusing on penalized likelihood and Bayesian concepts,
relating various approaches to each other in a unified framework. In an
empirical comparison, also including boosting, we evaluate several methods
through applications to simulated and real data, thereby providing some
guidance on their performance in practice
A control algorithm for autonomous optimization of extracellular recordings
This paper develops a control algorithm that can autonomously position an electrode so as to find and then maintain an optimal extracellular recording position. The algorithm was developed and tested in a two-neuron computational model representative of the cells found in cerebral cortex. The algorithm is based on a stochastic optimization of a suitably defined signal quality metric and is shown capable of finding the optimal recording position along representative sampling directions, as well as maintaining the optimal signal quality in the face of modeled tissue movements. The application of the algorithm to acute neurophysiological recording experiments and its potential implications to chronic recording electrode arrays are discussed
Approximate Methods for State-Space Models
State-space models provide an important body of techniques for analyzing
time-series, but their use requires estimating unobserved states. The optimal
estimate of the state is its conditional expectation given the observation
histories, and computing this expectation is hard when there are
nonlinearities. Existing filtering methods, including sequential Monte Carlo,
tend to be either inaccurate or slow. In this paper, we study a nonlinear
filter for nonlinear/non-Gaussian state-space models, which uses Laplace's
method, an asymptotic series expansion, to approximate the state's conditional
mean and variance, together with a Gaussian conditional distribution. This {\em
Laplace-Gaussian filter} (LGF) gives fast, recursive, deterministic state
estimates, with an error which is set by the stochastic characteristics of the
model and is, we show, stable over time. We illustrate the estimation ability
of the LGF by applying it to the problem of neural decoding and compare it to
sequential Monte Carlo both in simulations and with real data. We find that the
LGF can deliver superior results in a small fraction of the computing time.Comment: 31 pages, 4 figures. Different pagination from journal version due to
incompatible style files but same content; the supplemental file for the
journal appears here as appendices B--E
Training deep neural density estimators to identify mechanistic models of neural dynamics
Mechanistic modeling in neuroscience aims to explain observed phenomena in terms of underlying causes. However, determining which model parameters agree with complex and stochastic neural data presents a significant challenge. We address this challenge with a machine learning tool which uses deep neural density estimators-- trained using model simulations-- to carry out Bayesian inference and retrieve the full space of parameters compatible with raw data or selected data features. Our method is scalable in parameters and data features, and can rapidly analyze new data after initial training. We demonstrate the power and flexibility of our approach on receptive fields, ion channels, and Hodgkin-Huxley models. We also characterize the space of circuit configurations giving rise to rhythmic activity in the crustacean stomatogastric ganglion, and use these results to derive hypotheses for underlying compensation mechanisms. Our approach will help close the gap between data-driven and theory-driven models of neural dynamics
Measuring Shared Information and Coordinated Activity in Neuronal Networks
Most nervous systems encode information about stimuli in the responding
activity of large neuronal networks. This activity often manifests itself as
dynamically coordinated sequences of action potentials. Since multiple
electrode recordings are now a standard tool in neuroscience research, it is
important to have a measure of such network-wide behavioral coordination and
information sharing, applicable to multiple neural spike train data. We propose
a new statistic, informational coherence, which measures how much better one
unit can be predicted by knowing the dynamical state of another. We argue
informational coherence is a measure of association and shared information
which is superior to traditional pairwise measures of synchronization and
correlation. To find the dynamical states, we use a recently-introduced
algorithm which reconstructs effective state spaces from stochastic time
series. We then extend the pairwise measure to a multivariate analysis of the
network by estimating the network multi-information. We illustrate our method
by testing it on a detailed model of the transition from gamma to beta rhythms.Comment: 8 pages, 6 figure
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