Auxiliary-variable Exact Hamiltonian Monte Carlo Samplers for Binary Distributions

We present a new approach to sample from generic binary distributions, based on an exact Hamiltonian Monte Carlo algorithm applied to a piecewise continuous augmentation of the binary distribution of interest. An extension of this idea to distributions over mixtures of binary and possibly-truncated Gaussian or exponential variables allows us to sample from posteriors of linear and probit regression models with spike-and-slab priors and truncated parameters. We illustrate the advantages of these algorithms in several examples in which they outperform the Metropolis or Gibbs samplers.Comment: 11 pages, 4 figures. Proceedings of the 27th Annual Conference Neural Information Processing Systems (NIPS), 201

A Bayesian approach for inferring neuronal connectivity from calcium fluorescent imaging data

Deducing the structure of neural circuits is one of the central problems of modern neuroscience. Recently-introduced calcium fluorescent imaging methods permit experimentalists to observe network activity in large populations of neurons, but these techniques provide only indirect observations of neural spike trains, with limited time resolution and signal quality. In this work we present a Bayesian approach for inferring neural circuitry given this type of imaging data. We model the network activity in terms of a collection of coupled hidden Markov chains, with each chain corresponding to a single neuron in the network and the coupling between the chains reflecting the network's connectivity matrix. We derive a Monte Carlo Expectation--Maximization algorithm for fitting the model parameters; to obtain the sufficient statistics in a computationally-efficient manner, we introduce a specialized blockwise-Gibbs algorithm for sampling from the joint activity of all observed neurons given the observed fluorescence data. We perform large-scale simulations of randomly connected neuronal networks with biophysically realistic parameters and find that the proposed methods can accurately infer the connectivity in these networks given reasonable experimental and computational constraints. In addition, the estimation accuracy may be improved significantly by incorporating prior knowledge about the sparseness of connectivity in the network, via standard L$_1$ penalization methods.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS303 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bayesian spike inference from calcium imaging data

We present efficient Bayesian methods for extracting neuronal spiking information from calcium imaging data. The goal of our methods is to sample from the posterior distribution of spike trains and model parameters (baseline concentration, spike amplitude etc) given noisy calcium imaging data. We present discrete time algorithms where we sample the existence of a spike at each time bin using Gibbs methods, as well as continuous time algorithms where we sample over the number of spikes and their locations at an arbitrary resolution using Metropolis-Hastings methods for point processes. We provide Rao-Blackwellized extensions that (i) marginalize over several model parameters and (ii) provide smooth estimates of the marginal spike posterior distribution in continuous time. Our methods serve as complements to standard point estimates and allow for quantification of uncertainty in estimating the underlying spike train and model parameters

Reparameterizing the Birkhoff Polytope for Variational Permutation Inference

Many matching, tracking, sorting, and ranking problems require probabilistic reasoning about possible permutations, a set that grows factorially with dimension. Combinatorial optimization algorithms may enable efficient point estimation, but fully Bayesian inference poses a severe challenge in this high-dimensional, discrete space. To surmount this challenge, we start with the usual step of relaxing a discrete set (here, of permutation matrices) to its convex hull, which here is the Birkhoff polytope: the set of all doubly-stochastic matrices. We then introduce two novel transformations: first, an invertible and differentiable stick-breaking procedure that maps unconstrained space to the Birkhoff polytope; second, a map that rounds points toward the vertices of the polytope. Both transformations include a temperature parameter that, in the limit, concentrates the densities on permutation matrices. We then exploit these transformations and reparameterization gradients to introduce variational inference over permutation matrices, and we demonstrate its utility in a series of experiments