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To understand the complex nonlinear dynamics of neural circuits, we fit a structured state-space model called tree-structured recurrent switching linear dynamical system (TrSLDS) to noisy high-dimensional neural time series. TrSLDS is a multi-scale hierarchical generative model for the state-space dynamics where each node of the latent tree captures locally linear dynamics. TrSLDS can be learned efficiently and in a fully Bayesian manner using Gibbs sampling. We showcase TrSLDS' potential of inferring low-dimensional interpretable dynamical systems on a variety of examples.
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Clustering time series with nonlinear dynamics: A Bayesian non-parametric and particle-based approach
We propose a statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups that each comprise time series with similar dynamics. Our motivation comes from neuroscience where an important problem is to identify, within a large assembly of neurons, sub-groups that respond similarly to a stimulus or contingency. In the neural setting, conditioned on cluster membership and the parameters governing the dynamics, time series within a cluster are assumed independent and generated according to a nonlinear binomial state-space model. We derive a Metropolis-within-Gibbs algorithm for full Bayesian inference that alternates between sampling of cluster membership and sampling of parameters of interest. The Metropolis step is a PMMH iteration that requires an unbiased, low variance estimate of the likelihood function of a nonlinear state- space model. We leverage recent results on controlled sequential Monte Carlo to estimate likelihood functions more efficiently compared to the bootstrap particle filter. We apply the framework to time series acquired from the prefrontal cortex of mice in an experiment designed to characterize the neural underpinnings of fear.
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- Award ID(s):
- 1712872
- PAR ID:
- 10089652
- Date Published:
- Journal Name:
- AISTATS
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
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- The DOI is not currently available.
