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  1. Nonlinear state-space models are powerful tools to describe dynamical structures in complex time series. In a streaming setting where data are processed one sample at a time, simultaneous inference of the state and its nonlinear dynamics has posed significant challenges in practice. We develop a novel online learning framework, leveraging variational inference and sequential Monte Carlo, which enables flexible and accurate Bayesian joint filtering. Our method provides an approximation of the filtering posterior which can be made arbitrarily close to the true filtering distribution for a wide class of dynamics models and observation models. Specifically, the proposed framework can efficiently approximate a posterior over the dynamics using sparse Gaussian processes, allowing for an interpretable model of the latent dynamics. Constant time complexity per sample makes our approach amenable to online learning scenarios and suitable for real-time applications. 
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  2. null (Ed.)
    In recent years, the efficacy of using artificial recurrent neural networks to model cortical dynamics has been a topic of interest. Gated recurrent units (GRUs) are specialized memory elements for building these recurrent neural networks. Despite their incredible success in natural language, speech, video processing, and extracting dynamics underlying neural data, little is understood about the specific dynamics representable in a GRU network, and how these dynamics play a part in performance and generalization. As a result, it is both difficult to know a priori how successful a GRU network will perform on a given task, and also their capacity to mimic the underlying behavior of their biological counterparts. Using a continuous time analysis, we gain intuition on the inner workings of GRU networks. We restrict our presentation to low dimensions, allowing for a comprehensive visualization. We found a surprisingly rich repertoire of dynamical features that includes stable limit cycles (nonlinear oscillations), multi-stable dynamics with various topologies, and homoclinic bifurcations. At the same time GRU networks are limited in their inability to produce continuous attractors, which are hypothesized to exist in biological neural networks. We contextualize the usefulness of different kinds of observed dynamics and support our claims experimentally. 
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  3. Brain dynamics can exhibit narrow-band nonlinear oscillations and multistability. For a subset of disorders of consciousness and motor control, we hypothesized that some symptoms originate from the inability to spontaneously transition from one attractor to another. Using external perturbations, such as electrical pulses delivered by deep brain stimulation devices, it may be possible to induce such transition out of the pathological attractors. However, the induction of transition may be non-trivial, rendering the current open-loop stimulation strategies insufficient. In order to develop next-generation neural stimulators that can intelligently learn to induce attractor transitions, we require a platform to test the efficacy of such systems. To this end, we designed an analog circuit as a model for the multistable brain dynamics. The circuit spontaneously oscillates stably on two periods as an instantiation of a 3-dimensional continuous-time gated recurrent neural network. To discourage simple perturbation strategies, such as constant or random stimulation patterns from easily inducing transition between the stable limit cycles, we designed a state-dependent nonlinear circuit interface for external perturbation. We demonstrate the existence of nontrivial solutions to the transition problem in our circuit implementation. 
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