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Metropolis-Hastings estimates intractable expectations - can differentiating the algorithm estimate their gradients? The challenge is that Metropolis-Hastings trajectories are not conventionally differentiable due to the discrete…

Statistics Theory · Mathematics 2024-06-21 Gaurav Arya , Moritz Schauer , Ruben Seyer

Calcium imaging permits optical measurement of neural activity. Since intracellular calcium concentration is an indirect measurement of neural activity, computational tools are necessary to infer the true underlying spiking activity from…

Machine Learning · Statistics 2017-11-07 Artur Speiser , Jinyao Yan , Evan Archer , Lars Buesing , Srinivas C. Turaga , Jakob H. Macke

Quantification of neuronal correlations in neuron populations helps us to understand neural coding rules. Such quantification could also reveal how neurons encode information in normal and disease conditions like Alzheimer's and…

Neurons and Cognition · Quantitative Biology 2021-05-10 Sathish Ande , Srinivas Avasarala , Ajith Karunarathne , Lopamudra Giri , Soumya Jana

The relative timing of action potentials in neurons recorded from local cortical networks often shows a non-trivial dependence, which is then quantified by cross-correlation functions. Theoretical models emphasize that such spike train…

Neurons and Cognition · Quantitative Biology 2017-06-28 Taskin Deniz , Stefan Rotter

Couplings play a central role in the analysis of Markov chain convergence and in the construction of novel Markov chain Monte Carlo estimators, diagnostics, and variance reduction techniques. The set of possible couplings is often…

Statistics Theory · Mathematics 2023-01-09 John O'Leary , Guanyang Wang

Restricted Boltzmann Machines and Deep Belief Networks have been successfully used in a wide variety of applications including image classification and speech recognition. Inference and learning in these algorithms uses a Markov Chain Monte…

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

Quantification of information content and its temporal variation in intracellular calcium spike trains in neurons helps one understand functions such as memory, learning, and cognition. Such quantification could also reveal pathological…

Signal Processing · Electrical Eng. & Systems 2021-02-02 Sathish Ande , Srinivas Avasarala , Jayanth R Regatti , Neha Pandey , Sarpras Swain , Ajith Karunarathne , Lopamudra Giri , Soumya Jana

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

In this paper we consider the problem of detecting statistically significant sequential patterns in multi-neuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays…

Neurons and Cognition · Quantitative Biology 2008-08-28 P. S. Sastry , K. P. Unnikrishnan

Neuroscientists have worked on the problem of estimating synaptic properties, such as connectivity and strength, from simultaneously recorded spike trains since the 1960s. Recent years have seen renewed interest in the problem, coinciding…

Neurons and Cognition · Quantitative Biology 2024-05-07 Zach Saccomano , Sam Mckenzie , Horacio Rotstein , Asohan Amarasingham

Sampling from the lattice Gaussian distribution plays an important role in various research fields. In this paper, the Markov chain Monte Carlo (MCMC)-based sampling technique is advanced in several fronts. Firstly, the spectral gap for the…

Information Theory · Computer Science 2018-07-31 Zheng Wang , Cong Ling

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

We derive a Markov Chain Monte Carlo sampler based on following ray paths in a medium where the refractive index $n(x)$ is a function of the desired likelihood $\mathcal{L}(x)$. The sampling method propagates rays at constant speed through…

Instrumentation and Methods for Astrophysics · Physics 2025-10-31 Peter Behroozi

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

We present a geometrically enhanced Markov chain Monte Carlo sampler for networks based on a discrete curvature measure defined on graphs. Specifically, we incorporate the concept of graph Forman curvature into sampling procedures on both…

Machine Learning · Statistics 2021-10-12 John Sigbeku , Emil Saucan , Anthea Monod

A long tradition in theoretical neuroscience casts sensory processing in the brain as the process of inferring the maximally consistent interpretations of imperfect sensory input. Recently it has been shown that Gamma-band inhibition can…

Neurons and Cognition · Quantitative Biology 2017-09-04 Lorenz K. Muller , Giacomo Indiveri

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

The Metropolis-Hastings (MH) algorithm is the prototype for a class of Markov chain Monte Carlo methods that propose transitions between states and then accept or reject the proposal. These methods generate a correlated sequence of random…

Computational Physics · Physics 2011-05-12 Albert H. Mao , Rohit V. Pappu
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