Related papers: Bayesian inference for continuous time animal move…
We present a hidden Markov model that describes variation in an animal's position associated with varying levels of activity in action potential spike trains of individual place cell neurons. The model incorporates a coarse-graining of…
Random walks have been proposed as a simple method of efficiently searching, or disseminating information throughout, communication and sensor networks. In nature, animals (such as ants) tend to follow correlated random walks, i.e., random…
We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory model with unknown periodicities, where our goal is to estimate…
The two dominant approaches for the analysis of species-habitat associations in animals have been shown to reach divergent conclusions. Models fitted from the viewpoint of an individual (step selection functions), once scaled up, do not…
Hidden Markov models can describe time series arising in various fields of science, by treating the data as noisy measurements of an arbitrarily complex Markov process. Sequential Monte Carlo (SMC) methods have become standard tools to…
Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…
We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…
Studying the neurological, genetic and evolutionary basis of human vocal communication mechanisms using animal vocalization models is an important field of neuroscience. The data sets typically comprise structured sequences of syllables or…
This analysis derives the maximum likelihood estimator and applies Bayesian inference to model geometric Brownian motion, incorporating jump diffusion to account for sudden market shifts. The Bayesian approach is implemented using Markov…
A pervasive challenge in neuroscience is testing whether neuronal connectivity changes over time due to specific causes, such as stimuli, events, or clinical interventions. Recent hardware innovations and falling data storage costs enable…
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…
This paper proposes a hierarchical spatial-temporal model for modelling the spectrograms of animal calls. The motivation stems from analyzing recordings of the so-called grunt calls emitted by various lemur species. Our goal is to identify…
There is a lack of simple and scalable algorithms for uncertainty quantification. Bayesian methods quantify uncertainty through posterior and predictive distributions, but it is difficult to rapidly estimate summaries of these…
Variational inference has had great success in scaling approximate Bayesian inference to big data by exploiting mini-batch training. To date, however, this strategy has been most applicable to models of independent data. We propose an…
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…
Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…
Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…
Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…
A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…