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Decomposing multivariate time series with certain basic dynamics is crucial for understanding, predicting and controlling nonlinear spatiotemporally dynamic systems such as the brain. Dynamic mode decomposition (DMD) is a method for…
A Magnetoencephalography (MEG) time-series recording consists of multi-channel signals collected by superconducting sensors, with each signal's intensity reflecting magnetic field changes over time at the sensor location. Automating…
Circular variables such as phase or orientation have received considerable attention throughout the scientific and engineering communities and have recently been quite prominent in the field of neuroscience. While many analytic techniques…
Non-invasive brainwave decoding is usually done using Magneto/Electroencephalography (MEG/EEG) sensor measurements as inputs. This makes combining datasets and building models with inductive biases difficult as most datasets use different…
The brain is a system operating on multiple time scales, and characterisation of dynamics across time scales remains a challenge. One framework to study such dynamics is that of fractal geometry. However, currently there exists no…
Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…
The goal of this study is to develop focal, accurate and robust finite element method (FEM) based approaches which can predict the electric potential on the surface of the computational domain given its structure and internal primary source…
The increasing availability of multiple network data has highlighted the need for statistical models for heterogeneous populations of networks. A convenient framework makes use of metrics to measure similarity between networks. In this…
Understanding how adult humans learn non-native speech categories such as tone information has shed novel insights into the mechanisms underlying experience-dependent brain plasticity. Scientists have traditionally examined these questions…
Electroencephalography (EEG) is shown to be a valuable data source for evaluating subjects' mental states. However, the interpretation of multi-modal EEG signals is challenging, as they suffer from poor signal-to-noise-ratio, are highly…
Motivation: Several different threads of research have been proposed for modeling and mining temporal data. On the one hand, approaches such as dynamic Bayesian networks (DBNs) provide a formal probabilistic basis to model relationships…
Magnetoencephalography (MEG) is an important noninvasive, nonhazardous technology for functional brain mapping, measuring the magnetic fields due to the intracellular neuronal current flow in the brain. However, the inherent level of noise…
We propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential…
Multi-electrode arrays (MEAs) can record extracellular action potentials (also known as 'spikes') from hundreds or thousands of neurons simultaneously. Inference of a functional network from a spike train is a fundamental and formidable…
Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…
We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…
Optically-pumped magnetometers (OPM) -- next-generation magnetoencephalography (MEG) sensors -- may be placed directly on the head, unlike the more commonly used superconducting quantum interference device (SQUID) sensors, which must be…
In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…
With advances in neural recording techniques, neuroscientists are now able to record the spiking activity of many hundreds of neurons simultaneously, and new statistical methods are needed to understand the structure of this large-scale…