Showing posts with label MCMC. Show all posts
Showing posts with label MCMC. Show all posts

Tuesday, July 17, 2012

Johaness Bill: July 16th

Probabilistic inference and autonomous learning in recurrent networks of spiking neurons 

Numerous findings from cognitive science and neuroscience indicate that mammals learn and maintain an internal model of their environment, and that they employ this model during perception and decision making in a statistically optimal fashion. Indeed, recent experimental studies suggest that the required computational machinery for probabilistic inference and learning can be traced down to the level of individual spiking neurons in recurrent networks. 

At the Institute for Theoretical Computer Science in Graz, we examine (analytically and through computer simulations) how recurrent neural networks can represent complex joint probability distributions in their transient spike pattern, how external input can be integrated by networks to a Bayesian posterior distribution, and how local synaptic learning rules enable spiking neural networks to autonomously optimize their internal model of the observed input statistics. 

In the talk, I aim to discuss approaches of how recurrent spiking networks can sample from graphical models by means of their internal dynamics, and how spike-timing dependent plasticity rules can implement maximum likelihood learning of generative models.

Monday, December 19, 2011

David Pfau: Dec. 20th

David will be giving a fly-by view of a number of cool papers from NIPS.

First is Empirical Models of Spiking in Neural Populations by Macke, Büsing, Cunningham, Yu, Shenoy and Mahani, where they evaluate the relative merits of GLMs with pairwise coupling and state space models on multielectrode recording in motor cortex.

Next, Quasi-Newton Methods for Markov Chain Monte Carlo by Zhang and Sutton looks at how to use approximate second-order methods like L-BFGS for MCMC while still preserving detailed balance.

Then, Demixed Principal Component Analysis is an extension of PCA which demixes the dependence of different latent dimensions on different observed parameters, and is used to analyze neural data from PFC

Finally, Learning to Learn with Compound Hierarchical-Deep Models, which combines a deep neural network for learning visual features with a hierarchical nonparametric Bayesian model for learning object categories to make one cool-looking demo.

Thursday, October 21, 2010

Micky Vidne: October 27th. s(MC)^2 or Hesitant Particle Filter.

In my talk I will describe a recent extension of the Sequential Monte Carlo (SMC) method. SMCs (particle filters) are a commonly used method to estimate a latent dynamical process from sequential noise-contaminated observations. SMCs are extremely powerful but suffer from sample impoverishment, a situation in which very few different particles represent the distribution of interest. I will describe our attempt to circumvent this fundamental problem by adding an extra MCMC step in the SMC algorithm. I will illustrate the usefulness of this algorithm by considering a toy neuroscience example.

Friday, July 23, 2010

Kolia Sadeghi : July 28

I will present work done with Liam, Jeff Gauthier and others in EJ Chichilnisky's lab on locating retinal cones from multiple ganglion cell recordings.  We write down a single hierarchical model where ganglion cell responses are modeled as independent GLMs with space-time-color separable filters and no spike history.  Assuming the stimulus was gaussian ensures that the ganglion cell Spike Triggered Averages are sufficient statistics.  The spatial component is then assumed to be a weighted sum of non-overlapping and appropriately placed archetypical cone receptive fields.  With a benign approximation, we can integrate out the weights and focus on doing MCMC in the space of cone locations and colors only.  As it turns out, this likelihood landscape has many nasty local maxima; we use parallel tempering and a few techniques specific to this problem to ensure ergodicity of the markov chain.

Doing a google scholar search on parallel tempering, also known as replica exchange, or just exchange Monte Carlo, will bring up many papers on this simple technique. Here is a review:
Parallel tempering: Theory, applications, and new perspectives