Computational inference of neural information flow networks.

Determining how information flows along anatomical brain pathways is a fundamental requirement for understanding how animals perceive their environments, learn, and behave. Attempts to reveal such neural information flow have been made using linear computational methods, but neural interactions are known to be nonlinear. Here, we demonstrate that a dynamic Bayesian network (DBN) inference algorithm we originally developed to infer nonlinear transcriptional regulatory networks from gene expression data collected with microarrays is also successful at inferring nonlinear neural information flow networks from electrophysiology data collected with microelectrode arrays. The inferred networks we recover from the songbird auditory pathway are correctly restricted to a subset of known anatomical paths, are consistent with timing of the system, and reveal both the importance of reciprocal feedback in auditory processing and greater information flow to higher-order auditory areas when birds hear natural as opposed to synthetic sounds. A linear method applied to the same data incorrectly produces networks with information flow to non-neural tissue and over paths known not to exist. To our knowledge, this study represents the first biologically validated demonstration of an algorithm to successfully infer neural information flow networks.

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.