A multiscale correlation of wavelet coefficients approach to spike detection

Extracellular chronic recordings have been used as important evidence in neuroscientific studies to unveil the fundamental neural network mechanisms in the brain. Spike detection is the first step in the analysis of recorded neural waveforms to decipher useful information and provide useful signals for brain-machine interface applications. The process of spike detection is to extract action potentials from the recordings, which are often compounded with noise from different sources. This study proposes a new detection algorithm that leverages a technique from wavelet-based image edge detection. It utilizes the correlation between wavelet coefficients at different sampling scales to create a robust spike detector. The algorithm has one tuning parameter, which potentially reduces the subjectivity of detection results. Both artificial benchmark data sets and real neural recordings are used to evaluate the detection performance of the proposed algorithm. Compared with other detection algorithms, the proposed method has a comparable or better detection performance. In this letter, we also demonstrate its potential for real-time implementation.     

Optimal filtering for spike sorting of multi-site electrode recordings

We derive an optimal linear filter, to reduce the distortions of the peak amplitudes of action potentials in extracellular multitrode recordings, which are due to background activity and overlapping spikes. This filter is being learned very efficiently from the raw recordings in an unsupervised manner and responds to the average waveform with an impulse of minimal width. The average waveform does not have to be known in advance, but is learned together with the optimal filter. The peak amplitude of a filtered waveform is a more reliable estimate for the amplitude of an action potential than the peak of the biphasic waveform and can improve the accuracy of the event detection and clustering procedures. We demonstrate a spike-sorting application, in which events are detected using the Mahalanobis distance in the N-dimensional space of filtered recordings as a distance measure, and the event amplitudes of the filtered recordings are clustered to assign events to individual units. This method is fast and robust, and we show its performance by applying it to real tetrode recordings of spontaneous activity in the visual cortex of an anaesthetized cat and to realistic artificial data derived therefrom.     

Flexible modelling of random effects in linear mixed models—A Bayesian approach

Flexible modelling of random effects in linear mixed models has attracted some attention recently. In this paper, we propose the use of finite Gaussian mixtures as in Verbeke and Lesaffre [A linear mixed model with heterogeneity in the random-effects population, J. Amu. Statist. Assoc. 91, 217-221]. We adopt a fully Bayesian hierarchical framework that allows simultaneous estimation of the number of mixture components together with other model parameters. The technique employed is the Reversible Jump MCMC algorithm (Richardson and Green [On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion). J. Roy. Statist. Soc. Ser. B 59, 731-792]). This approach has the advantage of producing a direct comparison of different mixture models through posterior probabilities from a single run of the MCMC algorithm. Moreover, the Bayesian setting allows us to integrate over different mixture models to obtain a more robust density estimate of the random effects. We focus on linear mixed models with a random intercept and a random slope. Numerical results on simulated data sets and a real data set are provided to demonstrate the usefulness of the proposed method.     

Mixtures of Factor Analysers. Bayesian Estimation and Inference by Stochastic Simulation

Factor Analysis (FA) is a well established probabilistic approach to unsupervised learning for complex systems involving correlated variables in high-dimensional spaces. FA aims principally to reduce the dimensionality of the data by projecting high-dimensional vectors on to lower-dimensional spaces. However, because of its inherent linearity, the generic FA model is essentially unable to capture data complexity when the input space is nonhomogeneous. A finite Mixture of Factor Analysers (MFA) is a globally nonlinear and therefore more flexible extension of the basic FA model that overcomes the above limitation by combining the local factor analysers of each cluster of the heterogeneous input space. The structure of the MFA model offers the potential to model the density of high-dimensional observations adequately while also allowing both clustering and local dimensionality reduction. Many aspects of the MFA model have recently come under close scrutiny, from both the likelihood-based and the Bayesian perspectives. In this paper, we adopt a Bayesian approach, and more specifically a treatment that bases estimation and inference on the stochastic simulation of the posterior distributions of interest. We first treat the case where the number of mixture components and the number of common factors are known and fixed, and we derive an efficient Markov Chain Monte Carlo (MCMC) algorithm based on Data Augmentation to perform inference and estimation. We also consider the more general setting where there is uncertainty about the dimensionalities of the latent spaces (number of mixture components and number of common factors unknown), and we estimate the complexity of the model by using the sample paths of an ergodic Markov chain obtained through the simulation of a continuous-time stochastic birth-and-death point process. The main strengths of our algorithms are that they are both efficient (our algorithms are all based on familiar and standard distributions that are easy to sample from, and many characteristics of interest are by-products of the same process) and easy to interpret. Moreover, they are straightforward to implement and offer the possibility of assessing the goodness of the results obtained. Experimental results on both artificial and real data reveal that our approach performs well, and can therefore be envisaged as an alternative to the other approaches used for this model.     

A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data

An R package mixAK is introduced which implements routines for a semiparametric density estimation through normal mixtures using the Markov chain Monte Carlo (MCMC) methodology. Besides producing the MCMC output, the package computes posterior summary statistics for important characteristics of the fitted distribution or computes and visualizes the posterior predictive density. For the estimated models, penalized expected deviance (PED) and deviance information criterion (DIC) is directly computed which allows for a selection of mixture components. Additionally, multivariate right-, left- and interval-censored observations are allowed. For univariate problems, the reversible jump MCMC algorithm has been implemented and can be used for a joint estimation of the mixture parameters and the number of mixture components. The core MCMC routines have been implemented in C++ and linked to R to ensure a reasonable computational speed. We briefly review the implemented algorithms and illustrate the use of the package on three real examples of different complexity.     

Performance evaluation of PCA-based spike sorting algorithms

Deciphering the electrical activity of individual neurons from multi-unit noisy recordings is critical for understanding complex neural systems. A widely used spike sorting algorithm is being evaluated for single-electrode nerve trunk recordings. The algorithm is based on principal component analysis (PCA) for spike feature extraction. In the neuroscience literature it is generally assumed that the use of the first two or most commonly three principal components is sufficient. We estimate the optimum PCA-based feature space by evaluating the algorithm's performance on simulated series of action potentials. A number of modifications are made to the open source nev2lkit software to enable systematic investigation of the parameter space. We introduce a new metric to define clustering error considering over-clustering more favorable than under-clustering as proposed by experimentalists for our data. Both the program patch and the metric are available online. Correlated and white Gaussian noise processes are superimposed to account for biological and artificial jitter in the recordings. We report that the employment of more than three principal components is in general beneficial for all noise cases considered. Finally, we apply our results to experimental data and verify that the sorting process with four principal components is in agreement with a panel of electrophysiology experts.     

Expectation-maximization algorithms for inference in Dirichlet processes mixture

Mixture models are ubiquitous in applied science. In many real-world applications, the number of mixture components needs to be estimated from the data. A popular approach consists of using information criteria to perform model selection. Another approach which has become very popular over the past few years consists of using Dirichlet processes mixture (DPM) models. Both approaches are computationally intensive. The use of information criteria requires computing the maximum likelihood parameter estimates for each candidate model whereas DPM are usually trained using Markov chain Monte Carlo (MCMC) or variational Bayes (VB) methods. We propose here original batch and recursive expectation-maximization algorithms to estimate the parameters of DPM. The performance of our algorithms is demonstrated on several applications including image segmentation and image classification tasks. Our algorithms are computationally much more efficient than MCMC and VB and outperform VB on an example.     

Fast online graph clustering via Erd?s-Rényi mixture

In the context of graph clustering, we consider the problem of simultaneously estimating both the partition of the graph nodes and the parameters of an underlying mixture of affiliation networks. In numerous applications the rapid increase of data size over time makes classical clustering algorithms too slow because of the high computational cost. In such situations online clustering algorithms are an efficient alternative to classical batch algorithms. We present an original online algorithm for graph clustering based on a Erd?s-Rényi graph mixture. The relevance of the algorithm is illustrated, using both simulated and real data sets. The real data set is a network extracted from the French political blogosphere and presents an interesting community organization.     

具备跨源域学习能力的模糊聚类算法研究

针对传统迁移学习聚类算法因单一源域到单一目标域且两者类别数必须一致的约束而达不到良好的聚类效果的问题,本文提出了一种跨源域学习的聚类算法,该算法具有三大优点：1) 该算法不仅扩大源域数目且取消了源域类别数的限定,算法可以自适应选择源域进行学习,因此算法的迁移学习能够得到较大的提升;2)由于算法所利用的源域知识不会暴露原数据,因此算法具有良好的源域数据隐私保护性;3)通过调节平衡参数可以使算法退化为传统的聚类算法,因此该算法的聚类性能是有所保障的。通过在模拟数据集和真实数据集上的实验,验证了文中算法较之现有迁移学习聚类算法具有更好的迁移能力,且聚类性能及鲁棒性也有较大的提升。     

基于SMC-PHDF的部分可分辨的群目标跟踪算法

提出一种基于粒子概率假设密度滤波器(Sequential Monte Carlo probability hypothesis density filter, SMC-PHDF)的部分可分辨的群目标跟踪算法. 该算法可直接获得群而非个体的个数和状态估计. 这里群的状态包括群的质心状态和形状. 为了估计群的个数和状态, 该算法利用高斯混合模型(Gaussian mixture models, GMM)拟合SMC-PHDF中经重采样后的粒子分布, 这里混合模型的元素个数和参数分别对应于群的个数和状态. 期望最大化(Expectation maximum, EM)算法和马尔科夫链蒙特卡洛(Markov chain Monte Carlo, MCMC)算法分别被用于估计混合模型的参数. 混合模型的元素个数可通过删除、合并及分裂算法得到. 100次蒙特卡洛(Monte Carlo, MC)仿真实验表明该算法可有效跟踪部分可分辨的群目标. 相比EM算法, MCMC算法能够更好地提取群的个数和状态, 但它的计算量要大于EM算法.     

Spike train decoding without spike sorting

We propose a novel paradigm for spike train decoding, which avoids entirely spike sorting based on waveform measurements. This paradigm directly uses the spike train collected at recording electrodes from thresholding the bandpassed voltage signal. Our approach is a paradigm, not an algorithm, since it can be used with any of the current decoding algorithms, such as population vector or likelihood-based algorithms. Based on analytical results and an extensive simulation study, we show that our paradigm is comparable to, and sometimes more efficient than, the traditional approach based on well-isolated neurons and that it remains efficient even when all electrodes are severely corrupted by noise, a situation that would render spike sorting particularly difficult. Our paradigm will also save time and computational effort, both of which are crucially important for successful operation of real-time brain-machine interfaces. Indeed, in place of the lengthy spike-sorting task of the traditional approach, it involves an exact expectation EM algorithm that is fast enough that it could also be left to run during decoding to capture potential slow changes in the states of the neurons.     

Convergence of concurrent Markov chain Monte-Carlo algorithms

We examine the parallel execution of a class of stochastic algorithms called Markov chain Monte-Carlo (MCMC) algorithms. We focus on MCMC algorithms in the context of image processing, using Markov random field models. Our parallelisation approach is based on several, concurrently running, instances of the same stochastic algorithm that deal with the whole data set. Firstly we show that the speed-up of the parallel algorithm is limited because of the statistical properties of the MCMC algorithm. We examine coupled MCMC as a remedy for this problem. Secondly, we exploit the parallel execution to monitor the convergence of the stochastic algorithms in a statistically reliable manner. This new convergence measure for MCMC algorithms performs well, and is an improvement on known convergence measures. We also link our findings with recent work in the statistical theory of MCMC.     

Comparison of MCMC Methods for Estimating Stochastic Volatility Models

This article investigates performances of MCMC methods to estimate stochastic volatility models on simulated and real data. There are two efficient MCMC methods to generate latent volatilities from their full conditional distribution. One is the mixture sampler and the other is the multi-move sampler. There is another efficient method for latent volatilities and all parameters called the integration sampler, which is based on the mixture sampler. This article proposes an alternative method based on the multi-move sampler and finds evidence that it is the best method among them.JEL classification C22     

Combining particle MCMC with Rao-Blackwellized Monte Carlo data association for parameter estimation in multiple target tracking

We consider state and parameter estimation in multiple target tracking problems with data association uncertainties and unknown number of targets. We show how the problem can be recast into a conditionally linear Gaussian state-space model with unknown parameters and present an algorithm for computationally efficient inference on the resulting model. The proposed algorithm is based on combining the Rao-Blackwellized Monte Carlo data association algorithm with particle Markov chain Monte Carlo algorithms to jointly estimate both parameters and data associations. Both particle marginal Metropolis–Hastings and particle Gibbs variants of particle MCMC are considered. We demonstrate the performance of the method both using simulated data and in a real-data case study of using multiple target tracking to estimate the brown bear population in Finland.     

Simulation of foetal phonocardiographic recordings for testing of FHR extraction algorithms

A valuable alternative to traditional diagnostic tools, such as ultrasonographic cardiotocography, to monitor general foetal well-being by means of foetal heart rate analysis is foetal phonocardiography, a passive and low cost recording of foetal heart sounds. In this paper, it is presented a simulator software of foetal phonocardiographic signals relative to different foetal states and recording conditions (for example different kinds and levels of noise). Before developing the software, a data collection pilot study was conducted with the purpose of specifically identifying the characteristics of the waveforms of the foetal and maternal heart sounds, since the available literature is not rigorous in this area. The developed software, due to the possibility to simulate different physiological and pathological foetal conditions and recording situations simply modifying some system parameters, can be useful as a teaching tool for demonstration to medical students and others and also for testing and assessment of foetal heart rate extraction algorithms from foetal phonocardiographic (fPCG) recordings. On this purpose, the simulator software was used to test an algorithm developed by the authors for foetal heart rate extraction considering different foetal heart rate parameters and signal to noise ratio values. Our tests demonstrated that simulated fPCG signals are very close to real fPCG recordings.     

Blind Source Separation Exploiting Higher-Order Frequency Dependencies

Blind source separation (BSS) is a challenging problem in real-world environments where sources are time delayed and convolved. The problem becomes more difficult in very reverberant conditions, with an increasing number of sources, and geometric configurations of the sources such that finding directionality is not sufficient for source separation. In this paper, we propose a new algorithm that exploits higher order frequency dependencies of source signals in order to separate them when they are mixed. In the frequency domain, this formulation assumes that dependencies exist between frequency bins instead of defining independence for each frequency bin. In this manner, we can avoid the well-known frequency permutation problem. To derive the learning algorithm, we define a cost function, which is an extension of mutual information between multivariate random variables. By introducing a source prior that models the inherent frequency dependencies, we obtain a simple form of a multivariate score function. In experiments, we generate simulated data with various kinds of sources in various environments. We evaluate the performances and compare it with other well-known algorithms. The results show the proposed algorithm outperforms the others in most cases. The algorithm is also able to accurately recover six sources with six microphones. In this case, we can obtain about 16-dB signal-to-interference ratio (SIR) improvement. Similar performance is observed in real conference room recordings with three human speakers reading sentences and one loudspeaker playing music     

Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling

Mathematical modeling of plant growth has gained increasing interest in recent years due to its potential applications. A general family of models, known as functional–structural plant models (FSPMs) and formalized as dynamic systems, serves as the basis for the current study. Modeling, parameterization and estimation are very challenging problems due to the complicated mechanisms involved in plant evolution. A specific type of a non-homogeneous hidden Markov model has been proposed as an extension of the GreenLab FSPM to study a certain class of plants with known organogenesis. In such a model, the maximum likelihood estimator cannot be derived explicitly. Thus, a stochastic version of an expectation conditional maximization (ECM) algorithm was adopted, where the E-step was approximated by sequential importance sampling with resampling (SISR). The complexity of the E-step creates the need for the design and the comparison of different simulation methods for its approximation. In this direction, three variants of SISR and a Markov Chain Monte Carlo (MCMC) approach are compared for their efficiency in parameter estimation on simulated and real sugar beet data, where observations are taken by censoring plant’s evolution (destructive measurements). The MCMC approach seems to be more efficient for this particular application context and also for a large variety of crop plants. Moreover, a data-driven automated MCMC–ECM algorithm for finding an appropriate sample size in each ECM step and also an appropriate number of ECM steps is proposed. Based on the available real dataset, some competing models are compared via model selection techniques.     

A hierarchical Gamma Mixture Model-based method for estimating the number of clusters in complex data

This paper proposes a new method for estimating the true number of clusters and initial cluster centers in a dataset with many clusters. The observation points are assigned to the data space to observe the clusters through the distributions of the distances between the observation points and the objects in the dataset. A Gamma Mixture Model (GMM) is built from a distance distribution to partition the dataset into subsets, and a GMM tree is obtained by recursively partitioning the dataset. From the leaves of the GMM tree, a set of initial cluster centers are identified and the true number of clusters is estimated. This method is implemented in the new GMM-Tree algorithm. Two GMM forest algorithms are further proposed to ensemble multiple GMM trees to handle high dimensional data with many clusters. The GMM-P-Forest algorithm builds GMM trees in parallel, whereas the GMM-S-Forest algorithm uses a sequential process to build a GMM forest. Experiments were conducted on 32 synthetic datasets and 15 real datasets to evaluate the performance of the new algorithms. The results have shown that the proposed algorithms outperformed the existing popular methods: Silhouette, Elbow and Gap Statistic, and the recent method I-nice in estimating the true number of clusters from high dimensional complex data.