Computational Statistics seminars

Arka Banerjee introduces k-nearest-neighbor distributions as summaries of cosmological survey data that capture information beyond two-point statistics. They respond to moments of all N-point correlations while retaining a computational cost comparable to two-point measurements. The talk covers auto-correlations and cross-correlations in discrete and continuous datasets, their relationship to other higher-order summaries, and applications that improve detection significance or parameter constraints. It also explores modeling these distributions with methods already successful for two-point functions in real and redshift space.

A major challenge for causal inference from time-series data is the trade-off between computational feasibility and accuracy. Motivated by process motifs for lagged covariance in an autoregressive model with slow mean-reversion, we propose to infer networks of causal relations via pairwise edge measure (PEMs) that one can easily compute from lagged correlation matrices. Motivated by contributions of process motifs to covariance and lagged variance, we formulate two PEMs that correct for confounding factors and for reverse causation. To demonstrate the performance of our PEMs, we consider network interference from simulations of linear stochastic processes, and we show that our proposed PEMs can infer networks accurately and efficiently. Specifically, for slightly autocorrelated time-series data, our approach achieves accuracies higher than or similar to Granger causality, transfer entropy, and convergent crossmapping -- but with much shorter computation time than possible with any of these methods. Our fast and accurate PEMs are easy-to-implement methods for network inference with a clear theoretical underpinning. They provide promising alternatives to current paradigms for the inference of linear models from time-series data, including Granger causality, vector-autoregression, and sparse inverse covariance estimation.

Remarkable advances in experimental neuroscience now enable us to simultaneously observe the activity of many neurons, thereby providing an opportunity to understand how the moment by moment collective dynamics of the brain instantiates learning and cognition. However, efficiently extracting such a conceptual understanding from large, high dimensional neural datasets requires concomitant advances in theoretically driven experimental design, data analysis, and neural circuit modeling. We will discuss how the modern frameworks of high dimensional statistics and deep learning can aid us in this process. In particular we will discuss: how unsupervised tensor component analysis and time warping can extract unbiased and interpretable descriptions of how rapid single trial circuit dynamics change slowly over many trials to mediate learning; how to tradeoff very different experimental resources, like numbers of recorded neurons and trials to accurately discover the structure of collective dynamics and information in the brain, even without spike sorting; deep learning models that accurately capture the retina’s response to natural scenes as well as its internal structure and function; algorithmic approaches for simplifying deep network models of perception; optimality approaches to explain cell-type diversity in the first steps of vision in the retina.