LGJun 3, 2021
MINIMALIST: Mutual INformatIon Maximization for Amortized Likelihood Inference from Sampled TrajectoriesGiulio Isacchini, Natanael Spisak, Armita Nourmohammad et al.
Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence ratio, or equivalently the posterior function. Here we frame the inference task as an estimation of an energy function parametrized with an artificial neural network. We present an intuitive approach where the optimal model of the likelihood-to-evidence ratio is found by maximizing the likelihood of simulated data. Within this framework, the connection between the task of simulation-based inference and mutual information maximization is clear, and we show how several known methods of posterior estimation relate to alternative lower bounds to mutual information. These distinct objective functions aim at the same optimal energy form and therefore can be directly benchmarked. We compare their accuracy in the inference of model parameters, focusing on four dynamical systems that encompass common challenges in time series analysis: dynamics driven by multiplicative noise, nonlinear interactions, chaotic behavior, and high-dimensional parameter space.
MLJan 16, 2021
A Renormalization Group Approach to Connect Discrete- and Continuous-Time Descriptions of Gaussian ProcessesFederica Ferretti, Victor Chardès, Thierry Mora et al.
Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme, if not accurate enough, may perform very differently for the two tasks. Exact discretizations, which work equally well at any scale, are characterized by the property of invariance under coarse-graining. Motivated by this observation, we build an explicit Renormalization Group approach for Gaussian time series generated by auto-regressive models. We show that the RG fixed points correspond to discretizations of linear SDEs, and only come in the form of first order Markov processes or non-Markovian ones. This fact provides an alternative explanation of why standard delay-vector embedding procedures fail in reconstructing partially observed noise-driven systems. We also suggest a possible effective Markovian discretization for the inference of partially observed underdamped equilibrium processes based on the exploitation of the Einstein relation.
DIS-NNJun 11, 2020
A new inference approach for training shallow and deep generalized linear models of noisy interacting neuronsGabriel Mahuas, Giulio Isacchini, Olivier Marre et al.
Generalized linear models are one of the most efficient paradigms for predicting the correlated stochastic activity of neuronal networks in response to external stimuli, with applications in many brain areas. However, when dealing with complex stimuli, the inferred coupling parameters often do not generalize across different stimulus statistics, leading to degraded performance and blowup instabilities. Here, we develop a two-step inference strategy that allows us to train robust generalized linear models of interacting neurons, by explicitly separating the effects of correlations in the stimulus from network interactions in each training step. Applying this approach to the responses of retinal ganglion cells to complex visual stimuli, we show that, compared to classical methods, the models trained in this way exhibit improved performance, are more stable, yield robust interaction networks, and generalize well across complex visual statistics. The method can be extended to deep convolutional neural networks, leading to models with high predictive accuracy for both the neuron firing rates and their correlations.
STAT-MECHMar 5, 2014
Flocking and turning: a new model for self-organized collective motionAndrea Cavagna, Lorenzo Del Castello, Irene Giardina et al.
Birds in a flock move in a correlated way, resulting in large polarization of velocities. A good understanding of this collective behavior exists for linear motion of the flock. Yet observing actual birds, the center of mass of the group often turns giving rise to more complicated dynamics, still keeping strong polarization of the flock. Here we propose novel dynamical equations for the collective motion of polarized animal groups that account for correlated turning including solely social forces. We exploit rotational symmetries and conservation laws of the problem to formulate a theory in terms of generalized coordinates of motion for the velocity directions akin to a Hamiltonian formulation for rotations. We explicitly derive the correspondence between this formulation and the dynamics of the individual velocities, thus obtaining a new model of collective motion. In the appropriate overdamped limit we recover the well-known Vicsek model, which dissipates rotational information and does not allow for polarized turns. Although the new model has its most vivid success in describing turning groups, its dynamics is intrinsically different from previous ones in a wide dynamical regime, while reducing to the hydrodynamic description of Toner and Tu at very large length-scales. The derived framework is therefore general and it may describe the collective motion of any strongly polarized active matter system.