arXiv subjects

Cheng Ly

Publications and source records attributed to Cheng Ly.

8 recordsLinked to original sources

arXiv2023

Estimating the correlation between operational risk loss categories over different time horizons

Operational risk is challenging to quantify because of the broad range of categories (fraud, technological issues, natural disasters) and the heavy-tailed nature of realized losses. Operational risk modeling requires quantifying how these broad loss categories are related. We focus on the issue of loss frequencies having different time scales (e.g., daily, yearly, monthly basis), specifically on estimating the statistics of losses on arbitrary time horizons. We present a frequency model where mathematical techniques can be feasibly applied to analytically calculate the mean, variance, and co-variances that are accurate compared to more time-consuming Monte Carlo simulations. We show that the analytic calculations of cumulative loss statistics in an arbitrary time window are feasible here and would otherwise be intractable due to temporal correlations. Our work has potential value because these statistics are crucial for approximating correlations of losses via copulas. We systematically vary all model parameters to demonstrate the accuracy of our methods for calculating all first and second order statistics of aggregate loss distributions. Finally, using combined data from a consortium of institutions, we show that different time horizons can lead to a large range of loss statistics that can significantly affect calculations of capital requirements.

stat.AP↗

arXiv2018

Analysis of Heterogeneous Cardiac Pacemaker Tissue Models and Traveling Wave Dynamics

The sinoatrial-node (SAN) is a complex heterogeneous tissue that generates a stable rhythm in healthy hearts, yet a general mechanistic explanation for when and how this tissue remains stable is lacking. Although computational and theoretical analyses could elucidate these phenomena, such methods have rarely been used in realistic (large-dimensional) gap-junction coupled heterogeneous pacemaker tissue models. In this study, we adapt a recent model of pacemaker cells (Severi et al. 2012), incorporating biophysical representations of ion channel and intracellular calcium dynamics, to capture physiological features of a heterogeneous population of pacemaker cells, in particular "center" and "peripheral" cells with distinct intrinsic frequencies and action potential morphology. Large-scale simulations of the SAN tissue, represented by a heterogeneous tissue structure of pacemaker cells, exhibit a rich repertoire of behaviors, including complete synchrony, traveling waves of activity originating from periphery to center, and transient traveling waves originating from the center. We use phase reduction methods that do not require fully simulating the large-scale model to capture these observations. Moreover, the phase reduced models accurately predict key properties of the tissue electrical dynamics, including wave frequencies when synchronization occurs, and wave propagation direction in a variety of tissue models. With the reduced phase models, we analyze the relationship between cell distributions and coupling strengths and the resulting transient dynamics. Further, the reduced phase model predicts parameter regimes of irregular electrical dynamics. Thus, we demonstrate that phase reduced oscillator models applied to realistic pacemaker tissue is a useful tool for investigating the spatial-temporal dynamics of cardiac pacemaker activity.

q-bio.CB↗

arXiv2017

Practical Approximation Method for Firing Rate Models of Coupled Neural Networks with Correlated Inputs

Rapid experimental advances now enable simultaneous electrophysiological recording of neural activity at single-cell resolution across large regions of the nervous system. Models of this neural network activity will necessarily increase in size and complexity, thus increasing the computational cost of simulating them and the challenge of analyzing them. Here we present a novel method to approximate the activity and firing statistics of a general firing rate network model (of Wilson-Cowan type) subject to noisy correlated background inputs. The method requires solving a system of transcendental equations and is fast compared to Monte Carlo simulations of coupled stochastic differential equations. We implement the method with several examples of coupled neural networks and show that the results are quantitatively accurate even with moderate coupling strengths and an appreciable amount of heterogeneity in many parameters. This work should be useful for investigating how various neural attributes qualitatively effect the spiking statistics of coupled neural networks. Matlab code implementing the method is freely available at GitHub (\url{http://github.com/chengly70/FiringRateModReduction}).

q-bio.NC↗

arXiv2017

A Theoretical Framework for Analyzing Coupled Neuronal Networks: Application to the Olfactory System

Determining how synaptic coupling within and between regions is modulated during sensory processing is an important topic in neuroscience. Electrophysiological recordings provide detailed information about neural spiking but have traditionally been confined to a particular region or layer of cortex. Here we develop new theoretical methods to study interactions between and within two brain regions, based on experimental measurements of spiking activity simultaneously recorded from the two regions. By systematically comparing experimentally-obtained spiking statistics to (efficiently computed) model spike rate statistics, we identify regions in model parameter space that are consistent with the experimental data. We apply our new technique to dual micro-electrode array in vivo recordings from two distinct regions: olfactory bulb (OB) and anterior piriform cortex (PC). Our analysis predicts that: i) inhibition within the afferent region (OB) has to be weaker than the inhibition within PC, ii) excitation from PC to OB is generally stronger than excitation from OB to PC, iii) excitation from PC to OB and inhibition within PC have to both be relatively strong compared to presynaptic inputs from OB. These predictions are validated in a spiking neural network model of the OB--PC pathway that satisfies the many constraints from our experimental data. We find when the derived relationships are violated, the spiking statistics no longer satisfy the constraints from the data. In principle this modeling framework can be adapted to other systems and be used to investigate relationships between other neural attributes besides network connection strengths. Thus, this work can serve as a guide to further investigations into the relationships of various neural attributes within and across different regions during sensory processing.

q-bio.NC↗

arXiv2016

When do Correlations Increase with Firing Rate?

A central question in neuroscience is to understand how noisy firing patterns are used to transmit information. Because neural spiking is noisy, spiking patterns are often quantified via pairwise correlations, or the probability that two cells will spike coincidentally, above and beyond their baseline firing rate. One observation frequently made in experiments, is that correlations can increase systematically with firing rate. Theoretical studies have determined that stimulus-dependent correlations that increase with firing rate can have beneficial effects on information coding; however, we still have an incomplete understanding of what circuit mechanisms do, or do not, produce this correlation-firing rate relationship. Here, we study the relationship between pairwise correlations and firing rates in recurrently coupled excitatory-inhibitory spiking networks with conductance-based synapses. We found that with stronger excitatory coupling, a positive relationship emerges between pairwise correlations and firing rates. To explain these findings, we used linear response theory to predict the full correlation matrix and to decompose correlations in terms of graph motifs. We then used this decomposition to explain why covariation of correlations with firing rate -- a relationship previously explained in feedforward networks driven by correlated input -- emerges in some recurrent networks but not in others. Furthermore, when correlations covary with firing rate, this relationship is reflected in low-rank structure in the correlation matrix.

q-bio.NC↗

arXiv2016

Variable Synaptic Strengths Controls the Firing Rate Distribution in Feedforward Neural Networks

Heterogeneity of firing rate statistics is known to have severe consequences on neural coding. Recent experimental recordings in weakly electric fish indicate that the distribution-width of superficial pyramidal cell firing rates (trial- and time-averaged) in the electrosensory lateral line lobe (ELL) depends on the stimulus, and also that network inputs can mediate changes in the firing rate distribution across the population. We previously developed theoretical methods to understand how two attributes (synaptic and intrinsic heterogeneity) interact and alter the firing rate distribution in a population of integrate-and-fire neurons with random recurrent coupling. Inspired by our experimental data, we extend these theoretical results to a delayed feedforward spiking network that qualitatively capture the changes of firing rate heterogeneity observed in in-vivo recordings. We demonstrate how heterogeneous neural attributes alter firing rate heterogeneity, accounting for the effect with various sensory stimuli. The model predicts how the strength of the effective network connectivity is related to intrinsic heterogeneity in such delayed feedforward networks: the strength of the feedforward input is positively correlated with excitability (threshold value for spiking) with low firing rate heterogeneity and is negatively correlated with excitability with high firing rate heterogeneity. We also show how our theory can be use to predict effective neural architecture. We demonstrate that neural attributes do not interact in a simple manner but rather in a complex stimulus-dependent fashion to control neural heterogeneity and discuss how it can ultimately shape population codes.

q-bio.NC↗

arXiv2015

Firing Rate Dynamics in Recurrent Spiking Neural Networks with Intrinsic and Network Heterogeneity

Heterogeneity of neural attributes has recently gained a lot of attention and is increasing recognized as a crucial feature in neural processing. Despite its importance, this physiological feature has traditionally been neglected in theoretical studies of cortical neural networks. Thus, there is still a lot unknown about the consequences of cellular and circuit heterogeneity in spiking neural networks. In particular, combining network or synaptic heterogeneity and intrinsic heterogeneity has yet to be considered systematically despite the fact that both are known to exist and likely have significant roles in neural network dynamics. In a canonical recurrent spiking neural network model, we study how these two forms of heterogeneity lead to different distributions of excitatory firing rates. To analytically characterize how these types of heterogeneities affect the network, we employ a dimension reduction method that relies on a combination of Monte Carlo simulations and probability density function equations. We find that the relationship between intrinsic and network heterogeneity has a strong effect on the overall level of heterogeneity of the firing rates. Specifically, this relationship can lead to amplification or attenuation of firing rate heterogeneity, and these effects depend on whether the recurrent network is firing asynchronously or rhythmically firing. These observations are captured with the aforementioned reduction method, and furthermore simpler analytic descriptions based on this dimension reduction method are developed. The final analytic descriptions provide compact and descriptive formulas for how the relationship between intrinsic and network heterogeneity determines the firing rate heterogeneity dynamics in various settings.

q-bio.NC↗

arXiv2014

One-Dimensional Population Density Approaches to Recurrently Coupled Networks of Neurons with Noise

Mean-field systems have been previously derived for networks of coupled, two-dimensional, integrate-and-fire neurons such as the Izhikevich, adapting exponential (AdEx) and quartic integrate and fire (QIF), among others. Unfortunately, the mean-field systems have a degree of frequency error and the networks analyzed often do not include noise when there is adaptation. Here, we derive a one-dimensional partial differential equation (PDE) approximation for the marginal voltage density under a first order moment closure for coupled networks of integrate-and-fire neurons with white noise inputs. The PDE has substantially less frequency error than the mean-field system, and provides a great deal more information, at the cost of analytical tractability. The convergence properties of the mean-field system in the low noise limit are elucidated. A novel method for the analysis of the stability of the asynchronous tonic firing solution is also presented and implemented. Unlike previous attempts at stability analysis with these network types, information about the marginal densities of the adaptation variables is used. This method can in principle be applied to other systems with nonlinear partial differential equations.

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