arXiv subjects

Jochen Roeper

Publications and source records attributed to Jochen Roeper.

3 recordsLinked to original sources

arXiv2016

Multi-scale detection of variance changes in renewal processes in the presence of rate change points

Non-stationarity of the rate or variance of events is a well-known problem in the description and analysis of time series of events, such as neuronal spike trains. A multiple filter test (MFT) for rate homogeneity has been proposed earlier that detects change points on multiple time scales simultaneously. It is based on a filtered derivative approach, and the rejection threshold derives from a Gaussian limit process $L$ which is independent of the point process parameters. Here we extend the MFT to variance homogeneity of life times. When the rate is constant, the MFT extends directly to the null hypothesis of constant variance. In the presence of rate change points, we propose to incorporate estimates of these in the test for variance homogeneity, using an adaptation of the test statistic. The resulting limit process shows slight deviations from $L$ that depend on unknown process parameters. However, these deviations are small and do not considerably change the properties of the statistical test. This allows practical application, e.g.~to neuronal spike trains, which indicates various profiles of rate and variance change points.

stat.AP↗

arXiv2015

Multi-scale detection of rate changes in spike trains with weak dependencies

The statistical analysis of neuronal spike trains by models of point processes often relies on the assumption of constant process parameters. However, it is a well-known problem that the parameters of empirical spike trains can be highly variable, such as for example the firing rate. In order to test the null hypothesis of a constant rate and to estimate the change points, a Multiple Filter Test (MFT) and a corresponding algorithm (MFA) have been proposed that can be applied under the assumption of independent inter spike intervals (ISIs). As empirical spike trains often show weak dependencies in the correlation structure of ISIs, we extend the MFT here to point processes associated with short range dependencies. By specifically estimating serial dependencies in the test statistic, we show that the new MFT can be applied to a variety of empirical firing patterns, including positive and negative serial correlations as well as tonic and bursty firing. The new MFT is applied to a data set of empirical spike trains with serial correlations, and simulations show improved performance against methods that assume independence. In case of positive correlations, our new MFT is necessary to reduce the number of false positives, which can be highly enhanced when falsely assuming independence. For the frequent case of negative correlations, the new MFT shows an improved detection probability of change points and thus, also a higher potential of signal extraction from noisy spike trains.

math.ST↗

arXiv2015

A multiple filter test for the detection of rate changes in renewal processes with varying variance

Nonstationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological spike train recordings, we define a general class of renewal processes. This class is used to test the null hypothesis of stationary rate versus a wide alternative of renewal processes with finitely many rate changes (change points). Our test extends ideas from the filtered derivative approach by using multiple moving windows simultaneously. To adjust the rejection threshold of the test, we use a Gaussian process, which emerges as the limit of the filtered derivative process. We also develop a multiple filter algorithm, which can be used when the null hypothesis is rejected in order to estimate the number and location of change points. We analyze the benefits of multiple filtering and its increased detection probability as compared to a single window approach. Application to spike trains recorded from dopamine midbrain neurons in anesthetized mice illustrates the relevance of the proposed techniques as preprocessing steps for methods that assume rate stationarity. In over 70% of all analyzed spike trains classified as rate nonstationary, different change points were detected by different window sizes.

stat.AP↗