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Patricia Reynaud-Bouret

Publications and source records attributed to Patricia Reynaud-Bouret.

At least 19 recordsLinked to original sources

CHANI: Correlation-based Hawkes Aggregation of Neurons with bio-Inspiration

The present work aims at proving mathematically that a neural network inspired by biology can learn a classification task thanks to local transformations only. In this purpose, we propose a spiking neural network named CHANI (Correlation-based Hawkes Aggregation of Neurons with bio-Inspiration), whose neurons activity is modeled by Hawkes processes. Synaptic weights are updated thanks to an expert aggregation algorithm, providing a local and simple learning rule. We were able to prove that our network can learn on average and asymptotically. Moreover, we demonstrated that it automatically produces neuronal assemblies in the sense that the network can encode several classes and that a same neuron in the intermediate layers might be activated by more than one class, and we provided numerical simulations on synthetic dataset. This theoretical approach contrasts with the traditional empirical validation of biologically inspired networks and paves the way for understanding how local learning rules enable neurons to form assemblies able to represent complex concepts.

math.ST↗

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience

Permutation tests have been proposed by Albert et al. (2015) to detect dependence between point processes, modeling in particular spike trains, that is the time occurrences of action potentials emitted by neurons. Our present work focuses on exhibiting a criterion on the separation rate to ensure that the Type II errors of these tests are controlled non asymptotically. This criterion is then discussed in two major models in neuroscience: the jittering Poisson model and Hawkes processes having \(M\) components interacting in a mean field frame and evolving in stationary regime. For both models, we obtain a lower bound of the size \(n\) of the sample necessary to detect the dependency between two neurons.

math.ST↗

Spiking Neural Models for Decision-Making Tasks with Learning

In cognition, response times and choices in decision-making tasks are commonly modeled using Drift Diffusion Models (DDMs), which describe the accumulation of evidence for a decision as a stochastic process, specifically a Brownian motion, with the drift rate reflecting the strength of the evidence. In the same vein, the Poisson counter model describes the accumulation of evidence as discrete events whose counts over time are modeled as Poisson processes, and has a spiking neurons interpretation as these processes are used to model neuronal activities. However, these models lack a learning mechanism and are limited to tasks where participants have prior knowledge of the categories. To bridge the gap between cognitive and biological models, we propose a biologically plausible Spiking Neural Network (SNN) model for decision-making that incorporates a learning mechanism and whose neurons activities are modeled by a multivariate Hawkes process. First, we show a coupling result between the DDM and the Poisson counter model, establishing that these two models provide similar categorizations and reaction times and that the DDM can be approximated by spiking Poisson neurons. To go further, we show that a particular DDM with correlated noise can be derived from a Hawkes network of spiking neurons governed by a local learning rule. In addition, we designed an online categorization task to evaluate the model predictions. This work provides a significant step toward integrating biologically relevant neural mechanisms into cognitive models, fostering a deeper understanding of the relationship between neural activity and behavior.

cs.LG↗

Model selection for behavioral learning data and applications to contextual bandits

Learning for animals or humans is the process that leads to behaviors better adapted to the environment. This process highly depends on the individual that learns and is usually observed only through the individual's actions. This article presents ways to use this individual behavioral data to find the model that best explains how the individual learns. We propose two model selection methods: a general hold-out procedure and an AIC-type criterion, both adapted to non-stationary dependent data. We provide theoretical error bounds for these methods that are close to those of the standard i.i.d. case. To compare these approaches, we apply them to contextual bandit models and illustrate their use on both synthetic and experimental learning data in a human categorization task.

stat.ML↗

General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data

We prove oracle inequalities for a penalized log-likelihood criterion that hold even if the data are not independent and not stationary, based on a martingale approach. The assumptions are checked for various contexts: density estimation with independent and identically distributed (i.i.d) data, hidden Markov models, spiking neural networks, adversarial bandits. In each case, we compare our results to the literature, showing that, although we lose some logarithmic factors in the most classical case (i.i.d.), these results are comparable or more general than the existing results in the more dependent cases.

math.ST↗

Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations

We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $Δ$. Our main contribution is to control the test Type I and Type II errors in a non asymptotic setting, i.e. when the number of observations and the time step are fixed. The test statistics are calculated from the process increments. In dimension 1, the density of the test statistic is explicit. In dimension 2, the test statistic has no explicit density but upper and lower bounds are proved. We also propose a multiple testing procedure in dimension greater than 2. Every test is proved to be of a given non-asymptotic level and separability conditions to control their power are also provided. A numerical study illustrates the properties of the tests for stochastic processes with known or estimated drifts.

math.ST↗

Provable local learning rule by expert aggregation for a Hawkes network

We propose a simple network of Hawkes processes as a cognitive model capable of learning to classify objects. Our learning algorithm, named HAN for Hawkes Aggregation of Neurons, is based on a local synaptic learning rule based on spiking probabilities at each output node. We were able to use local regret bounds to prove mathematically that the network is able to learn on average and even asymptotically under more restrictive assumptions.

math.ST↗

Neural Coding as a Statistical Testing Problem

We take the testing perspective to understand what the minimal discrimination time between two stimuli is for different types of rate coding neurons. Our main goal is to describe the testing abilities of two different encoding systems: place cells and grid cells. In particular, we show, through the notion of adaptation, that a fixed place cell system can have a minimum discrimination time that decreases when the stimuli are further away. This could be a considerable advantage for the place cell system that could complement the grid cell system, which is able to discriminate stimuli that are much closer than place cells.

math.ST↗

On the convergence of the MLE as an estimator of the learning rate in the Exp3 algorithm

When fitting the learning data of an individual to algorithm-like learning models, the observations are so dependent and non-stationary that one may wonder what the classical Maximum Likelihood Estimator (MLE) could do, even if it is the usual tool applied to experimental cognition. Our objective in this work is to show that the estimation of the learning rate cannot be efficient if the learning rate is constant in the classical Exp3 (Exponential weights for Exploration and Exploitation) algorithm. Secondly, we show that if the learning rate decreases polynomially with the sample size, then the prediction error and in some cases the estimation error of the MLE satisfy bounds in probability that decrease at a polynomial rate.

cs.LG↗

Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms

We propose a new Kalikow decomposition for continuous time multivariate counting processes, on potentially infinite networks. We prove the existence of such a decomposition in various cases. This decomposition allows us to derive simulation algorithms that hold either for stationary processes with potentially infinite network but bounded intensities, or for processes with unbounded intensities in a finite network and with empty past before 0. The Kalikow decomposition is not unique and we discuss the choice of the decomposition in terms of algorithmic efficiency in certain cases. We apply these methods on several examples: linear Hawkes process, age dependent Hawkes process, exponential Hawkes process, Galves-Löcherbach process.

math.PR↗

Sliding window strategy for convolutional spike sorting with Lasso : Algorithm, theoretical guarantees and complexity

Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso for convolutional models in high dimension. Lasso (i.e. least absolute shrinkage and selection operator) is a very generic tool in machine learning that help us to look for sparse solutions (here the time occurrences). However, for the size of the problem at hand in this neuroscience context, the classical Lasso solvers are failing. We present here a new and much faster algorithm. Making use of biological properties related to neurons, we explain how the particular structure of the problem allows several optimizations, leading to an algorithm with a temporal complexity which grows linearly with respect to the size of the recorded signal and can be performed online. Moreover the spatial separability of the initial problem allows to break it into subproblems, further reducing the complexity and making possible its application on the latest recording devices which comprise a large number of sensors. We provide several mathematical results: the size and numerical complexity of the subproblems can be estimated mathematically by using percolation theory. We also show under reasonable assumptions that the Lasso estimator retrieves the true time occurrences of the spikes {with large probability}. Finally the theoretical time complexity of the algorithm is given. Numerical simulations are also provided in order to illustrate the efficiency of our approach.

math.ST↗

Optimal Change-Point Detection and Localization

Given a times series ${\bf Y}$ in $\mathbb{R}^n$, with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localization respectively amount to detecting the existence of times where the mean varies and estimating the positions of those change-points. In this work, we tightly characterize optimal rates for both problems and uncover the phase transition phenomenon from a global testing problem to a local estimation problem. Introducing a suitable definition of the energy of a change-point, we first establish in the single change-point setting that the optimal detection threshold is $\sqrt{2\log\log(n)}$. When the energy is just above the detection threshold, then the problem of localizing the change-point becomes purely parametric: it only depends on the difference in means and not on the position of the change-point anymore. Interestingly, for most change-point positions, it is possible to detect and localize them at a much smaller energy level. In the multiple change-point setting, we establish the energy detection threshold and show similarly that the optimal localization error of a specific change-point becomes purely parametric. Along the way, tight optimal rates for Hausdorff and $l_1$ estimation losses of the vector of all change-points positions are also established. Two procedures achieving these optimal rates are introduced. The first one is a least-squares estimator with a new multiscale penalty that favours well spread change-points. The second one is a two-step multiscale post-processing procedure whose computational complexity can be as low as $O(n\log(n))$. Notably, these two procedures accommodate with the presence of possibly many low-energy and therefore undetectable change-points and are still able to detect and localize high-energy change-points even with the presence of those nuisance parameters.

math.ST↗

Event-scheduling algorithms with Kalikow decomposition for simulating potentially infinite neuronal networks

Event-scheduling algorithms can compute in continuous time the next occurrence of points (as events) of a counting process based on their current conditional intensity. In particular event-scheduling algorithms can be adapted to perform the simulation of finite neuronal networks activity. These algorithms are based on Ogata's thinning strategy \cite{Oga81}, which always needs to simulate the whole network to access the behaviour of one particular neuron of the network. On the other hand, for discrete time models, theoretical algorithms based on Kalikow decomposition can pick at random influencing neurons and perform a perfect simulation (meaning without approximations) of the behaviour of one given neuron embedded in an infinite network, at every time step. These algorithms are currently not computationally tractable in continuous time. To solve this problem, an event-scheduling algorithm with Kalikow decomposition is proposed here for the sequential simulation of point processes neuronal models satisfying this decomposition. This new algorithm is applied to infinite neuronal networks whose finite time simulation is a prerequisite to realistic brain modeling.

stat.CO↗

Sparse space-time models: Concentration Inequalities and Lasso

Inspired by Kalikow-type decompositions, we introduce a new stochastic model of infinite neuronal networks, for which we establish sharp oracle inequalities for Lasso methods and restricted eigenvalue properties for the associated Gram matrix with high probability. These results hold even if the network is only partially observed. The main argument rely on the fact that concentration inequalities can easily be derived whenever the transition probabilities of the underlying process admit a sparse space-time representation.

math.ST↗

Large scale Lasso with windowed active set for convolutional spike sorting

Spike sorting is a fundamental preprocessing step in neuroscience that is central to access simultaneous but distinct neuronal activities and therefore to better understand the animal or even human brain. But numerical complexity limits studies that require processing large scale datasets in terms of number of electrodes, neurons, spikes and length of the recorded signals. We propose in this work a novel active set algorithm aimed at solving the Lasso for a classical convolutional model. Our algorithm can be implemented efficiently on parallel architecture and has a linear complexity w.r.t. the temporal dimensionality which ensures scaling and will open the door to online spike sorting. We provide theoretical results about the complexity of the algorithm and illustrate it in numerical experiments along with results about the accuracy of the spike recovery and robustness to the regularization parameter.

stat.ML↗

Exponential inequality for chaos based on sampling without replacement

We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this short note is to prove an exponential concentration inequality for special U-statistics of order 2, that can be seen as chaos.

math.ST↗

A data-dependent weighted LASSO under Poisson noise

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution. Poisson observations in particular are a feature of several real-world applications. Previous work on sparse Poisson inverse problems encountered several limiting technical hurdles. This paper describes a novel alternative analysis approach for sparse Poisson inverse problems that (a) sidesteps the technical challenges in previous work, (b) admits estimators that can readily be computed using off-the-shelf LASSO algorithms, and (c) hints at a general framework for broad classes of noise in sparse linear inverse problems. At the heart of this new approach lies a weighted LASSO estimator for which data-dependent weights are based on Poisson concentration inequalities. Unlike previous analyses of the weighted LASSO, the proposed analysis depends on conditions which can be checked or shown to hold in general settings with high probability.

math.ST↗

Continuous testing for Poisson process intensities: A new perspective on scanning statistics

We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our work extends traditional procedures based on scanning windows, by controlling the family-wise error rate and the false discovery rate in a non-asymptotic manner and in a continuous way. The decision rule is based on a \pvalue process that can be estimated by a Monte-Carlo procedure. We also propose new test statistics based on kernels. Our method is applied in Neurosciences and Genomics through the standard test of homogeneity, and the two-sample test.

stat.ME↗