arXiv subjects

Todd P. Coleman

Publications and source records attributed to Todd P. Coleman.

17 recordsLinked to original sources

arXiv2026

A nonlinear dynamics approach to assess amplitude-frequency coupling in non-invasive human electrogastrography recordings

Conventional electrogastrography (EGG) analyses summarize gastric slow-wave activity using dominant frequency, power, or phase-based metrics, without explicitly modeling amplitude-dependent frequency dynamics. We developed a statistical nonlinear-dynamics framework that represents the gastric-band analytic EGG signal as a stochastic Stuart-Landau oscillator and estimate local effective phase-shear, $β_{\mathrm{eff}}$, a normalized measure of amplitude-frequency coupling. In overnight recordings from 60 healthy participants, effective phase-shear was consistently negative, generalized to held-out halves of each recording, and was abolished by amplitude surrogates that disrupted amplitude-phase alignment while preserving amplitude-series structure. We then applied the measure to fasted and fed recordings from 16 healthy participants and 24 participants with gastric dysfunction. Phase-shear magnitude differed between groups and classified dysfunction comparable to the strongest multielectrode phase-based traveling-wave measures. These findings establish amplitude-frequency coupling as a dynamical feature of gastric-band EGG that complements conventional spectral and spatial phase metrics, while motivating future multichannel observation models to determine its relationship to slow-wave propagation and gastric function.

q-bio.QM↗

arXiv2026

A Kuramoto-von Mises Time Series Model for Probabilistic Modeling of Coupled Oscillators

A system of coupled oscillators provides a fundamental framework for modeling a wide range of physical and biological phenomena. In neuroscience, the central nervous system exhibits synchronized oscillatory activity with adjacent brain regions, giving rise to traveling wave dynamics for instance during sleep. Similarly, in the gastrointestinal system, neuromuscular cells coordinate their oscillations to generate propagating waves of slow wave activity. To estimate probability distributions of multivariate phase relationships, existing approaches typically rely on equilibrium thermodynamics, expressing the system in a Boltzmann form through a pairwise exponential family distribution. However, these assumptions are often violated in real-world systems, which are inherently dynamic and frequently transition between equilibrium and non-equilibrium regimes. To address this, we propose an efficient method for estimating the probability distribution of coupled oscillators that does not assume thermodynamic equilibrium. Using a Langevin dynamics-based construction, the approach enables accurate modeling even in non-equilibrium regimes. The maximum likelihood estimation method is shown to have a closed form algebraic solution in the high sampling rate regime, a condition commonly satisfied by modern data acquisition systems, which makes it readily applicable in practice. We demonstrate its robustness on simulated data, where it outperforms existing approaches in non-equilibrium settings, and further illustrate its utility for characterizing dynamic brain traveling waves in response to brain stimulation and in hypothesis testing within the context of electrophysiologic recordings of the human stomach.

stat.ME↗

arXiv2025

Graphical Models and Efficient Inference Methods for Multivariate Phase Probability Distributions

Multivariate phase relationships are important to characterize and understand numerous physical, biological, and chemical systems, from electromagnetic waves to neural oscillations. These systems exhibit complex spatiotemporal dynamics and intricate interdependencies among their constituent elements. While classical models of multivariate phase relationships, such as the wave equation and Kuramoto model, give theoretical models to describe phenomena, the development of statistical tools for hypothesis testing and inference for multivariate phase relationships in complex systems remains limited. This paper introduces a novel probabilistic modeling framework to characterize multivariate phase relationships, with wave-like phenomena serving as a key example. This approach describes spatial patterns and interactions between oscillators through a pairwise exponential family distribution. Building upon the literature of graphical model inference, including methods like Ising models, graphical lasso, and interaction screening, this work bridges the gap between classical wave dynamics and modern statistical approaches. Efficient inference methods are introduced, leveraging the Chow-Liu algorithm for directed tree approximations and interaction screening for general graphical models. Simulated experiments demonstrate the utility of these methods for uncovering wave properties and sparse interaction structures, highlighting their applicability to diverse scientific domains. This framework establishes a new paradigm for statistical modeling of multivariate phase relationships, providing a powerful toolset for exploring the complexity of these systems.

stat.ME↗

arXiv2020

Direct and Indirect Effects -- An Information Theoretic Perspective

Information theoretic (IT) approaches to quantifying causal influences have experienced some popularity in the literature, in both theoretical and applied (e.g. neuroscience and climate science) domains. While these causal measures are desirable in that they are model agnostic and can capture non-linear interactions, they are fundamentally different from common statistical notions of causal influence in that they (1) compare distributions over the effect rather than values of the effect and (2) are defined with respect to random variables representing a cause rather than specific values of a cause. We here present IT measures of direct, indirect, and total causal effects. The proposed measures are unlike existing IT techniques in that they enable measuring causal effects that are defined with respect to specific values of a cause while still offering the flexibility and general applicability of IT techniques. We provide an identifiability result and demonstrate application of the proposed measures in estimating the causal effect of the El Niño-Southern Oscillation on temperature anomalies in the North American Pacific Northwest.

cs.IT↗

arXiv2019

Measuring Sample Path Causal Influences with Relative Entropy

We present a sample path dependent measure of causal influence between time series. The proposed causal measure is a random sequence, a realization of which enables identification of specific patterns that give rise to high levels of causal influence. We show that these patterns cannot be identified by existing measures such as directed information (DI). We demonstrate how sequential prediction theory may be leveraged to estimate the proposed causal measure and introduce a notion of regret for assessing the performance of such estimators. We prove a finite sample bound on this regret that is determined by the worst case regret of the sequential predictors used in the estimator. Justification for the proposed measure is provided through a series of examples, simulations, and application to stock market data. Within the context of estimating DI, we show that, because joint Markovicity of a pair of processes does not imply the marginal Markovicity of individual processes, commonly used plug-in estimators of DI will be biased for a large subset of jointly Markov processes. We introduce a notion of DI with "stale history", which can be combined with a plug-in estimator to upper and lower bound the DI when marginal Markovicity does not hold.

cs.IT↗

arXiv2019

On the Bias of Directed Information Estimators

When estimating the directed information between two jointly stationary Markov processes, it is typically assumed that the recipient of the directed information is itself Markov of the same order as the joint process. While this assumption is often made explicit in the presentation of such estimators, a characterization of when we can expect the assumption to hold is lacking. Using the concept of d-separation from Bayesian networks, we present sufficient conditions for which this assumption holds. We further show that the set of parameters for which the condition is not also necessary has Lebesgue measure zero. Given the strictness of these conditions, we introduce a notion of partial directed information, which can be used to bound the bias of directed information estimates when the directed information recipient is not itself Markov. Lastly we estimate this bound on simulations in a variety of settings to assess the extent to which the bias should be cause for concern.

cs.IT↗

arXiv2019

Construction and Analysis of Posterior Matching in Arbitrary Dimensions via Optimal Transport

The posterior matching scheme, for feedback encoding of a message point lying on the unit interval over memoryless channels, maximizes mutual information for an arbitrary number of channel uses. However, it in general does not always achieve any positive rate; so far, elaborate analyses have been required to show that it achieves any positive rate below capacity. More recent efforts have introduced a random "dither" shared by the encoder and decoder to the problem formulation, to simplify analyses and guarantee that the randomized scheme achieves any rate below capacity. Motivated by applications (e.g. human-computer interfaces) where (a) common randomness shared by the encoder and decoder may not be feasible and (b) the message point lies in a higher dimensional space, we focus here on the original formulation without common randomness, and use optimal transport theory to generalize the scheme for a message point in a higher dimensional space. By defining a stricter, almost sure, notion of message decoding, we use classical probabilistic techniques (e.g. change of measure and martingale convergence) to establish succinct necessary and sufficient conditions on when the message point can be recovered from infinite observations: Birkhoff ergodicity of a random process sequentially generated by the encoder. We also show a surprising "all or nothing" result: the same ergodicity condition is necessary and sufficient to achieve any rate below capacity. We provide applications of this message point framework in human-computer interfaces and multi-antenna communications.

cs.IT↗

arXiv2018

A Distributed Framework for the Construction of Transport Maps

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$ enables the solution to many problems in machine learning (e.g. Bayesian inference, generative modeling) and has been actively pursued from theoretical, computational, and application perspectives across the fields of information theory, computer science, and biology. Performing such transformations, in general, still leads to computational difficulties, especially in high dimensions. Here, we consider the problem of computing such "measure transport maps" with efficient and parallelizable methods. Under the mild assumptions that $P$ need not be known but can be sampled from, and that the density of $Q$ is known up to a proportionality constant, and that $Q$ is log-concave, we provide in this work a convex optimization problem pertaining to relative entropy minimization. We show how an empirical minimization formulation and polynomial chaos map parameterization can allow for learning a transport map between $P$ and $Q$ with distributed and scalable methods. We also leverage findings from nonequilibrium thermodynamics to represent the transport map as a composition of simpler maps, each of which is learned sequentially with a transport cost regularized version of the aforementioned problem formulation. We provide examples of our framework within the context of Bayesian inference for the Boston housing dataset and generative modeling for handwritten digit images from the MNIST dataset.

stat.ML↗

arXiv2018

A Sample Path Measure of Causal Influence

We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify the specific patterns in the data that yield a greater flow of information from one process to another, even in stationary processes. We demonstrate how sequential prediction theory may be leveraged to obtain accurate estimates of the causal measure at each point in time and introduce a notion of regret for assessing the performance of estimators of the measure. We prove a finite sample bound on this regret that is determined by the regret of the sequential predictors used in obtaining the estimate. We estimate the causal measure for a simulated collection of binary Markov processes using a Bayesian updating approach. Finally, given that the measure is a function of time, we demonstrate how estimators of the causal measure may be extended to effectively capture causality in time-varying scenarios.

cs.IT↗

arXiv2018

A Modularized Efficient Framework for Non-Markov Time Series Estimation

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.

math.OC↗

arXiv2018

Bayesian Lasso Posterior Sampling via Parallelized Measure Transport

It is well known that the Lasso can be interpreted as a Bayesian posterior mode estimate with a Laplacian prior. Obtaining samples from the full posterior distribution, the Bayesian Lasso, confers major advantages in performance as compared to having only the Lasso point estimate. Traditionally, the Bayesian Lasso is implemented via Gibbs sampling methods which suffer from lack of scalability, unknown convergence rates, and generation of samples that are necessarily correlated. We provide a measure transport approach to generate i.i.d samples from the posterior by constructing a transport map that transforms a sample from the Laplacian prior into a sample from the posterior. We show how the construction of this transport map can be parallelized into modules that iteratively solve Lasso problems and perform closed-form linear algebra updates. With this posterior sampling method, we perform maximum likelihood estimation of the Lasso regularization parameter via the EM algorithm. We provide comparisons to traditional Gibbs samplers using the diabetes dataset of Efron et al. Lastly, we give an example implementation on a computing system that leverages parallelization, a graphics processing unit, whose execution time has much less dependence on dimension as compared to a standard implementation.

stat.CO↗

arXiv2016

Timing Channel: Achievable Rate in the Finite Block-Length Regime

The exponential server timing channel is known to be the simplest, and in some sense canonical, queuing timing channel. The capacity of this infinite-memory channel is known. Here, we discuss practical finite-length restrictions on the codewords and attempt to understand the maximal rate that can be achieved for a target error probability. By using Markov chain analysis, we prove a lower bound on the maximal channel coding rate achievable at blocklength $n$ and error probability $ε$. The bound is approximated by $C- n^{-1/2} σQ^{-1}(ε)$ where $Q$ denotes the Q-function and $σ^2$ is the asymptotic variance of the underlying Markov chain. A closed form expression for $σ^2$ is given.

cs.IT↗

arXiv2015

Tractable Fully Bayesian Inference via Convex Optimization and Optimal Transport Theory

We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from and the target distribution is log-concave, this can be tractably solved with convex optimization. We show that a special case of this, when the source is the prior and the target is the posterior, is Bayesian inference. Here, we can tractably calculate the normalization constant and draw posterior i.i.d. samples. Remarkably, our Bayesian tractability criterion is simply log concavity of the prior and likelihood: the same criterion for tractable calculation of the maximum a posteriori point estimate. With simulated data, we demonstrate how we can attain the Bayes risk in simulations. With physiologic data, we demonstrate improvements over point estimation in intensive care unit outcome prediction and electroencephalography-based sleep staging.

stat.ML↗

arXiv2015

Directed Information Graphs

We propose a graphical model for representing networks of stochastic processes, the minimal generative model graph. It is based on reduced factorizations of the joint distribution over time. We show that under appropriate conditions, it is unique and consistent with another type of graphical model, the directed information graph, which is based on a generalization of Granger causality. We demonstrate how directed information quantifies Granger causality in a particular sequential prediction setting. We also develop efficient methods to estimate the topological structure from data that obviate estimating the joint statistics. One algorithm assumes upper-bounds on the degrees and uses the minimal dimension statistics necessary. In the event that the upper-bounds are not valid, the resulting graph is nonetheless an optimal approximation. Another algorithm uses near-minimal dimension statistics when no bounds are known but the distribution satisfies a certain criterion. Analogous to how structure learning algorithms for undirected graphical models use mutual information estimates, these algorithms use directed information estimates. We characterize the sample-complexity of two plug-in directed information estimators and obtain confidence intervals. For the setting when point estimates are unreliable, we propose an algorithm that uses confidence intervals to identify the best approximation that is robust to estimation error. Lastly, we demonstrate the effectiveness of the proposed algorithms through analysis of both synthetic data and real data from the Twitter network. In the latter case, we identify which news sources influence users in the network by merely analyzing tweet times.

cs.IT↗

arXiv2013

An Optimizer's Approach to Stochastic Control Problems with Nonclassical Information Structures

We present an optimization-based approach to stochastic control problems with nonclassical information structures. We cast these problems equivalently as optimization prob- lems on joint distributions. The resulting problems are necessarily nonconvex. Our approach to solving them is through convex relaxation. We solve the instance solved by Bansal and Basar with a particular application of this approach that uses the data processing inequality for constructing the convex relaxation. Using certain f-divergences, we obtain a new, larger set of inverse optimal cost functions for such problems. Insights are obtained on the relation between the structure of cost functions and of convex relaxations for inverse optimal control.

math.OC↗

arXiv2012

Bit-wise Unequal Error Protection for Variable Length Block Codes with Feedback

The bit-wise unequal error protection problem, for the case when the number of groups of bits $\ell$ is fixed, is considered for variable length block codes with feedback. An encoding scheme based on fixed length block codes with erasures is used to establish inner bounds to the achievable performance for finite expected decoding time. A new technique for bounding the performance of variable length block codes is used to establish outer bounds to the performance for a given expected decoding time. The inner and the outer bounds match one another asymptotically and characterize the achievable region of rate-exponent vectors, completely. The single message message-wise unequal error protection problem for variable length block codes with feedback is also solved as a necessary step on the way.

cs.IT↗

arXiv2011

Causal Dependence Tree Approximations of Joint Distributions for Multiple Random Processes

We investigate approximating joint distributions of random processes with causal dependence tree distributions. Such distributions are particularly useful in providing parsimonious representation when there exists causal dynamics among processes. By extending the results by Chow and Liu on dependence tree approximations, we show that the best causal dependence tree approximation is the one which maximizes the sum of directed informations on its edges, where best is defined in terms of minimizing the KL-divergence between the original and the approximate distribution. Moreover, we describe a low-complexity algorithm to efficiently pick this approximate distribution.

cs.IT↗