Multivariate Time Series Information Bottleneck

Time series (TS) and multiple time series (MTS) predictions have historically paved the way for distinct families of deep learning models. The temporal dimension, distinguished by its evolutionary sequential aspect, is usually modeled by decomposition into the trio of "trend, seasonality, noise", by attempts to copy the functioning of human synapses, and more recently, by transformer models with self-attention on the temporal dimension. These models may find applications in finance and e-commerce, where any increase in performance of less than 1% has large monetary repercussions, they also have potential applications in natural language processing (NLP), medicine, and physics. To the best of our knowledge, the information bottleneck (IB) framework has not received significant attention in the context of TS or MTS analyses. One can demonstrate that a compression of the temporal dimension is key in the context of MTS. We propose a new approach with partial convolution, where a time sequence is encoded into a two-dimensional representation resembling images. Accordingly, we use the recent advances made in image extension to predict an unseen part of an image from a given one. We show that our model compares well with traditional TS models, has information-theoretical foundations, and can be easily extended to more dimensions than only time and space. An evaluation of our multiple time series-information bottleneck (MTS-IB) model proves its efficiency in electricity production, road traffic, and astronomical data representing solar activity, as recorded by NASA's interface region imaging spectrograph (IRIS) satellite.

α-Geodesical Skew Divergence

The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter λ, with the other distribution. Such divergence is an approximation of the KL divergence that does not require the target distribution to be absolutely continuous with respect to the source distribution. In this paper, an information geometric generalization of the skew divergence called the α-geodesical skew divergence is proposed, and its properties are studied.

A statistical description of neural ensemble dynamics

The growing use of multi-channel neural recording techniques in behaving animals has produced rich datasets that hold immense potential for advancing our understanding of how the brain mediates behavior. One limitation of these techniques is they do not provide important information about the underlying anatomical connections among the recorded neurons within an ensemble. Inferring these connections is often intractable because the set of possible interactions grows exponentially with ensemble size. This is a fundamental challenge one confronts when interpreting these data. Unfortunately, the combination of expert knowledge and ensemble data is often insufficient for selecting a unique model of these interactions. Our approach shifts away from modeling the network diagram of the ensemble toward analyzing changes in the dynamics of the ensemble as they relate to behavior. Our contribution consists of adapting techniques from signal processing and Bayesian statistics to track the dynamics of ensemble data on time-scales comparable with behavior. We employ a Bayesian estimator to weigh prior information against the available ensemble data, and use an adaptive quantization technique to aggregate poorly estimated regions of the ensemble data space. Importantly, our method is capable of detecting changes in both the magnitude and structure of correlations among neurons missed by firing rate metrics. We show that this method is scalable across a wide range of time-scales and ensemble sizes. Lastly, the performance of this method on both simulated and real ensemble data is used to demonstrate its utility.