arXiv:2411.00621stat.MLcs.LG2024-11被引 4

用核方法非参数建模神经元复杂互动,提升精度与适用性

Nonparametric estimation of Hawkes processes with RKHSs

  • 将交互函数置于再生核希尔伯特空间,用核方法建模复杂神经反应
  • 提出新估计方法,逼近误差有界,合成数据上优于现有技术
  • 适合神经科学中兴奋抑制混合效应建模,尤其适用于神经元不应期

本文研究非线性多变量霍克斯过程的非参数估计,假设交互函数位于再生核希尔伯特空间(RKHS)。受神经科学应用启发,模型可表达神经元的兴奋、抑制及二者混合效应(特别适合刻画神经元不应期),且条件强度通过ReLU函数修正。这一特性带来多个方法论挑战,本文提出相应解决方案:证明了对数似然和最小二乘准则的近似版本仍满足表示定理。基于此,设计了一种估计方法,依赖对ReLU函数和积分算子的双重近似,并提供控制该近似影响的界。在合成数据上的数值结果验证了近似误差可控,且所提估计器表现出良好渐近性能,相比相关非参数方法性能更优,适用于神经科学建模。

原文摘要 · Abstract (English)

This paper addresses nonparametric estimation of nonlinear multivariate Hawkes processes, where the interaction functions are assumed to lie in a reproducing kernel Hilbert space (RKHS). Motivated by applications in neuroscience, the model allows complex interaction functions, in order to express exciting and inhibiting effects, but also a combination of both (which is particularly interesting to model the refractory period of neurons), and considers in return that conditional intensities are rectified by the ReLU function. The latter feature incurs several methodological challenges, for which workarounds are proposed in this paper. In particular, it is shown that a representer theorem can be obtained for approximated versions of the log-likelihood and the least-squares criteria. Based on it, we propose an estimation method, that relies on two common approximations (of the ReLU function and of the integral operator). We provide a bound that controls the impact of these approximations. Numerical results on synthetic data confirm this fact as well as the good asymptotic behavior of the proposed estimator. It also shows that our method achieves a better performance compared to related nonparametric estimation techniques and suits neuronal applications.

霍克斯过程核方法神经建模

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