Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables

Author(s):  
Roman Liesenfeld ◽  
Jean-François Richard ◽  
Jan Vogler
Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 743
Author(s):  
Xi Liu ◽  
Shuhang Chen ◽  
Xiang Shen ◽  
Xiang Zhang ◽  
Yiwen Wang

Neural signal decoding is a critical technology in brain machine interface (BMI) to interpret movement intention from multi-neural activity collected from paralyzed patients. As a commonly-used decoding algorithm, the Kalman filter is often applied to derive the movement states from high-dimensional neural firing observation. However, its performance is limited and less effective for noisy nonlinear neural systems with high-dimensional measurements. In this paper, we propose a nonlinear maximum correntropy information filter, aiming at better state estimation in the filtering process for a noisy high-dimensional measurement system. We reconstruct the measurement model between the high-dimensional measurements and low-dimensional states using the neural network, and derive the state estimation using the correntropy criterion to cope with the non-Gaussian noise and eliminate large initial uncertainty. Moreover, analyses of convergence and robustness are given. The effectiveness of the proposed algorithm is evaluated by applying it on multiple segments of neural spiking data from two rats to interpret the movement states when the subjects perform a two-lever discrimination task. Our results demonstrate better and more robust state estimation performance when compared with other filters.


2010 ◽  
Vol 2010 (10) ◽  
pp. 002-002 ◽  
Author(s):  
Shuntaro Mizuno ◽  
Kazuya Koyama
Keyword(s):  

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
John Maclean ◽  
Elaine T. Spiller

<p style='text-indent:20px;'>Many recent advances in sequential assimilation of data into nonlinear high-dimensional models are modifications to particle filters which employ efficient searches of a high-dimensional state space. In this work, we present a complementary strategy that combines statistical emulators and particle filters. The emulators are used to learn and offer a computationally cheap approximation to the forward dynamic mapping. This emulator-particle filter (Emu-PF) approach requires a modest number of forward-model runs, but yields well-resolved posterior distributions even in non-Gaussian cases. We explore several modifications to the Emu-PF that utilize mechanisms for dimension reduction to efficiently fit the statistical emulator, and present a series of simulation experiments on an atypical Lorenz-96 system to demonstrate their performance. We conclude with a discussion on how the Emu-PF can be paired with modern particle filtering algorithms.</p>


2012 ◽  
Vol 57 (4) ◽  
pp. 524-533 ◽  
Author(s):  
M. Ya. Litvak ◽  
V. I. Malyugin

Sensors ◽  
2019 ◽  
Vol 19 (12) ◽  
pp. 2827 ◽  
Author(s):  
Danilo Pena ◽  
Carlos Lima ◽  
Matheus Dória ◽  
Luan Pena ◽  
Allan Martins ◽  
...  

In general, acoustic channels are not Gaussian distributed neither are second-order stationary. Considering them for signal processing methods designed for Gaussian assumptions is inadequate, consequently yielding in poor performance of such methods. This paper presents an analysis for audio signal corrupted by impulsive noise using non-Gaussian models. Audio samples are compared to the Gaussian, α -stable and Gaussian mixture models, evaluating the fitting by graphical and numerical methods. We discuss fitting properties as the window length and the overlap, finally concluding that the α -stable model has the best fit for all tested scenarios.


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