An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns

Author(s):  
Klaus Herrmann ◽  
Matthias Fischer
2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Duho Sin ◽  
Jinsoo Kim ◽  
Jee Hyun Choi ◽  
Sung-Phil Kim

As advances in neurotechnology allow us to access the ensemble activity of multiple neurons simultaneously, many neurophysiologic studies have investigated how to decode neuronal ensemble activity. Neuronal ensemble activity from different brain regions exhibits a variety of characteristics, requiring substantially different decoding approaches. Among various models, a maximum entropy decoder is known to exploit not only individual firing activity but also interactions between neurons, extracting information more accurately for the cases with persistent neuronal activity and/or low-frequency firing activity. However, it does not consider temporal changes in neuronal states and therefore would be susceptible to poor performance for nonstationary neuronal information processing. To address this issue, we develop a novel decoder that extends a maximum entropy decoder to take time-varying neural information into account. This decoder blends a dynamical system model of neural networks into the maximum entropy model to better suit for nonstationary circumstances. From two simulation studies, we demonstrate that the proposed dynamic maximum entropy decoder could cope well with time-varying information, which the conventional maximum entropy decoder could not achieve. The results suggest that the proposed decoder may be able to infer neural information more effectively as it exploits dynamical properties of underlying neural networks.


2021 ◽  
Vol 4 (1) ◽  
Author(s):  
Arian Ashourvan ◽  
Preya Shah ◽  
Adam Pines ◽  
Shi Gu ◽  
Christopher W. Lynn ◽  
...  

AbstractA major challenge in neuroscience is determining a quantitative relationship between the brain’s white matter structural connectivity and emergent activity. We seek to uncover the intrinsic relationship among brain regions fundamental to their functional activity by constructing a pairwise maximum entropy model (MEM) of the inter-ictal activation patterns of five patients with medically refractory epilepsy over an average of ~14 hours of band-passed intracranial EEG (iEEG) recordings per patient. We find that the pairwise MEM accurately predicts iEEG electrodes’ activation patterns’ probability and their pairwise correlations. We demonstrate that the estimated pairwise MEM’s interaction weights predict structural connectivity and its strength over several frequencies significantly beyond what is expected based solely on sampled regions’ distance in most patients. Together, the pairwise MEM offers a framework for explaining iEEG functional connectivity and provides insight into how the brain’s structural connectome gives rise to large-scale activation patterns by promoting co-activation between connected structures.


2005 ◽  
Vol 6 (S1) ◽  
pp. 47-52
Author(s):  
Li-juan Qin ◽  
Yue-ting Zhuang ◽  
Yun-he Pan ◽  
Fei Wu

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