Recent biological experimental findings have shown that the synaptic plasticity depends on the relative timing of the pre-and postsynaptic spikes which determines whether Long Term Potentiation (LTP) occurs or Long Term Depression (LTD) does. The synaptic plasticity has been called "Temporally Asymmetric Hebbian plasticity (TAH)". Many authors have numerically shown that spatiotemporal patterns can be stored in neural networks. However, the mathematical mechanism for storage of the spatiotemporal patterns is still unknown, especially the effects of LTD. In this paper, we employ a simple neural network model and show that interference of LTP and LTD disappears in a sparse coding scheme. On the other hand, it is known that the covariance learning is indispensable for storing sparse patterns. We also show that TAH qualitatively has the same effect as the covariance learning when spatiotemporal patterns are embedded in the network.

Animal data on delayed-reward conditioning experiments shows a striking property - the data for different time intervals collapses into a single curve when the data is scaled by the time interval. This is called the scalar property of interval timing. Here a simple model of a neural clock is presented and shown to give rise to the scalar property. The model is an accumulator consisting of noisy, linear spiking neurons. It is analytically tractable and contains only three parameters.

Recent work has shown impressive transform-invariant modeling and clustering for sets of images of objects with similar appearance. We seek to expand these capabilities to sets of images of an object class that show considerable variation across individual instances (e.g.

This conditional expected claim amount is called the pure premium and it is the basis of the gross premium charged to the insured. This expected value is conditionned on information available about the insured and about the contract, which we call input profile here. This regression problem is difficult for several reasons: large number of examples, -large number variables (most of which are discrete and multi-valued), non-stationarity of the distribution, and a conditional distribution of the dependent variable which is very different from those usually encountered in typical applications.of

In this paper we introduce a new sparseness inducing prior which does not involve any (hyper)parameters that need to be adjusted or estimated. Although other applications are possible, we focus here on supervised learning problems: regression and classification. Experiments with several publicly available benchmark data sets show that the proposed approach yields state-of-the-art performance. In particular, our method outperforms support vector machines and performs competitively with the best alternative techniques, both in terms of error rates and sparseness, although it involves no tuning or adjusting of sparsenesscontrolling hyper-parameters.

A challenging, unsolved problem in the speech recognition community is recognizing speech signals that are corrupted by loud, highly nonstationary noise. One approach to noisy speech recognition is to automatically remove the noise from the cepstrum sequence before feeding it in to a clean speech recognizer. In previous work published in Eurospeech, we showed how a probability model trained on clean speech and a separate probability model trained on noise could be combined for the purpose of estimating the noisefree speech from the noisy speech. We showed how an iterative 2nd order vector Taylor series approximation could be used for probabilistic inference in this model. In many circumstances, it is not possible to obtain examples of noise without speech.

This paper deals with a neural network architecture which establishes a portfolio management system similar to the Black / Litterman approach. This allocation scheme distributes funds across various securities or financial markets while simultaneously complying with specific allocation constraints which meet the requirements of an investor. The portfolio optimization algorithm is modeled by a feedforward neural network. The underlying expected return forecasts are based on error correction neural networks (ECNN), which utilize the last model error as an auxiliary input to evaluate their own misspecification. The portfolio optimization is implemented such that (i.) the allocations comply with investor's constraints and that (ii.) the risk of the portfolio can be controlled.

Many applications rely on the device maintaining a replica of a data-structure which is stored on a server, for example news databases, calendars and email.

Recurrent neural networks of analog units are computers for realvalued functions. We study the time complexity of real computation in general recurrent neural networks. These have sigmoidal, linear, and product units of unlimited order as nodes and no restrictions on the weights. For networks operating in discrete time, we exhibit a family of functions with arbitrarily high complexity, and we derive almost tight bounds on the time required to compute these functions. Thus, evidence is given of the computational limitations that time-bounded analog recurrent neural networks are subject to. 1 Introduction Analog recurrent neural networks are known to have computational capabilities that exceed those of classical Turing machines (see, e.g., Siegelmann and Sontag, 1995; Kilian and Siegelmann, 1996; Siegelmann, 1999).

We present an algorithm that induces a class of models with thin junction trees--models that are characterized by an upper bound on the size of the maximal cliques of their triangulated graph. By ensuring that the junction tree is thin, inference in our models remains tractable throughout the learning process. This allows both an efficient implementation of an iterative scaling parameter estimation algorithm and also ensures that inference can be performed efficiently with the final model. We illustrate the approach with applications in handwritten digit recognition and DNA splice site detection.