We propose a new interpretation of spiking neurons as Bayesian integra- tors accumulating evidence over time about events in the external world or the body, and communicating to other neurons their certainties about these events. In this model, spikes signal the occurrence of new infor- mation, i.e. what cannot be predicted from the past activity. As a result, firing statistics are close to Poisson, albeit providing a deterministic rep- resentation of probabilities. We proceed to develop a theory of Bayesian inference in spiking neural networks, recurrent interactions implement- ing a variant of belief propagation. Many perceptual and motor tasks performed by the central nervous system are probabilis- tic, and can be described in a Bayesian framework [4, 3].

Spike sorting involves clustering spike trains recorded by a micro- electrode according to the source neuron. It is a complicated problem, which requires a lot of human labor, partly due to the non-stationary na- ture of the data. We propose an automated technique for the clustering of non-stationary Gaussian sources in a Bayesian framework. At a first search stage, data is divided into short time frames and candidate descrip- tions of the data as a mixture of Gaussians are computed for each frame. At a second stage transition probabilities between candidate mixtures are computed, and a globally optimal clustering is found as the MAP so- lution of the resulting probabilistic model. Transition probabilities are computed using local stationarity assumptions and are based on a Gaus- sian version of the Jensen-Shannon divergence.

As animals interact with their environments, they must constantly update estimates about their states. Bayesian models combine prior probabil- ities, a dynamical model and sensory evidence to update estimates op- timally. These models are consistent with the results of many diverse psychophysical studies. However, little is known about the neural rep- resentation and manipulation of such Bayesian information, particularly in populations of spiking neurons. We consider this issue, suggesting a model based on standard neural architecture and activations.

This paper analyzes generalization of the classic Rescorla-Wagner (R- W) learning algorithm and studies their relationship to Maximum Like- lihood estimation of causal parameters. We prove that the parameters of two popular causal models, P and P C, can be learnt by the same generalized linear Rescorla-Wagner (GLRW) algorithm provided gener- icity conditions apply. We characterize the fixed points of these GLRW algorithms and calculate the fluctuations about them, assuming that the input is a set of i.i.d. We describe how to determine convergence conditions and calculate conver- gence rates for the GLRW algorithms under these conditions.

It has been demonstrated that basic aspects of human visual motion per- ception are qualitatively consistent with a Bayesian estimation frame- work, where the prior probability distribution on velocity favors slow speeds. Here, we present a refined probabilistic model that can account for the typical trial-to-trial variabilities observed in psychophysical speed perception experiments. We also show that data from such experiments can be used to constrain both the likelihood and prior functions of the model. Specifically, we measured matching speeds and thresholds in a two-alternative forced choice speed discrimination task. Parametric fits to the data reveal that the likelihood function is well approximated by a LogNormal distribution with a characteristic contrast-dependent vari- ance, and that the prior distribution on velocity exhibits significantly heavier tails than a Gaussian, and approximately follows a power-law function.

In this paper we present a framework for using multi-layer per- ceptron (MLP) networks in nonlinear generative models trained by variational Bayesian learning. The nonlinearity is handled by linearizing it using a Gauss–Hermite quadrature at the hidden neu- rons. The method can be used to derive nonlinear coun- terparts for linear algorithms such as factor analysis, independent component/factor analysis and state-space models. This is demon- strated with a nonlinear factor analysis experiment in which even 20 sources can be estimated from a real world speech data set.

We propose a new method for estimating intrinsic dimension of a dataset derived by applying the principle of maximum likelihood to the distances between close neighbors. We derive the estimator by a Poisson process approximation, assess its bias and variance theo- retically and by simulations, and apply it to a number of simulated and real datasets. We also show it has the best overall performance compared with two other intrinsic dimension estimators.

Choice-based conjoint analysis builds models of consumer preferences over products with answers gathered in questionnaires. Our main goal is to bring tools from the machine learning community to solve this prob- lem more efficiently. Thus, we propose two algorithms to quickly and accurately estimate consumer preferences. Conjoint analysis (also called trade-off analysis) is one of the most popular marketing re- search technique used to determine which features a new product should have, by conjointly measuring consumers trade-offs between discretized1 attributes. In this paper, we will fo- cus on the choice-based conjoint analysis (CBC) framework [11] since it is both widely used and realistic: at each question in the survey, the consumer is asked to choose one product from several.

We present a novel method for learning with Gaussian process regres- sion in a hierarchical Bayesian framework. In a first step, kernel matri- ces on a fixed set of input points are learned from data using a simple and efficient EM algorithm. This step is nonparametric, in that it does not require a parametric form of covariance function. In a second step, kernel functions are fitted to approximate the learned covariance matrix using a generalized Nystrom method, which results in a complex, data driven kernel. We evaluate our approach as a recommendation engine for art images, where the proposed hierarchical Bayesian method leads to excellent prediction performance.

We discuss a method for obtaining a subject's a priori beliefs from his/her behavior in a psychophysics context, under the assumption that the behavior is (nearly) optimal from a Bayesian perspective. The method is nonparametric in the sense that we do not assume that the prior belongs to any fixed class of distributions (e.g., Gaussian). Despite this increased generality, the method is relatively simple to implement, being based in the simplest case on a linear programming algorithm, and more generally on a straightforward maximum likelihood or maximum a posteriori formulation, which turns out to be a convex optimization problem (with no non-global local maxima) in many important cases. In addition, we develop methods for analyzing the uncertainty of these esti- mates. We demonstrate the accuracy of the method in a simple simulated coin-flipping setting; in particular, the method is able to precisely track the evolution of the subject's posterior distribution as more and more data are observed.