Bayes' Theorem allows a program to infer the probabilities of likely causes from the probabilities of their effects, when what it is given are the probabilities of effects, given the causes.
Such large-scale recordings pose a major challenge to existing statistical methods for neural data analysis. Here we develop highly scalable approximate inference methods for Poisson generalized linear models (GLMs) that require only a single pass over the data.
The latter enjoy asymptotic consistency, but can suffer from high computational costs. In this paper we present a way of bridging the gap between deterministic and stochastic inference.
We present a novel model architecture which leverages deep learning tools to perform exact Bayesian inference on sets of high dimensional, complex observations.