Neurons as Monte Carlo Samplers: Bayesian Inference and Learning in Spiking Networks

We propose a two-layer spiking network capable of performing approximate inference and learning for a hidden Markov model. The lower layer sensory neurons detect noisy measurements of hidden world states. The higher layer neurons with recurrent connections infer a posterior distribution over world states from spike trains generated by sensory neurons. We show how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in the population of inference neurons represents a sample of a particular hidden world state.