Reviews: Mixed vine copulas as joint models of spike counts and local field potentials

Neural Information Processing Systems 

The development of flexible methods to model the joint distribution between continuous and random variables is a important problem with many application areas, one of which, as the authors note, is neuroscience. Copula which allow for both discrete and continuous random variables are one means of approaching this problem, and the development of general and computationally tractable methods for fitting and performing inference with such models is of broad interest. The paper makes multiple methodological contributions, which I find valuable. The proposed family of models seems flexible and likely useful in practice. While others have previously proposed pair copula constructions as well as efficient algorithms for sampling from discrete copulas, the development of pair copula constructions and associated efficient algorithms for sampling and inference for mixed discrete and continuous data is valuable.