MODELING NEURAL SPIKING WITH POINT PROCESSES NONPARAMETRICALLY: A CONVEX OPTIMIZATION APPROACH Todd P Coleman, UIUC Sridevi Sarma, MIT www.csl.uiuc.edu colemant@uiuc.edu sree@mit.edu Characterizing neural spiking activity as a function of environmental stimuli, and intrinsic effects such as a neuron's own spiking history and concurrent ensemble activity is important in neuroscience. Such a characterization is complex and there is increasing need for a broad class of models to capture such details. Point process models have been shown to be very useful in characterizing neural spiking activity [Brown et al 03]. How do we select the best Lipschitz constant K? Memory Data To date, most models are parametric and thus rely on many assumptions. Nonparametric methods are attractive due to fewer assumptions, but very few efficient methods for these scenarios are known. We propose a computationally efficient maximum-likelihood estimation methodology under mild smoothness assumptions. It relies on convex optimization and admits complexity reduction through Lagrangian duality. We use the Time-Rescaling Theorem for goodness-of-fit analysis and model selection. Closed-form Dual Optimization Problem Equivalent Computationally Efficient Closed-Form Dual Problem Can be efficiently solved using a nondifferentiable convex optimization approach involving subgradient projections Calculation of each subgradient only involves executing a network flow problem to return a dual optimal solution References •E. N. Brown, R. Barbieri R. E. Kass, and L. M. Frank. The time-rescaling theorem and its application to neural spike train data analysis. Neural Computation, 14(2):325-346, 2002. •Brown EN, Barbieri R, Eden UT, Frank LM. Likelihood methods for neural data analysis. In: Feng J, ed. Computational Neuroscience: A Comprehensive Approach. London: CRC, 2003; Chapter 9, pp 253-286. •D. Daley and D. Vere-Jones. An Introduction to the theory of point processes. Springer-Verlag, NewYork, 2003. •D. Bertsimas, D. Gamarnik, and J. N. Tsitsiklis. Estimation of time-varying parameters in statistical models: an optimization approach. Machine Learning, 35:225-245, 1999. •D. Bertsimas and J. N. Tsitsiklis. Introduction to Linear Optimization. Athena Scientific,Belmont, MA, 2nd edition, 1997. •D. P. Bertsekas. Nonlinear Programming. Athena Scientific, Belmont, MA, 2nd edition, 1999. •A. R. Barron, J. Rissanen, and B. Yu. The minimum description length principle in coding and modeling. IEEE Transactions on Information Theory, 44(6):2743--2760, 1998. Global Infotech: Pathways to the Future with Global Partnerships