Quantifying Statistical Interdependence by Message Passing on Graphs-Part I: One-Dimensional Point Processes
Author(s)Dauwels, Justin H. G.; Vialatte, F.; Cichocki, Andrzej; Weber, Theophane G.
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We present a novel approach to quantify the statistical interdependence of two time series, referred to as stochastic event synchrony (SES). The first step is to extract “events” from the two given time series. The next step is to try to align events from one time series with events from the other. The better the alignment, the more similar the two time series are considered to be. More precisely, the similarity is quantified by the following parameters: time delay, variance of the timing jitter, fraction of noncoincident events, and average similarity of the aligned events. The pairwise alignment and SES parameters are determined by statistical inference. In particular, the SES parameters are computed by maximum a posteriori (MAP) estimation, and the pairwise alignment is obtained by applying the max-product algorithm. This letter deals with one-dimensional point processes; the extension to multidimensional point processes is considered in a companion letter in this issue. By analyzing surrogate data, we demonstrate that SES is able to quantify both timing precision and event reliability more robustly than classical measures can. As an illustration, neuronal spike data generated by the Morris-Lecar neuron model are considered.
DepartmentMassachusetts Institute of Technology. Laboratory for Information and Decision Systems; Massachusetts Institute of Technology. Operations Research Center
Dauwels, J. et al. “Quantifying Statistical Interdependence by Message Passing on Graphs—Part II: Multidimensional Point Processes.” Neural Computation 21.8 (2009): 2203-2268. ©2009 Massachusetts Institute of Technology.
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