We present an online version of the expectation-maximization (EM) algorithm for hidden Markov models (HMMs). The sufficient statistics required for parameters estimation is computed recursively with time, that is, in an online way instead of using the batch forward-backward procedure. This computational scheme is generalized to the case where the model parameters can change with time by introducing a discount factor into the recurrence relations. The resulting algorithm is equivalent to the batch EM algorithm, for appropriate discount factor and scheduling of parameters update. On the other hand, the online algorithm is able to deal with dynamic environments, i.e., when the statistics of the observed data is changing with time. The implications of the online algorithm for probabilistic modeling in neuroscience are briefly discussed.

In the companion letter in this issue (“Bayesian Spiking Neurons I: Inference”), we showed that the dynamics of spiking neurons can be interpreted as a form of Bayesian integration, accumulating evidence over time about events in the external world or the body. We proceed to develop a theory of Bayesian learning in spiking neural networks, where the neurons learn to recognize temporal dynamics of their synaptic inputs. Meanwhile, successive layers of neurons learn hierarchical causal models for the sensory input. The corresponding learning rule is local, spike-time dependent, and highly nonlinear. This approach provides a principled description of spiking and plasticity rules maximizing information transfer, while limiting the number of costly spikes, between successive layers of neurons.

We show that the dynamics of spiking neurons can be interpreted as a form of Bayesian inference in time. Neurons that optimally integrate evidence about events in the external world exhibit properties similar to leaky integrate-and-fire neurons with spike-dependent adaptation and maximally respond to fluctuations of their input. Spikes signal the occurrence of new information—what cannot be predicted from the past activity. As a result, firing statistics are close to Poisson, albeit providing a deterministic representation of probabilities.

Neurophysiologists are often faced with the problem of evaluating the quality of a code for a sensory or motor variable, either to relate it to the performance of the animal in a simple discrimination task or to compare the codes at various stages along the neuronal pathway. One common belief that has emerged from such studies is that sharpening of tuning curves improves the quality of the code, although only to a certain point; sharpening beyond that is believed to be harmful. We show that this belief relies on either problematic technical analysis or improper assumptions about the noise. We conclude that one cannot tell, in the general case, whether narrow tuning curves are better than wide ones; the answer depends critically on the covariance of the noise. The same conclusion applies to other manipulations of the tuning curve profiles such as gain increase.

Coarse codes are widely used throughout the brain to encode sensory and motor variables. Methods designed to interpret these codes, such as population vector analysis, are either inefficient (the variance of the estimate is much larger than the smallest possible variance) or biologically implausible, like maximum likelihood. Moreover, these methods attempt to compute a scalar or vector estimate of the encoded variable. Neurons are faced with a similar estimation problem. They must read out the responses of the presynaptic neurons, but, by contrast, they typically encode the variable with a further population code rather than as a scalar. We show how a nonlinear recurrent network can be used to perform estimation in a near-optimal way while keeping the estimate in a coarse code format. This work suggests that lateral connections in the cortex may be involved in cleaning up uncorrelated noise among neurons representing similar variables.