The recent interest in the dynamics of networks and the advent, across a range of applications, of measuring modalities that operate on different temporal scales have put the spotlight on some significant gaps in the theory of multivariate time series. Fundamental to the description of network dynamics is the direction of interaction between nodes, accompanied by a measure of the strength of such interactions. Granger causality and its associated frequency domain strength measures (GEMs) (due to Geweke) provide a framework for the formulation and analysis of these issues. In pursuing this setup, three significant unresolved issues emerge. First, computing GEMs involves computing submodels of vector time series models, for which reliable methods do not exist. Second, the impact of filtering on GEMs has never been definitively established. Third, the impact of downsampling on GEMs has never been established. In this work, using state-space methods, we resolve all these issues and illustrate the results with some simulations. Our analysis is motivated by some problems in (fMRI) brain imaging, to which we apply it, but it is of general applicability.

There has been a fast-growing demand for analysis tools for multivariate point-process data driven by work in neural coding and, more recently, high-frequency finance. Here we develop a true or exact (as opposed to one based on time binning) principal components analysis for preliminary processing of multivariate point processes. We provide a maximum likelihood estimator, an algorithm for maximization involving steepest ascent on two Stiefel manifolds, and novel constrained asymptotic analysis. The method is illustrated with a simulation and compared with a binning approach.

Neural receptive fields are dynamic in that with experience, neurons change their spiking responses to relevant stimuli. To understand how neural systems adapt the irrepresentations of biological information, analyses of receptive field plasticity from experimental measurements are crucial. Adaptive signal processing, the well-established engineering discipline for characterizing the temporal evolution of system parameters, suggests a framework for studying the plasticity of receptive fields. We use the Bayes' rule Chapman-Kolmogorov paradigm with a linear state equation and point process observation models to derive adaptive filters appropriate for estimation from neural spike trains. We derive point process filter analogues of the Kalman filter, recursive least squares, and steepest-descent algorithms and describe the properties of these new fil-ters. We illustrate our algorithms in two simulated data examples. The first is a study of slow and rapid evolution of spatial receptive fields in hippocampal neurons. The second is an adaptive decoding study in which a signal is decoded from ensemble neural spiking activity as the recep-tive fields of the neurons in the ensemble evolve. Our results provide a paradigm for adaptive estimation for point process observations and suggest a practical approach for constructing filtering algorithms to track neural receptive field dynamics on a millisecond timescale.

Neural spike train decoding algorithms and techniques to compute Shan-non mutual information are important methods for analyzing how neural systems represent biological signals. Decoding algorithms are also one of several strategies being used to design controls for brain-machine inter-faces. Developing optimal strategies to desig n decoding algorithms and compute mutual information are therefore important problems in com-putational neuroscience. We present a general recursive filter decoding algorithm based on a point process model of individual neuron spiking activity and a linear stochastic state-space model of the biological signal. We derive from the algorithm new instantaneous estimates of the en-tropy, entropy rate, and the mutual information between the signal and the ensemble spiking activity. We assess the accuracy of the algorithm by computing, along with the decoding error, the true coverage probabil-ity of the approximate 0.95 confidence regions for the individual signal estimates. We illustrate the new algorithm by reanalyzing the position and ensemble neural spiking activity of CA1 hippocampal neurons from two rats foraging in an open circular environment. We compare the per-formance of this algorithm with a linear filter constructed by the widely used reverse correlation method. The median decoding error for Animal 1 (2) during 10 minutes of open foraging was 5.9 (5.5) cm, the median entropy was 6.9 (7.0) bits, the median information was 9.4 (9.4) bits, and the true coverage probability for 0.95 confidence regions was 0.67 (0.75) using 34 (32) neurons. These findings improve significantly on our pre-vious results and suggest an integrated approach to dynamically reading neural codes, measuring their properties, and quantifying the accuracy with which encoded information is extracted.