The functional near-infrared spectroscopy (fNIRS) can detect hemodynamic responses in the brain and the data consist of bivariate time series of oxygenated hemoglobin (oxy-Hb) and deoxygenated hemoglobin (deoxy-Hb) on each channel. In this study, we investigate oscillatory changes in infant fNIRS signals by using the oscillator decompisition method (OSC-DECOMP), which is a statistical method for extracting oscillators from time series data based on Gaussian linear state space models. OSC-DECOMP provides a natural decomposition of fNIRS data into oscillation components in a data-driven manner and does not require the arbitrary selection of band-pass filters. We analyzed 18-ch fNIRS data (3 minutes) acquired from 21 sleeping 3-month-old infants. Five to seven oscillators were extracted on most channels, and their frequency distribution had three peaks in the vicinity of 0.01-0.1 Hz, 1.6-2.4 Hz and 3.6-4.4 Hz. The first peak was considered to reflect hemodynamic changes in response to the brain activity, and the phase difference between oxy-Hb and deoxy-Hb for the associated oscillators was at approximately 230 degrees. The second peak was attributed to cardiac pulse waves and mirroring noise. Although these oscillators have close frequencies, OSC-DECOMP can separate them through estimating their different projection patterns on oxy-Hb and deoxy-Hb. The third peak was regarded as the harmonic of the second peak. By comparing the Akaike Information Criterion (AIC) of two state space models, we determined that the time series of oxy-Hb and deoxy-Hb on each channel originate from common oscillatory activity. We also utilized the result of OSC-DECOMP to investigate the frequency-specific functional connectivity. Whereas the brain oscillator exhibited functional connectivity, the pulse waves and mirroring noise oscillators showed spatially homogeneous and independent changes. OSC-DECOMP is a promising tool for data-driven extraction of oscillation components from biological time series data.

We consider nonparametric Bayesian estimation and prediction for nonhomogeneous Poisson process models with unknown intensity functions. We propose a class of improper priors for intensity functions. Nonparametric Bayesian inference with kernel mixture based on the class improper priors is shown to be useful, although improper priors have not been widely used for nonparametric Bayes problems. Several theorems corresponding to those for finite-dimensional independent Poisson models hold for nonhomogeneous Poisson process models with infinite-dimensional parameter spaces. Bayesian estimation and prediction based on the improper priors are shown to be admissible under the Kullback-Leibler loss. Numerical methods for Bayesian inference based on the priors are investigated.

We investigate shrinkage priors on power spectral densities for complex-valued circular-symmetric autoregressive processes. We construct shrinkage predictive power spectral densities, which asymptotically dominate (i) the Bayesian predictive power spectral density based on the Jeffreys prior and (ii) the estimative power spectral density with the maximum likelihood estimator, where the Kullback-Leibler divergence from the true power spectral density to a predictive power spectral density is adopted as a risk. Furthermore, we propose general constructions of objective priors for Kähler parameter spaces by utilizing a positive continuous eigenfunction of the Laplace-Beltrami operator with a negative eigenvalue. We present numerical experiments on a complex-valued stationary autoregressive model of order 1.

The Bayesian predictive density has complex representation and does not belong to any finite-dimensional statistical model except for in limited situations. In this paper, we introduce its simple approximate representation employing its projection onto a finite-dimensional exponential family. Its theoretical properties are established parallelly to those of the Bayesian predictive density when the model belongs to curved exponential families. It is also demonstrated that the projection asymptotically coincides with the plugin density with the posterior mean of the expectation parameter of the exponential family, which we refer to as the Bayes extended estimator. Information-geometric correspondence indicates that the Bayesian predictive density can be represented as the posterior mean of the infinite-dimensional exponential family. The Kullback–Leibler risk performance of the approximation is demonstrated by numerical simulations and it indicates that the posterior mean of the expectation parameter approaches the Bayesian predictive density as the dimension of the exponential family increases. It also suggests that approximation by projection onto an exponential family of reasonable size is practically advantageous with respect to risk performance and computational cost.

Calcium imaging has been widely used for measuring spiking activities of neurons. When using calcium imaging, we need to extract summarized information from the raw movie beforehand. Recent studies have used matrix deconvolution for this preprocessing. However, such an approach can neither directly estimate the generative mechanism of spike trains nor use stimulus information that has a strong influence on neural activities. Here, we propose a new deconvolution method for calcium imaging using marked point processes. We consider that the observed movie is generated from a probabilistic model with marked point processes as hidden variables, and we calculate the posterior of these variables using a variational inference approach. Our method can simultaneously estimate various kinds of information, such as cell shape, spike occurrence time, and tuning curve. We apply our method to simulated and experimental data to verify its performance.

Many time series are naturally considered as a superposition of several oscillation components. For example, electroencephalogram (EEG) time series include oscillation components such as alpha, beta, and gamma. We propose a method for decomposing time series into such oscillation components using state-space models. Based on the concept of random frequency modulation, gaussian linear state-space models for oscillation components are developed. In this model, the frequency of an oscillator fluctuates by noise. Time series decomposition is accomplished by this model like the Bayesian seasonal adjustment method. Since the model parameters are estimated from data by the empirical Bayes' method, the amplitudes and the frequencies of oscillation components are determined in a data-driven manner. Also, the appropriate number of oscillation components is determined with the Akaike information criterion (AIC). In this way, the proposed method provides a natural decomposition of the given time series into oscillation components. In neuroscience, the phase of neural time series plays an important role in neural information processing. The proposed method can be used to estimate the phase of each oscillation component and has several advantages over a conventional method based on the Hilbert transform. Thus, the proposed method enables an investigation of the phase dynamics of time series. Numerical results show that the proposed method succeeds in extracting intermittent oscillations like ripples and detecting the phase reset phenomena. We apply the proposed method to real data from various fields such as astronomy, ecology, tidology, and neuroscience.

Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

We reveal the relations between the conditional normalized maximum likelihood (CNML) distributions and Bayesian predictive densities based on the latent information priors (LIPs). In particular, CNML3, which is one type of CNML distributions, is investigated. The Bayes projection of a predictive density, which is an information projection of the predictive density on a set of Bayesian predictive densities, is considered. We prove that the sum of the Bayes projection divergence of CNML3 and the conditional mutual information is asymptotically constant. This result implies that the Bayes projection of CNML3 (BPCNML3) is asymptotically identical to the Bayesian predictive density based on LIP. In addition, under some stronger assumptions, we show that BPCNML3 exactly coincides with the Bayesian predictive density based on LIP.

This paper presents kernel regularization information criterion (KRIC), which is a new criterion for tuning regularization parameters in kernel logistic regression (KLR) and support vector machines (SVMs). The main idea of the KRIC is based on the regularization information criterion (RIC). We derive an eigenvalue equation to calculate the KRIC and solve the problem. The computational cost for parameter tuning by the KRIC is reduced drastically by using the Nyström approximation. The test error rate of SVMs or KLR with the regularization parameter tuned by the KRIC is comparable with the one by the cross validation or evaluation of the evidence. The computational cost of the KRIC is significantly lower than the one of the other criteria.