Phase coupling estimation from multivariate phase statistics
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Publication:3067073
DOI10.1162/NECO_A_00048zbMATH Open1214.82074arXiv0906.3844MaRDI QIDQ3067073FDOQ3067073
Authors: Charles F. Cadieu, K. Koepsell 
Publication date: 20 January 2011
Published in: Neural Computation (Search for Journal in Brave)
Abstract: Coupled oscillators are prevalent throughout the physical world. Dynamical system formulations of weakly coupled oscillator systems have proven effective at capturing the properties of real-world systems. However, these formulations usually deal with the `forward problem': simulating a system from known coupling parameters. Here we provide a solution to the `inverse problem': determining the coupling parameters from measurements. Starting from the dynamic equations of a system of coupled phase oscillators, given by a nonlinear Langevin equation, we derive the corresponding equilibrium distribution. This formulation leads us to the maximum entropy distribution that captures pair-wise phase relationships. To solve the inverse problem for this distribution, we derive a closed form solution for estimating the phase coupling parameters from observed phase statistics. Through simulations, we show that the algorithm performs well in high dimensions (d=100) and in cases with limited data (as few as 100 samples per dimension). Because the distribution serves as the unique maximum entropy solution for pairwise phase statistics, the distribution and estimation technique can be broadly applied to phase coupling estimation in any system of phase oscillators.
Full work available at URL: https://arxiv.org/abs/0906.3844
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Cited In (14)
- Modeling and nonlinear parameter estimation with Kronecker product representation for coupled oscillators and spatiotemporal systems
- On reversibility of macroscopic and microscopic dynamics in the Kuramoto model
- Some sampling properties of common phase estimators
- Revealing Pairwise Coupling in Linear-Nonlinear Networks
- Coupling functions in networks of oscillators
- Reconstructing phase dynamics of oscillator networks
- Title not available (Why is that?)
- Time-domain approaches to quadratic phase coupling estimation
- Collective motions of globally coupled oscillators and some probability distributions on circle
- Oscillating systems with cointegrated phase processes
- Phase-Locked Matrix Factorization with Estimation of the Common Oscillation
- Matching moments to phase distributions: nonlinear programming approaches
- Torus graphs for multivariate phase coupling analysis
- From univariate to multivariate coupling between continuous signals and point processes: a mathematical framework
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