From univariate to multivariate coupling between continuous signals and point processes: a mathematical framework

DOI10.1162/NECO_A_01389zbMATH Open1483.92039arXiv2005.04034OpenAlexW3157180173MaRDI QIDQ5033489FDOQ5033489

Nikos K. Logothetis, Shervin Safavi, Michel Besserve

Publication date: 23 February 2022

Published in: Neural Computation (Search for Journal in Brave)

Abstract: Time series datasets often contain heterogeneous signals, composed of both continuously changing quantities and discretely occurring events. The coupling between these measurements may provide insights into key underlying mechanisms of the systems under study. To better extract this information, we investigate the asymptotic statistical properties of coupling measures between continuous signals and point processes. We first introduce martingale stochastic integration theory as a mathematical model for a family of statistical quantities that include the Phase Locking Value, a classical coupling measure to characterize complex dynamics. Based on the martingale Central Limit Theorem, we can then derive the asymptotic Gaussian distribution of estimates of such coupling measure, that can be exploited for statistical testing. Second, based on multivariate extensions of this result and Random Matrix Theory, we establish a principled way to analyze the low rank coupling between a large number of point processes and continuous signals. For a null hypothesis of no coupling, we establish sufficient conditions for the empirical distribution of squared singular values of the matrix to converge, as the number of measured signals increases, to the well-known Marchenko-Pastur (MP) law, and the largest squared singular value converges to the upper end of the MPs support. This justifies a simple thresholding approach to assess the significance of multivariate coupling. Finally, we illustrate with simulations the relevance of our univariate and multivariate results in the context of neural time series, addressing how to reliably quantify the interplay between multi channel Local Field Potential signals and the spiking activity of a large population of neurons.

Full work available at URL: https://arxiv.org/abs/2005.04034

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Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Neural biology (92C20)

Cited In (1)

• An invitation to coupling and copulas: with applications to multisensory modeling

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