Tuesday, January 8, 2019

Gaussian moment-closures for autoregressive GLM population models

[get notes as PDF]

In Rule and Sanguinetti (2008) "Autoregressive Point Processes as Latent State-Space Models" (more at the blog post) we developed moment-closure approximations for the time-evolution of the moments of Autoregressive Point-Process Generalized Linear Models (AR-PPGLMs) of neural activity. These notes generalize these approximations for AR-PPGLM models of neural ensembles . For networks of linear-nonlinear "neurons", the derivations are very similar to the single-neuron case presented in the paper.