Estimating entropy rates with confidence intervals

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• Matt Kennel, UC San Diego
• Thursday 29 March 2007, 15:00-16:00
• LR5, Engineering, Department of.

If you have a question about this talk, please contact Taylan Cemgil.

The entropy rate quantifies the amount of uncertainty or disorder produced by any dynamical system. In a spiking neuron, this uncertainty translates into the amount of information potentially encoded and thus the subject of intense theoretical and experimental investigation. Estimating this quantity in observed, experimental data is difficult and requires a judicious selection of probabilistic models, balancing between two opposing biases.We use a model weighting principle originally developed for lossless data compression, following the minimum description length principle. This weighting yields a direct estimator of the entropy rate, which, compared to existing methods, exhibits significantly less bias and converges faster in simulation.With Monte Carlo techinques,we estimate a Bayesian confidence interval for the entropy rate. In related work, we apply these ideas to estimate the information rates between sensory stimuli and neural responses in experimental data.

This talk is part of the Signal Processing and Communications Lab Seminars series.

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