Sparse Variational Gaussian Processes Factor Analysis

General notes:

• 1. Overview
• 2. High-level interface
• 3. Low-level interface
• 4. Scripts for estimation and visualization

Advanced notes:

• 1. Data structures
• 2. Object-oriented design
• 3. Implementation notes
• 4. Derivations
  • 4.1. GPFA model
  • 4.2. GPFA with inducing points model
  • 4.3. svGPFA variational lower bound
  • 4.4. Variational distribution of \(h_{nr}(\cdot)\)

Appendix:

• 1. Parameters and their specification
  • 1.1. Data structure parameters
    • 1.1.1. Trial-specific format
    • 1.1.2. Trial-common format
    • 1.1.3. Defaults
  • 1.2. Initial values of model parameters
    • 1.2.1. Variational parameters
      • 1.2.1.1. Python variable format
      • 1.2.1.2. Latent-trial-specific filename format
      • 1.2.1.3. Latent-trial-common filename format
      • 1.2.1.4. Constant value format
      • 1.2.1.5. Defaults
    • 1.2.2. Embedding parameters
      • 1.2.2.1. Python variable format
      • 1.2.2.2. Filename format
      • 1.2.2.3. Random format
      • 1.2.2.4. Defaults
    • 1.2.3. Kernel parameters
      • 1.2.3.1. Python variable format
      • 1.2.3.2. Latent-specific textual format
      • 1.2.3.3. Latent-common textual format
      • 1.2.3.4. Defaults
    • 1.2.4. Inducing points locations parameters
      • 1.2.4.1. Python variable format
      • 1.2.4.2. Latent-trial-specific filename format
      • 1.2.4.3. Latent-trial-common filename format
      • 1.2.4.4. Layout format
      • 1.2.4.5. Defaults
  • 1.3. Optimisation parameters
    • 1.3.1. Defaults
• 2. References

Code:

• 1. svGPFA package
  • 1.1. Subpackages
    • 1.1.1. svGPFA.plot package
      • 1.1.1.1. Submodules
      • 1.1.1.2. svGPFA.plot.plotUtilsPlotly module
        • get3DPlotOrthonormalizedLatentsAcrossTrials()
        • getPlotCIF()
        • getPlotCIFsImageOneNeuronAllTrials()
        • getPlotCIFsOneNeuronAllTrials()
        • getPlotEmbeddingAcrossTrials()
        • getPlotEmbeddingParams()
        • getPlotEstimatedLatentsForTrial()
        • getPlotKernelsParams()
        • getPlotKernelsParamsOneLatent()
        • getPlotLatentAcrossTrials()
        • getPlotLowerBoundHist()
        • getPlotLowerBoundVsOneParam()
        • getPlotLowerBoundVsTwoParamsParam()
        • getPlotMean()
        • getPlotMeanWithCI()
        • getPlotOrthonormalizedEmbeddingParams()
        • getPlotOrthonormalizedLatentAcrossTrials()
        • getPlotOrthonormalizedLatentImageOneNeuronAllTrials()
        • getPlotResKSTestTimeRescalingNumericalCorrection()
        • getPlotResROCAnalysis()
        • getPlotSimulatedAndEstimatedCIFs()
        • getPlotSmoothedSpikes()
        • getPlotSpikesRatesAllTrialsAllNeurons()
        • getPlotTrueAndEstimatedEmbedding()
        • getPlotTrueAndEstimatedEmbeddingParams()
        • getPlotTrueAndEstimatedEmbeddingPropCovered()
        • getPlotTrueAndEstimatedIndPointsCovs()
        • getPlotTrueAndEstimatedIndPointsCovsOneTrialOneLatent()
        • getPlotTrueAndEstimatedIndPointsLocs()
        • getPlotTrueAndEstimatedIndPointsLocsOneTrialOneLatent()
        • getPlotTrueAndEstimatedIndPointsMeans()
        • getPlotTrueAndEstimatedIndPointsMeansOneTrialOneLatent()
        • getPlotTrueAndEstimatedKernelsParams()
        • getPlotTrueAndEstimatedKernelsParamsOneLatent()
        • getPlotTrueAndEstimatedLatents()
        • getPlotTrueAndEstimatedLatentsMeans()
        • getPlotTrueAndEstimatedLatentsOneTrialOneLatent()
        • getPlotTruePythonAndMatlabCIFs()
        • getPlotTruePythonAndMatlabEmbedding()
        • getPlotTruePythonAndMatlabEmbeddingPropCovered()
        • getPlotTruePythonAndMatlabKernelsParams()
        • getPlotTruePythonAndMatlabLatents()
        • getSimulatedEmbeddingPlot()
        • getSimulatedLatentPlot()
        • getSimulatedLatentsPlot()
        • getSimulatedSpikesTimesPlotMultipleTrials()
        • getSpikesTimesPlotOneNeuron()
        • getSpikesTimesPlotOneTrial()
      • 1.1.1.3. Module contents
    • 1.1.2. svGPFA.simulations package
      • 1.1.2.1. Submodules
      • 1.1.2.2. svGPFA.simulations.simulations module
        • BaseSimulator
        • GPFASimulator
        • GPFAwithIndPointsSimulator
      • 1.1.2.3. svGPFA.simulations.utils module
        • getTrueVariationalMean()
      • 1.1.2.4. Module contents
    • 1.1.3. svGPFA.stats package
      • 1.1.3.1. Submodules
      • 1.1.3.2. svGPFA.stats.expectedLogLikelihood module
        • ExpectedLogLikelihood
        • PointProcessELL
        • PointProcessELLExpLink
        • PointProcessELLQuad
        • PoissonELL
        • PoissonELLExpLink
        • PoissonELLQuad
      • 1.1.3.3. svGPFA.stats.kernels module
        • ExponentialQuadraticKernel
        • Kernel
        • PeriodicKernel
      • 1.1.3.4. svGPFA.stats.kernelsMatricesStore module
        • IndPointsLocsAndAllTimesKMS
        • IndPointsLocsAndAssocTimesKMS
        • IndPointsLocsAndTimesKMS
        • IndPointsLocsKMS
        • IndPointsLocsKMS_Chol
        • IndPointsLocsKMS_CholWithGettersAndSetters
        • IndPointsLocsKMS_PInv
        • IndPointsLocsKMS_PInvWithGettersAndSetters
        • KernelMatricesStoreGettersAndSetters
        • KernelsMatricesStore
      • 1.1.3.5. svGPFA.stats.klDivergence module
        • KLDivergence
      • 1.1.3.6. svGPFA.stats.svEM module
        • ErrorTerminationInfo
        • SVEM
        • SVEM_PyTorch
        • SVEM_SciPy
        • TerminationInfo
      • 1.1.3.7. svGPFA.stats.svEmbedding module
        • LinearSVEmbedding
        • LinearSVEmbeddingAllTimes
        • LinearSVEmbeddingAllTimesWithParamsGettersAndSetters
        • LinearSVEmbeddingAssocTimes
        • SVEmbedding
      • 1.1.3.8. svGPFA.stats.svGPFAModelFactory module
        • ExponentialLink
        • Gaussian
        • LinearEmbedding
        • NonExponentialLink
        • PointProcess
        • Poisson
        • SVGPFAModelFactory
        • indPointsCovChol
        • indPointsCovRank1PlusDiag
        • kernelMatrixInvChol
        • kernelMatrixInvPInv
      • 1.1.3.9. svGPFA.stats.svLBFGS module
        • ErrorTerminationInfo
        • SVLBFGS
        • TerminationInfo
      • 1.1.3.10. svGPFA.stats.svLowerBound module
        • SVLowerBound
        • SVLowerBoundWithParamsGettersAndSetters
      • 1.1.3.11. svGPFA.stats.svPosteriorOnIndPoints module
        • SVPosteriorOnIndPoints
        • SVPosteriorOnIndPointsChol
        • SVPosteriorOnIndPointsCholWithGettersAndSetters
        • SVPosteriorOnIndPointsRank1PlusDiag
      • 1.1.3.12. svGPFA.stats.svPosteriorOnLatents module
        • SVPosteriorOnLatents
        • SVPosteriorOnLatentsAllTimes
        • SVPosteriorOnLatentsAssocTimes
      • 1.1.3.13. Module contents
    • 1.1.4. svGPFA.utils package
      • 1.1.4.1. Submodules
      • 1.1.4.2. svGPFA.utils.configUtils module
        • getIndPointsMeans()
        • getKernels()
        • getLatentsMeansFuncs()
        • getScaledKernels()
        • getVariationalMean0FromList()
      • 1.1.4.3. svGPFA.utils.initUtils module
        • buildEquidistantIndPointsLocs0()
        • buildFloatListFromStringRep()
        • buildUniformIndPointsLocs0()
        • flatToHierarchicalOptimParams()
        • getArgsInfo()
        • getConstantIndPointsMeans()
        • getDefaultParamsDict()
        • getDiffAcrossLatentsAndTrialsIndPointsLocs0()
        • getDiffAcrossLatentsAndTrialsVariationalCov0()
        • getDiffAcrossLatentsAndTrialsVariationalMean0()
        • getIndPointsLocs0()
        • getIndPointsLocs0InDict()
        • getKernelsParams0()
        • getKernelsParams0AndTypes()
        • getKernelsParams0AndTypesInDict()
        • getKernelsScaledParams0()
        • getKzzChol0()
        • getLinearEmbeddingParam0()
        • getLinearEmbeddingParam0InDict()
        • getLinearEmbeddingParams0()
        • getOptimParams()
        • getParam()
        • getParamsAndKernelsTypes()
        • getParamsDictFromArgs()
        • getParamsDictFromStringsDict()
        • getSVPosteriorOnIndPointsParams0()
        • getSameAcrossLatentsAndTrialsIndPointsLocs0()
        • getSameAcrossLatentsAndTrialsVariationalCov0()
        • getSameAcrossLatentsAndTrialsVariationalMean0()
        • getScaledIdentityQSigma0()
        • getUniformIndPointsMeans()
        • getVariationalCov0()
        • getVariationalCov0InDict()
        • getVariationalMean0()
        • getVariationalMean0InDict()
        • strTo1DDoubleTensor()
        • strTo1DIntTensor()
        • strTo1DTensor()
        • strTo2DDoubleTensor()
        • strTo2DIntTensor()
        • strTo2DTensor()
      • 1.1.4.4. svGPFA.utils.miscUtils module
        • build3DdiagFromDiagVector()
        • buildCovsFromCholVecs()
        • buildKernels()
        • buildQSigmaFromQSVecAndQSDiag()
        • chol3D()
        • clock()
        • computeSpikeClassificationROC()
        • computeSpikeRates()
        • getCIFs()
        • getCholFromVec()
        • getDiagIndicesIn3DArray()
        • getEmbeddingMeans()
        • getEmbeddingSTDs()
        • getEmbeddingSamples()
        • getLatentsMeansAndSTDs()
        • getLatentsSTDs()
        • getLatentsSamplesMeansAndSTDsFromSampledMeans()
        • getLegQuadPointsAndWeights()
        • getPropSamplesCovered()
        • getQSVecsAndQSDiagsFromQSCholVecs()
        • getSRQSigmaVec()
        • getSRQSigmaVecsFromKzz()
        • getTrialsTimes()
        • getVectorRepOfLowerTrianMatrices()
        • orthonormalizeLatentsMeans()
        • pinv3D()
        • saveDataForMatlabEstimations()
        • separateNeuronsSpikeTimesByTrials()
      • 1.1.4.5. Module contents
  • 1.2. Module contents

Indices and tables

• Index

• Module Index

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