/poisson-gpfa

Gaussian process factor analysis with Poisson observations

Primary LanguagePythonBSD 2-Clause "Simplified" LicenseBSD-2-Clause

Poisson-GPFA

This package is written by:

  • Hooram Nam, hooramnam@openmailbox.org
  • Jakob Macke, jakob.macke@caesar.de

This repository contains different methods for the Gaussian process model with Poisson observations. It has been developed and implemented with the goal of modelling spike-train recordings from neural populations, but some of the methods will be applicable more generally.

In particular, the repository includes methods for

  • Laplace approximation for state-inference
  • Variational method for state-inference
  • Expectation maximisation for parameter learning, using Laplace or Variational inference
    • Full EM, where all available trials are processed in each iteration
    • Variants of stochastic EM, where a subset of avilable trials are processed in each iteration

Requirements

  • matplotlib == 1.4.3
  • pandas == 0.16.2
  • numpy == 1.10.1
  • scipy == 0.16.1
  • statsmodels == 0.6.1

Usage

To get started, run the example script either by python example.py in bash orrun example.py in iPython. The software is developed within the Anaconda python 3 environment.

If you notice a bug, want to request a feature, or have a question or feedback, please make use of the issue-tracking capabilities of the repository. We love to hear from people using our code -- please send an email to info@mackelab.org.

The code in this repository is a work in progress. This work is published under the GNU General Public License. The code is provided "as is" and has no warranty whatsoever.