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Sampling from multivariate correlated binary and poisson random variables

by Philipp Berens

 

07 Jul 2008 (Updated 09 Jul 2008)

No BSD License  

These Matlab functions can be used to generate multivariate correlated binary variables, and correl

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Description

You can use the software in this package to efficiently sample from
(1) correlated multivariate binary random variables (multivariate Bernoulli)
(2) correlated multivariate Poisson random variables
(3) correlated random variables with arbitrary marginal statistics.
Applications include modeling and generating of artificial neural data.

The implementation includes sampling and parameter fitting for the Dichotomized Gaussian distribution. For some parameters this provides and efficient alternative to the maximum-entropy distribution, the Ising model.

Detailed information about the contents are contained in the readme-file at http://www.kyb.mpg.de/bethge/code/efficientsampling/readme.pdf. For an instruction on how to use the code, run the demo.m script.

The methods implemented here are described in two publications:

J. H. Macke, P. Berens, et al., Generating spike-trains with specified correlation-coefficients, Neural Computation, 2008 (accepted) (http://www.kyb.tuebingen.mpg.de/publication.html?publ=5205)

Matthias Bethge and Philipp Berens, Near-Maximum Entropy Models for Binary Neural Representations of Natural Images, Advances in Neural Information Processing 2008 (http://www.kyb.tuebingen.mpg.de/publication.html?publ=4729)

Required Products Optimization Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.5 (R2007b)
Zip File Content  
Other Files
setPath.m,
interface/sampleCovPoisson.m,
interface/sampleDichGauss01.m,
interface/DGAnyMarginal.m,
interface/DGPoisson.m,
lib/binHistIndep.m,
lib/countElem.m,
lib/binBinaryToDec.m,
lib/binHist.m,
lib/PoissonMarginals.m,
lib/SampleDGAnyMarginal.m,
lib/FindDGAnyMarginal.m,
lib/EstimateDiscreteJoint.m,
lib/findLatentGaussian.m,
lib/bivnor.mexmaci,
lib/bivnor.c,
lib/bivnor.dll,
lib/bivnor.m,
lib/bivnor.mexa64,
lib/bivnor.mexglx,
lib/vec.m,
demo.m,
readme.pdf
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Updates
09 Jul 2008

There were two svn subdirectories included in the zip-file by accident. These were removed.

Tag Activity for this File
Tag Applied By Date/Time
statistics Philipp Berens 22 Oct 2008 10:09:11
probability Philipp Berens 22 Oct 2008 10:09:11
multivariate Philipp Berens 22 Oct 2008 10:09:11
dichotomized gaussian Philipp Berens 22 Oct 2008 10:09:11
poisson Philipp Berens 22 Oct 2008 10:09:11
correlated poisson Philipp Berens 22 Oct 2008 10:09:11
corr Philipp Berens 22 Oct 2008 10:09:11
 

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