The Generalized Spike Process, Sparsity, and Statistical Independence
Skip to main content
Open Access Publications from the University of California

Department of Mathematics

Faculty bannerUC Davis

The Generalized Spike Process, Sparsity, and Statistical Independence

  • Author(s): Saito, Naoki
  • et al.

Published Web Location
No data is associated with this publication.

A basis under which a given set of realizations of a stochastic process can be represented most sparsely (the so-called best sparsifying basis (BSB)) and the one under which such a set becomes as less statistically dependent as possible (the so-called least statistically-dependent basis (LSDB)) are important for data compression and have generated interests among computational neuroscientists as well as applied mathematicians. Here we consider these bases for a particularly simple stochastic process called ``generalized spike process'', which puts a single spike--whose amplitude is sampled from the standard normal distribution--at a random location in the zero vector of length $\ndim$ for each realization. Unlike the ``simple spike process'' which we dealt with in our previous paper and whose amplitude is constant, we need to consider the kurtosis-maximizing basis (KMB) instead of the LSDB due to the difficulty of evaluating differential entropy and mutual information of the generalized spike process. By computing the marginal densities and moments, we prove that: 1) the BSB and the KMB selects the standard basis if we restrict our basis search within all possible orthonormal bases in ${\mathbb R}^n$; 2) if we extend our basis search to all possible volume-preserving invertible linear transformations, then the BSB exists and is again the standard basis whereas the KMB does not exist. Thus, the KMB is rather sensitive to the orthonormality of the transformations under consideration whereas the BSB is insensitive to that. Our results once again support the preference of the BSB over the LSDB/KMB for data compression applications as our previous work did.

Item not freely available? Link broken?
Report a problem accessing this item