On stationary distributions of stochastic neural networks

TL;DR

This paper analyzes the stationary distributions of non-linear Poisson neuron network models with bounded memory, establishing ergodicity, existence of smooth densities, and proposing approximation methods with convergence guarantees.

Contribution

It proves ergodicity and existence of smooth stationary densities for complex neuron network models, and introduces novel approximation techniques with proven convergence.

Findings

Established ergodicity of the network models

Proved existence of differentiable stationary densities

Developed approximation methods with super-exponential convergence

Abstract

The paper deals with non-linear Poisson neuron network models with bounded memory dynamics, that can include both Hebbian learning mechanisms and refractory periods. The state of a network is described by the times elapsed since its neurons fired within the post-synaptic transfer kernel memory span, and the current strengths of synaptic connections, the state spaces of our models being hierarchies of finite-dimensional components. We establish ergodicity of the stochastic processes describing the behaviour of the networks and prove the existence of continuously differentiable stationary distribution densities (with respect to the Lebesgue measures of corresponding dimensionality) on the components of the state space and find upper bounds for them. For the density components, we derive a system of differential equations that can be solved in a few simplest cases only. Approaches to approximate computation of the stationary density are discussed. One is to reduce the dimensionality of the problem by modifying the network so that each neuron cannot fire if the number of spikes it emitted within the post-synaptic transfer kernel memory span reaches a given threshold. We show that the stationary distribution of this `truncated' network converges to that of the unrestricted one as the threshold increases, and that the convergence is at a super-exponential rate. A complementary approach uses discrete Markov chain approximations to the network process. We derive linear systems for the stationary distributions of these Markov chains and prove that these distributions converge weakly to the stationary laws for the original processes.