Rescaling, thinning or complementing? On goodness-of-fit procedures for point process models and Generalized Linear Models

Generalized Linear Models (GLMs) are an increasingly popular framework for modeling neural spike trains. They have been linked to the theory of stochastic point processes and researchers have used this relation to assess goodness-of-fit using methods from point-process theory, e.g. the time-rescaling theorem. However, high neural firing rates or coarse discretization lead to a breakdown of the assumptions necessary for this connection. Here, we show how goodness-of-fit tests from point-process theory can still be applied to GLMs by constructing equivalent surrogate point processes out of time-series observations. Furthermore, two additional tests based on thinning and complementing point processes are introduced. They augment the instruments available for checking model adequacy of point processes as well as discretized models.

Lafferty, J.
Williams, C. K. I.
Shawe-Taylor, J.
Zemel, R. S.
Culotta, A.
Published in:
Advances in Neural Information Processing Systems, 23
Presented at:
24th Annual Conference on Neural Information Processing Systems (NIPS), Vancouver, Canada, December 6-9, 2010
Massachusetts Institute of Technology Press

 Record created 2011-01-31, last modified 2018-01-28

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