{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,6,8]],"date-time":"2022-06-08T08:05:46Z","timestamp":1654675546925},"reference-count":35,"publisher":"MIT Press - Journals","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Neural Computation"],"published-print":{"date-parts":[[2013,1]]},"abstract":"<jats:p> There has been a fast-growing demand for analysis tools for multivariate point-process data driven by work in neural coding and, more recently, high-frequency finance. Here we develop a true or exact (as opposed to one based on time binning) principal components analysis for preliminary processing of multivariate point processes. We provide a maximum likelihood estimator, an algorithm for maximization involving steepest ascent on two Stiefel manifolds, and novel constrained asymptotic analysis. The method is illustrated with a simulation and compared with a binning approach. <\/jats:p>","DOI":"10.1162\/neco_a_00382","type":"journal-article","created":{"date-parts":[[2012,9,28]],"date-time":"2012-09-28T18:37:36Z","timestamp":1348857456000},"page":"101-122","source":"Crossref","is-referenced-by-count":6,"title":["Point-Process Principal Components Analysis via Geometric Optimization"],"prefix":"10.1162","volume":"25","author":[{"given":"Victor","family":"Solo","sequence":"first","affiliation":[{"name":"School of Electrical Engineering and Telecommunications, UNSW Sydney, NSW 2052, Australia"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Syed Ahmed","family":"Pasha","sequence":"additional","affiliation":[{"name":"School of Electrical and Information Engineering, University of Sydney, NSW 2006, Australia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"281","reference":[{"key":"B1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177706538"},{"key":"B2","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-4348-9"},{"key":"B3","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176996218"},{"key":"B4","volume-title":"Time series: Data analysis and theory","author":"Brillinger D.","year":"1981"},{"key":"B5","doi-asserted-by":"publisher","DOI":"10.1007\/BF00318010"},{"key":"B6","doi-asserted-by":"publisher","DOI":"10.1523\/JNEUROSCI.18-18-07411.1998"},{"key":"B7","doi-asserted-by":"publisher","DOI":"10.1038\/nn1228"},{"key":"B8","volume-title":"An introduction to the theory of point processes","author":"Daley D.","year":"2003"},{"key":"B9","volume-title":"Theoretical neuroscience","author":"Dayan P.","year":"2001"},{"key":"B10","doi-asserted-by":"publisher","DOI":"10.1137\/S0895479895290954"},{"key":"B11","doi-asserted-by":"publisher","DOI":"10.1162\/089976602753284464"},{"key":"B12","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316429"},{"key":"B13","doi-asserted-by":"publisher","DOI":"10.1006\/nimg.1998.0425"},{"key":"B14","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-17015-7"},{"key":"B15","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-1904-8"},{"key":"B16","doi-asserted-by":"publisher","DOI":"10.1214\/10-AOAS429"},{"key":"B17","doi-asserted-by":"publisher","DOI":"10.1371\/journal.pcbi.1001110"},{"key":"B18","doi-asserted-by":"publisher","DOI":"10.1142\/p386"},{"key":"B19","volume-title":"Multivariate analysis","author":"Kshirsagar A.","year":"1972"},{"key":"B20","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.18.11.620"},{"key":"B21","volume-title":"Linear and non-linear programming","author":"Luenberger D.","year":"1974"},{"key":"B22","volume-title":"Matrix differential calculus with applications in statistics and econometrics","author":"Magnus J.","year":"1999"},{"key":"B23","doi-asserted-by":"publisher","DOI":"10.1109\/78.984753"},{"key":"B24","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-3244-0"},{"key":"B25","doi-asserted-by":"publisher","DOI":"10.1073\/pnas.95.3.803"},{"key":"B26","doi-asserted-by":"publisher","DOI":"10.1016\/S0006-3495(99)77236-X"},{"key":"B27","doi-asserted-by":"publisher","DOI":"10.1162\/0899766054322973"},{"key":"B28","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2853-8"},{"key":"B29","volume-title":"Spikes: Exploring the neural code","author":"Rieke F.","year":"1997"},{"key":"B30","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177706259"},{"key":"B31","volume-title":"Random point processes","author":"Snyder D.","year":"1975"},{"key":"B32","doi-asserted-by":"publisher","DOI":"10.1109\/CDC.2005.1582638"},{"key":"B33","doi-asserted-by":"publisher","DOI":"10.1109\/CDC.2006.376924"},{"key":"B34","doi-asserted-by":"publisher","DOI":"10.1152\/jn.00697.2004"},{"key":"B35","doi-asserted-by":"publisher","DOI":"10.1038\/nn.2455"}],"container-title":["Neural Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.mitpressjournals.org\/doi\/pdf\/10.1162\/NECO_a_00382","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,3,12]],"date-time":"2021-03-12T21:39:39Z","timestamp":1615585179000},"score":1,"resource":{"primary":{"URL":"https:\/\/direct.mit.edu\/neco\/article\/25\/1\/101-122\/7842"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,1]]},"references-count":35,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2013,1]]}},"alternative-id":["10.1162\/NECO_a_00382"],"URL":"https:\/\/doi.org\/10.1162\/neco_a_00382","relation":{},"ISSN":["0899-7667","1530-888X"],"issn-type":[{"value":"0899-7667","type":"print"},{"value":"1530-888X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,1]]}}}