We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with specified in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identify the r-best approximations among these classes, enabling robust decision making.
Modern neuroscientific recording technologies are increasingly generating rich, multimodal data that provide unique opportunities to investigate the intricacies of brain function. However, our ability to exploit the dynamic, interactive interplay among neural processes is limited by the lack of appropriate analysis methods. In this paper, some challenging issues in neuroscience data analysis are described, and some general-purpose approaches to address such challenges are proposed. Specifically, we discuss statistical methodologies with a theme of loss functions, and hierarchical Bayesian inference methodologies from the perspective of constructing optimal mappings. These approaches are demonstrated on both simulated and experimentally acquired neural data sets to assess causal influences and track time-varying interactions among neural processes on a fine time scale.