Zhu Changbo ¹ Ke Zhou ² Fengzhen Tang ³ Yandong Tang ³ Bailu Si ^2*

• ¹ University of Chinese Academy of Sciences, Beijing, Beijing, China
• ² Beijing Normal University, Beijing, Beijing Municipality, China
• ³ Chinese Academy of Sciences, Beijing, China

Brain activities often follow exponential family of distributions. The exponential distribution is the maximum entropy distribution of continuous random variables in the presence of a mean. The memoryless and peakless properties of an exponential distribution impose difficulties for data analysis methods. To estimate the rate parameter of multivariate exponential distribution from a time series of sensory inputs (i.e., observations), we constructed a hierarchical Bayesian inference model based on a variant of general hierarchical Brownian filter (GHBF). To account for the complex interactions among multivariate exponential random variables, the model estimates the second-order interaction of the rate intensity parameter in logarithmic space. Using variational Bayesian scheme, a family of closed-form and analytical update equations are introduced. These update equations also constitute a complete predictive coding framework. Simulation study shows that our model has the ability to evaluate the time-varying rate parameters and the underlying correlation structure of volatile multivariate exponentially distributed signals. The proposed hierarchical Bayesian inference model is of practical utility in analyzing high-dimensional neural activities.