Particle filters are a popular and flexible class of numerical algorithms to solve a large class of nonlinear filtering problems. However, standard particle filters with importance weights have been shown to require a sample size that increases exponentially with the dimension D of the state space in order to achieve a certain performance, which precludes their use in very high-dimensional filtering problems. Here, we focus on the dynamic aspect of this curse of dimensionality (COD) in continuous time filtering, which is caused by the degeneracy of importance weights over time. We show that the degeneracy occurs on a time-scale that decreases with increasing D. In order to soften the effects of weight degeneracy, most particle filters use particle resampling and improved proposal functions for the particle motion. We explain why neither of the two can prevent the COD in general. In order to address this fundamental problem, we investigate an existing filtering algorithm based on optimal feedback control that sidesteps the use of importance weights. We use numerical experiments to show that this Feedback Particle Filter (FPF) by [31] does not exhibit a COD.
The robust estimation of dynamical hidden features, such as the position of prey, based on sensory inputs is one of the hallmarks of perception. This dynamical estimation can be rigorously formulated by nonlinear Bayesian filtering theory. Recent experimental and behavioral studies have shown that animals’ performance in many tasks is consistent with such a Bayesian statistical interpretation. However, it is presently unclear how a nonlinear Bayesian filter can be efficiently implemented in a network of neurons that satisfies some minimum constraints of biological plausibility. Here, we propose the Neural Particle Filter (NPF), a sampling-based nonlinear Bayesian filter, which does not rely on importance weights. We show that this filter can be interpreted as the neuronal dynamics of a recurrently connected rate-based neural network receiving feed-forward input from sensory neurons. Further, it captures properties of temporal and multi-sensory integration that are crucial for perception, and it allows for online parameter learning with a maximum likelihood approach. The NPF holds the promise to avoid the ‘curse of dimensionality’, and we demonstrate numerically its capability to outperform weighted particle filters in higher dimensions and when the number of particles is limited.
Working memories are thought to be held in attractor networks in the brain. These attractors should keep track of the uncertainty associated with each memory, so as to weigh it properly against conflicting new evidence. However, conventional attractors do not represent uncertainty. Here, we show how uncertainty could be incorporated into an attractor, specifically a ring attractor that encodes head direction. First, we introduce a rigorous normative framework (the circular Kalman filter) for benchmarking the performance of a ring attractor under conditions of uncertainty. Next, we show that the recurrent connections within a conventional ring attractor can be retuned to match this benchmark. This allows the amplitude of network activity to grow in response to confirmatory evidence, while shrinking in response to poor-quality or strongly conflicting evidence. This “Bayesian ring attractor” performs near-optimal angular path integration and evidence accumulation. Indeed, we show that a Bayesian ring attractor is consistently more accurate than a conventional ring attractor. Moreover, near-optimal performance can be achieved without exact tuning of the network connections. Finally, we use large-scale connectome data to show that the network can achieve near-optimal performance even after we incorporate biological constraints. Our work demonstrates how attractors can implement a dynamic Bayesian inference algorithm in a biologically plausible manner, and it makes testable predictions with direct relevance to the head direction system as well as any neural system that tracks direction, orientation, or periodic rhythms.
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