G80.2207/G89.2211, Fall Semester, 2008

Mathematical Tools for Cognitive and Neural Science

Instructors: Nathaniel Daw & Eero Simoncelli
Teaching Assistant: Deep Ganguli (dganguli AT cns DOT nyu DOT edu)
Lectures: Monday/Wednesday, 9:10-10:55am
Location: Meyer Hall (4 Washington Place), Rm. 809

Brief Description

A graduate course covering basic mathematical techniques for analysis and modeling of cognitive and neural data and systems. This course, first introduced in Spring of 1999, became a requirement for CNS doctoral students in 2000, and for Psychology doctoral students in the Cognition and Perception track in 2008. Topics include: Linear algebra, least-squares and total-least-squares regression, eigen-analysis and PCA, linear shift-invariant systems, convolution, Fourier transforms, Nyquist sampling, basics of probability and stastistics, estimation and decision theory, hypothesis testing, model comparison, bootstrapping, models of neural spike generation, white noise (reverse-correlation) analysis, generalized linear models.

Schedule / Handouts

Date Topic Handouts Homework
Wed, Sep 3
(Eero)
Linear Algebra I: vectors, inner products Course Description (pdf)
Background Poll (pdf)
Linear Algebra handout (pdf)
 
Fri, Sep 5
3:30-5:30, rm 460
Matlab session I: interpreter, syntax, basic commands, plotting Matlab Primer (pdf)
(also, see links below)
hw1 (pdf),
due 12 Sep
Mon, Sep 8
(Eero)
Linear Algebra II: linear systems, matrices, orthogonal transforms    
Wed, Sep 10
(Eero)
Linear Algebra III: diagonal matrices, SVD    
Mon, Sep 15
(Eero/Nathaniel)
Linear Algebra IV: nullspaces, inverses
Intro to Trichromacy
   
Tue, Sep 16
3:30-5:30, rm 460
Matlab session II: loops, scripts, functions, recursion   hw2 (pdf),
due 23 Sep
Wed, Sep 17
(Nathaniel)
Trichromacy   hw3 (pdf),
mat files: colmatch, mtxExamples
due 1 Oct
Mon, Sep 22
(Nathaniel)
Regression I: least-squares data fitting Least Squares handout (pdf)  
Wed, Sep 24
(Nathaniel)
Regression II: incorporating linear or quadratic constraints    
Mon, Sep 29
(Nathaniel)
Regression III: Total least squares, quadratic constraints    
Wed, Oct 1
(Eero)
Elliptical geometry of TLS regression    
Mon, Oct 6
(Eero)
Principal Component Analysis, Eigenvectors   hw4 (pdf),
mat files: regress1, regress2, wtdDataSet, PCA, outlierData, constrainedLS
due 20 Oct
Wed, Oct 8
(Eero)
Intro to linear shift-invariant systems  
Mon, Oct 13 No Class (Columbus day holiday)  
Wed, Oct 15
(Deep)
LSI systems and sinusoids
The Fourier Transform
 
Mon, Oct 20
(Eero)
The Convolution theorem  
Wed, Oct 22
(Eero)
Convolution Theorem II, Fourier examples  
Mon, Oct 27
(Eero)
Complex exponentials, 2D Fourier transformas LSI/Fourier handout (pdf) hw5 (pdf),
m-files: unknownSystem1, unknownSystem2, cconv2
due: 10 Nov.
Wed, Oct 29
(Nathaniel)
Probability intro: densities, marginals, conditionals, Bayes rule  
Mon, Nov 3
(Nathaniel)
Probability II: transformations, sums of random variables, expectation, moments    
Wed, Nov 5
(Nathaniel)
Probability III: Gaussian densities, central limit theorem    
Mon, Nov 10
(Nathaniel)
Statistical estimation: ML, MAP, Bayes Probability & decision handout (pdf)  
Wed, Nov 12
(Nathaniel)
Statistical Estimation: examples    
Mon, Nov 17 No class: SfN meeting    
Wed, Nov 19 No class: SfN meeting   hw6 (pdf),
m-files: blackBox,
due: 5 Dec
Mon, Nov 24
(Eero)
Example: neural characterization    
Wed, Nov 26
(Eero)
Bias, variance    
Mon, Dec 1
(Eero)
Example continued: neural characterization    
Wed, Dec 3
(Eero/Nathaniel)
Bootstrapping /
Decision theory intro
Review article on spike-triggered averaging: Chichilnisky01
Two chapters on bootstrapping: Efron93
 
Mon, Dec 8
(Nathaniel)
Decision, Signal Detection Theory   hw7 (pdf),
m-files: neurometricData, simulateSNL, makeWhiteNoise, fisherData
due: 17 Dec
Wed, Dec 10
(Nathaniel)
Multi-dimensional decisions, Fisher linear discriminants    


Additional Resources

Electrons:

Dead Trees:

Top of page