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Questions about information encoded by the brain demand statistical frameworks for inferring relationships between neural firing and features of the world. The landmark discovery of grid cells demonstrates that neurons can represent spatial information through regularly repeating firing fields. However, the influence of covariates may be masked in current statistical models of grid cell activity, which by employing approaches such as discretizing, aggregating and smoothing, are computationally inefficient and do not account for the continuous nature of the physical world. These limitations motivated us to develop likelihood-based procedures for modelling and estimating the firing activity of grid cells conditionally on biologically relevant covariates. Our approach models firing activity using Poisson point processes with latent Gaussian effects, which accommodate persistent inhomogeneous spatial-directional patterns and overdispersion. Inference is performed in a fully Bayesian manner, which allows us to quantify uncertainty. Applying these methods to experimental data, we provide evidence for temporal and local head direction effects on grid firing. Our approaches offer a novel and principled framework for analysis of neural representations of space., Comment: 44 pages, 16 figures

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types of extremal dependence in the time series such as asymptotic dependence, or Markov time series of finite order.\ In this paper, we develop statistical methodology for time series extremes based on recent probabilistic results that allow us to flexibly model the decay of a stationary time series after witnessing an extreme event.\ While Markov sequences of finite order are naturally accommodated by our approach, we consider a broader setup, based on the conditional extreme value model, which allows for a wide range of possible dependence structures in the time series.\ We consider inference based on Monte Carlo simulation and derive an upper bound for the variance of a commonly used importance sampler.\ Our methodology is illustrated via estimation of cluster functionals in simulated data and in a time series of daily maximum temperatures from Orleans, France.

In this study we consider the problem of detecting and quantifying changes in the distribution of the annual maximum daily maximum temperature (TXx) in a large gridded data set of European daily temperature during the years 1950-2018. Several statistical models are considered, each of which models TXx using a generalized extreme value (GEV) distribution with the GEV parameters varying smoothly over space. In contrast to several previous studies which fit independent GEV models at the grid box level, our models pull information from neighbouring grid boxes for more efficient parameter estimation. The GEV location and scale parameters are allowed to vary in time using the log of atmospheric CO2 as a covariate. Changes are detected most strongly in the GEV location parameter with the TXx distributions generally shifting towards hotter temperatures. Averaged across our spatial domain, the 100-year return level of TXx based on the 2018 climate is approximately 2{\deg}C hotter than that based on the 1950 climate. Moreover, also averaging across our spatial domain, the 100-year return level of TXx based on the 1950 climate corresponds approximately to a 6-year return level in the 2018 climate.

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but identically distributed sequences of random variables subject to suitable long-range dependence restrictions. We find that the limiting distribution of appropriately normalized sample maxima depends on a parameter that measures the average extremal clustering of the sequence. Based on this new representation we derive the asymptotic distribution for the time between consecutive extreme observations and construct moment and likelihood-based estimators for measures of extremal clustering. We specialize our results to random sequences with periodic dependence structure., Comment: 29 pages, 1 figure