Field Theory of Bayesian Rate Estimation
We address the statistical inference of a time-dependent rate of events in the framework of Bayesian field theory. This maps the problem to a Langevin equation which, beyond the local linear regime taken as reference, involves nonlinearities and an explicit dependence on the shape of the maximum \textit{a posteriori} estimator curve. We study the corresponding impacts in a perturbative expansion, based on an analytically derived scaling relation for the order of shape corrections. We find that the pure nonlinearities dominate the mean and skewness. Crucially, we uncover that the leading correction to the variance is driven by noise propagation from the signal's effective curvature. We test the derived expansion and universal kernels against computationally expensive Monte Carlo simulations, and illustrate their applicability on real neural spike data.