Synthesis of recurrent neural dynamics for monotone inclusion with application to Bayesian inference

We propose a top-down approach to construct recurrent neural circuit dynamics for the mathematical problem of monotone inclusion (MoI). MoI in a general optimization framework that encompasses a wide range of contemporary problems, including Bayesian inference and Markov decision making. We show that in a recurrent neural circuit/network with Poisson neurons, each neuron's firing curve can be understood as a proximal operator of a local objective function, while the overall circuit dynamics constitutes an operator-splitting system of ordinary differential equations whose equilibrium point corresponds to the solution of the MoI problem. Our analysis thus establishes that neural circuits are a substrate for solving a broad class of computational tasks. In this regard, we provide an explicit synthesis procedure for building neural circuits for specific MoI problems and demonstrate it for the specific case of Bayesian inference and sparse neural coding.