Lab Home | Phone | Search
Center for Nonlinear Studies  Center for Nonlinear Studies
 Home 
▶ People 
 CNLS Staff Members 
 Executive Committee 
 Postdocs 
 Visitors 
 Students 
 Research 
 Publications 
▶ Conferences 
 Workshops 
 Sponsorship 
▶ Talks 
 Seminars 
 Postdoc Seminars Archive 
 Quantum Lunch 
 Quantum Lunch Archive 
 P/T Colloquia 
 Archive 
 Ulam Scholar 
 Anastasio Fellow 
 Fellow Program 
 
▶ Student Requests      
 Student Program 
▶ Visitor Requests 
 Description 
 Past Visitors 
▶ Services 
 General 
 
 History of CNLS 
 
 Maps, Directions 
 T-Division 
 LANL 
 
Monday, April 03, 2006
2:00 PM - 3:00 PM
CNLS Conference Room (TA-3, Bldg 1690)

Seminar

Parameter Estimation in the Ornstein-Uhlenbeck

Paul Mullowney
The University of Canterbury

The Ornstein-Uhlenbeck process has been proposed as a odel for the spontaneous/stochastic activity of a single neuron. In this model, the firing of the neuron corresponds to the first-passage time of the process to a constant boundary, or threshold. In this talk, the governing Ornstein-Uhlenbeck process is derived from basic physical assumptions. Then, the problem of estimating the parameters of the process is addressed when the only available data from a neuron are the interspike intervals, or the times between firings. While the Laplace transform of the first-passage time density is available, the real density has not been obtained in any tractable form. This talk concludes by demonstrating a technique for obtaining a maximum likelihood estimate (MLE) of the parameters based on a numerical inversion of the Laplace Transform.