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In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

Probability · Mathematics 2021-02-19 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

Probability · Mathematics 2023-06-22 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

A random walk (or a Wiener process), possibly with drift, is observed in a noisy or delayed fashion. The problem considered in this paper is to estimate the first time \tau the random walk reaches a given level. Specifically, the p-moment…

Information Theory · Computer Science 2012-03-22 Marat V. Burnashev , Aslan Tchamkerten

In this paper we extend the encounter-based model of diffusion-mediated surface absorption to the case of an unbiased run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ and switching between two constant velocity states…

Statistical Mechanics · Physics 2022-12-07 Paul C Bressloff

Recently, the SPIKE-distance has been proposed as a parameter-free and time-scale independent measure of spike train synchrony. This measure is time-resolved since it relies on instantaneous estimates of spike train dissimilarity. However,…

Data Analysis, Statistics and Probability · Physics 2012-12-11 Thomas Kreuz , Daniel Chicharro , Conor Houghton , Ralph G Andrzejak , Florian Mormann

We explore a mechanism of pattern formation arising in processes described by a system of a single reaction-diffusion equation coupled with ordinary differential equations. Such systems of equations arise from the modeling of interactions…

Analysis of PDEs · Mathematics 2020-07-15 Steffen Härting , Anna Marciniak-Czochra

Identifying the instances of jumps in a discrete-time-series sample of a jump diffusion model is a challenging task. We have developed a novel statistical technique for jump detection and volatility estimation in a return time series data…

Statistical Finance · Quantitative Finance 2022-03-22 Milan Kumar Das , Anindya Goswami , Sharan Rajani

Fluctuations of the human heart beat constitute a complex system that has been studied mostly under resting conditions using conventional time series analysis methods. During physical exercise, the variability of the fluctuations is…

Data Analysis, Statistics and Probability · Physics 2020-08-13 Matti Molkkari , Giorgio Angelotti , Thorsten Emig , Esa Räsänen

In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted…

Systems and Control · Computer Science 2019-03-04 Xingkang He , Qian Liu , Junfeng Wu , Karl Henrik Johansson

Activity of inhibitory neuron with delayed feedback is considered in the framework of point stochastic processes. The neuron receives excitatory input impulses from a Poisson stream, and inhibitory impulses from the feedback line with a…

Neurons and Cognition · Quantitative Biology 2013-09-10 Alexander K. Vidybida , Kseniya G. Kravchuk

Spike generation in neurons produces a temporal point process, whose statistics is governed by intrinsic phenomena and the external incoming inputs to be coded. In particular, spike-evoked adaptation currents support a slow temporal process…

Neurons and Cognition · Quantitative Biology 2016-10-31 Eugenio Urdapilleta

A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…

Plasma Physics · Physics 2018-01-17 Audun Theodorsen , Odd Erik Garcia

Permutation Invariant Training (PIT) has long been a stepping stone method for training speech separation model in handling the label ambiguity problem. With PIT selecting the minimum cost label assignments dynamically, very few studies…

Sound · Computer Science 2019-10-29 Gene-Ping Yang , Szu-Lin Wu , Yao-Wen Mao , Hung-yi Lee , Lin-shan Lee

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

The mutual information between stimulus and spike-train response is commonly used to monitor neural coding efficiency, but neuronal computation broadly conceived requires more refined and targeted information measures of input-output joint…

Neurons and Cognition · Quantitative Biology 2015-04-21 Sarah E. Marzen , Michael R. DeWeese , James P. Crutchfield

We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…

Statistical Mechanics · Physics 2015-06-25 Michael Schulz , Steffen Trimper , Knud Zabrocki

Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the ``adding weighted Zs'' method of combining…

Statistics Theory · Mathematics 2008-12-18 W. J. Hall , Keyue Ding

We analyze phase transitions in the conditional entropy of a sequence caused by a change in the conditional variables. Such transitions happen, for example, when training to learn the parameters of a system, since the transition from the…

Information Theory · Computer Science 2021-01-07 Kang Gao , Bertrand Hochwald

We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Probability · Mathematics 2017-08-10 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…

Statistics Theory · Mathematics 2007-06-13 Cecilia Mancini