Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity

DOI10.3934/MBE.2016011zbMATH Open1351.60111arXiv1507.01071OpenAlexW3103016054WikidataQ39829298 ScholiaQ39829298MaRDI QIDQ335096FDOQ335096

Authors: Massimiliano Tamborrino 

Publication date: 2 November 2016

Published in: Mathematical Biosciences and Engineering (Search for Journal in Brave)

Abstract: The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal spiking activity. Since analytical expressions of the first passage time density are not available, we propose to approximate the curved boundary by means of a continuous two-piecewise linear threshold. Explicit expressions for the first passage time density towards the new boundary are provided. Then we introduce different approximating linear threshold and describe how to choose the optimal one minimizing the distance to the curved boundary and hence the error in the corresponding passage time density. Theoretical means, variances and coefficients of variation given by our method are then compared with empirical quantities from simulated data as well as other firing statistics derived under the assumption of a small amplitude of the time-dependent change in the threshold. Finally maximum likelihood and moment estimators of the parameters of the Wiener process are also proposed and compared on simulated data.

Full work available at URL: https://arxiv.org/abs/1507.01071

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zbMATH Keywords

Brownian motionmaximum likelihood estimatorhitting timeboundary crossing probabilityfiring statisticneuronal spiking activity

Mathematics Subject Classification ID

Point estimation (62F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65) Neural biology (92C20) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited In (6)

• Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift
• A survey of modeling and application of non-destructive and destructive degradation tests
• The inverse first passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application
• A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding
• Joint distribution of first exit times of a two dimensional Wiener process with jumps with application to a pair of coupled neurons
• Impact of slow K\(^+\) currents on spike generation can be described by an adaptive threshold model

Uses Software

• R

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