Receiver operating characteristic curves for a simple stochastic process that carries a static signal

The detection of a weak signal in the presence of noise is an important problem that is often studied in terms of the receiver operating characteristic (ROC) curve, in which the probability of correct detection is plotted against the probability for a false positive. This kind of analysis is typically applied to the situation in which signal and noise are stochastic variables; the detection problem emerges, however, also often in a context in which both signal and noise are stochastic processes and the (correct or false) detection is said to take place when the process crosses a threshold in a given time window. Here we consider the problem for a combination of a static signal which has to be detected against a dynamic noise process, the well-known Ornstein-Uhlenbeck process. We give exact (but difficult to evaluate) quadrature expressions for the detection rates for false positives and correct detections, investigate systematically a simple sampling approximation suggested earlier, compare to an approximation by Stratonovich for the limit of high threshold, and briefly explore the case of multiplicative signal; all theoretical results are compared to extensive numerical simulations of the corresponding Langevin equation. Our results demonstrate that the sampling approximation provides a reasonable description of the ROC curve for this system, and it clarifies limit cases for the ROC curve.

A Symmetry-Based Approach for First-Passage-Times of Gauss-Markov Processes through Daniels-Type Boundaries

Symmetry properties of the Brownian motion and of some diffusion processes are useful to specify the probability density functions and the first passage time density through specific boundaries. Here, we consider the class of Gauss-Markov processes and their symmetry properties. In particular, we study probability densities of such processes in presence of a couple of Daniels-type boundaries, for which closed form results exit. The main results of this paper are the alternative proofs to characterize the transition probability density between the two boundaries and the first passage time density exploiting exclusively symmetry properties. Explicit expressions are provided for Wiener and Ornstein-Uhlenbeck processes.

A stochastic model for interacting neurons in the olfactory bulb

We focus on interacting neurons organized in a block-layered network devoted to the information processing from the sensory system to the brain. Specifically, we consider the firing activity of olfactory sensory neurons, periglomerular, granule and mitral cells in the context of the neuronal activity of the olfactory bulb. We propose and investigate a stochastic model of a layered and modular network to describe the dynamic behavior of each prototypical neuron, taking into account both its role (excitatory/inhibitory) and its location within the network. We adopt specific Gauss-Markov processes suitable to provide reliable estimates of the firing activity of the different neurons, given their linkages. Furthermore, we study the impact of selective excitation/inhibition on the information transmission by means of simulations and numerical estimates obtained through a Volterra integral approach.

Restricted Gompertz-Type Diffusion Processes with Periodic Regulation Functions

We consider two different time-inhomogeneous diffusion processes useful to model the evolution of a population in a random environment. The first is a Gompertz-type diffusion process with time-dependent growth intensity, carrying capacity and noise intensity, whose conditional median coincides with the deterministic solution. The second is a shifted-restricted Gompertz-type diffusion process with a reflecting condition in zero state and with time-dependent regulation functions. For both processes, we analyze the transient and the asymptotic behavior of the transition probability density functions and their conditional moments. Particular attention is dedicated to the first-passage time, by deriving some closed form for its density through special boundaries. Finally, special cases of periodic regulation functions are discussed.

A Lower Bound for the First Passage Time Density of the Suprathreshold Ornstein-Uhlenbeck Process

We prove that the first passage time density ρ(t) for an Ornstein-Uhlenbeck processX(t) obeying dX= -βXdt+ σdWto reach a fixed threshold θ from a suprathreshold initial conditionx0> θ > 0 has a lower bound of the form ρ(t) >kexp[-pe6βt] for positive constantskandpfor timestexceeding some positive valueu. We obtain explicit expressions fork,p, anduin terms of β, σ,x0, and θ, and discuss the application of the results to the synchronization of periodically forced stochastic leaky integrate-and-fire model neurons.

On some first-crossing-time probabilities for a two-dimensional random walk with correlated components

For a two-dimensional random walk {X (n) = (X(n) 1, X(n) 2 )T, n ∈ ℕ0} with correlated components the first-crossing-time probability problem through unit-slope straight lines x 2 = x 1 - r(r = 0,1) is analysed. The p.g.f.'s for the first-crossing-time probabilities are expressed as solutions of a fourth-degree algebraic equation and are then exploited to obtain the first-crossing-time probabilities. Several additional results, including the mean first-crossing time and the probability of ultimate crossing, are also given.

On a Stochastic Leaky Integrate-and-Fire Neuronal Model

The leaky integrate-and-fire neuronal model proposed in Stevens and Zador ( 1998 ), in which time constant and resting potential are postulated to be time dependent, is revisited within a stochastic framework in which the membrane potential is mathematically described as a gauss-diffusion process. The first-passage-time probability density, miming in such a context the firing probability density, is evaluated by either the Volterra integral equation of Buonocore, Nobile, and Ricciardi ( 1987 ) or, when possible, by the asymptotics of Giorno, Nobile, and Ricciardi ( 1990 ). The model examined here represents an extension of the classic leaky integrate-and-fire one based on the Ornstein-Uhlenbeck process in that it is in principle compatible with the inclusion of some other physiological characteristics such as relative refractoriness. It also allows finer tuning possibilities in view of its accounting for certain qualitative as well as quantitative features, such as the behavior of the time course of the membrane potential prior to firings and the computation of experimentally measurable statistical descriptors of the firing time: mean, median, coefficient of variation, and skewness. Finally, implementations of this model are provided in connection with certain experimental evidence discussed in the literature.

On the evaluation of firing densities for periodically driven neuron models

The leaky integrate-and-fire model for neuronal spiking events driven by a periodic stimulus is studied by using the Fokker-Planck formulation. To this purpose, an essential use is made of the asymptotic behavior of the first-passage-time probability density function of a time homogeneous diffusion process through an asymptotically periodic threshold. Numerical comparisons with some recently published results derived by a different approach are performed. Use of a new asymptotic approximation is then made in order to design a numerical algorithm of predictor-corrector type to solve the integral equation in the unknown first-passage-time probability density function. Such algorithm, characterized by a reduced (linear) computation time, is seen to provide a high computation accuracy. Finally, it is shown that such an approach yields excellent approximations to the firing probability density function for a wide range of parameters, including the case of high stimulus frequencies.

Effect of an exponentially decaying threshold on the firing statistics of a stochastic integrate-and-fire neuron

We study a white-noise driven integrate-and-fire (IF) neuron with a time-dependent threshold. We give analytical expressions for mean and variance of the interspike interval assuming that the modification of the threshold value is small. It is shown that the variability of the interval can become both smaller or larger than in the case of constant threshold depending on the decay rate of threshold. We also show that the relative variability is minimal for a certain finite decay rate of the threshold. Furthermore, for slow threshold decay the leaky IF model shows a minimum in the coefficient of variation whenever the firing rate of the neuron matches the decay rate of the threshold. This novel effect can be seen if the firing rate is changed by varying the noise intensity or the mean input current.

On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity

Diffusion processes have been extensively used to describe membrane potential behavior. In this approach the interspike interval has a theoretical counterpart in the first-passage-time of the diffusion model employed. Since the mathematical complexity of the first-passage-time problem increases with attempts to make the models more realistic it seems useful to compare the features of different models in order to highlight their relative performance. In this paper we compare the Feller and Ornstein-Uhlenbeck models under three different criteria derived from the level of information available about their parameters. We conclude that the Feller model is preferable when complete knowledge of the characterizing parameters is assumed. On the other hand, when only limited information about the parameters is available, such as the mean firing time and the histogram shape, no advantage arises from using this more complex model.

On the parameter estimation for diffusion models of single neuron's activities. I. Application to spontaneous activities of mesencephalic reticular formation cells in sleep and waking states

For the Ornstein-Uhlenbeck neuronal model a quantitative method is proposed for the estimation of the two parameters characterizing the unknown input process, namely the neuron's mean input per unit time mu and the infinitesimal standard deviation per unit time sigma. This method is based on the experimentally observed first- and second-order moments of interspike intervals. The dependence of the estimates mu and ŝigma on the moments of the observed interspike intervals and on the neuronal parameters is clarified, and a comparison is made between the estimates based on the classical Wiener model and those yielded by the Ornstein-Uhlenbeck model. Comprehensive tables are included in which the displayed values of mu and ŝigma have been calculated in terms of physiologically realistic pairs of first- and second-order moments. Our method is finally applied to interspike interval data recorded from neurons in the mesencephalic reticular formation of the cat during hypothetical sleep, slow-wave sleep stage, and wake stage.