Stat Colloquium [In-Person]: Dr. Satish Iyengar

Title: Inference for first passage times of the Feller process

Abstract:

The Feller diffusion process has linear drift and a state-dependent diffusion coefficient that vanishes at zero. Earlier studies have shown that it provides a better fit for neural activity than the Ornstein-Uhlenbeck under certain conditions. In this talk we describe inference based on maximum likelihood for this model when the available data are spike trains rather than the neuron’s subthreshold voltage traces. This work is joint with Bowen Yi.