Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models

Abstract

This thesis solves estimation and control problems in computational neuroscience, mathematically dealing with the first-passage times of diffusion stochastic processes. We first derive estimation algorithms for model parameters from first-passage time observations, and then we derive algorithms for the control of first-passage times. Finally, we solve an optimal design problem which combines elements of the first two: we ask how to elicit first-passage times such as to facilitate model estimation based on said first-passage observations. The main mathematical tools used are the Fokker-Planck partial differential equation for evolution of probability densities, the Hamilton-Jacobi-Bellman equation of optimal control and the adjoint optimization principle from optimal control theory. The focus is on developing computational schemes for the solution of the problems. The schemes are implemented and are tested for a wide range of parameters.