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The Journal of Mathematical Neuroscience
Figure 4 | The Journal of Mathematical Neuroscience

Figure 4

From: Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons

Figure 4

Overview of the flow of our iterative procedure. In both validation cases, a satisfying estimate is obtained after about 10 iterations. The threshold and noise intensity are estimated directly from the data in I and II, while the true jump rate and amplitude distribution, as well as the drift function, appear in the iterative phase III. Note that the true jumps statistics are not yet established in II, and this is why we resort to the Fokker–Planck equation as a means to obtain a preliminary guess of the drift function \(\hat{F}_{1}\). A more refined estimate of F is later obtained at the end of branch III

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