Jensen, Anders Christian4; Ditlevsen, Susanne4; Kessler, Mathieu2; Papaspiliopoulos, Omiros3
1 Department of Mathematical Sciences, Faculty of Science, Københavns Universitet2 Departamento de Matemática Aplicada y Estadística, Universidad Politécnica de Cartagena, Cartagena, Spain3 ICREA and Department of Economics, Universitat Pompeu Fabra, Barcelona, Spain4 Department of Mathematical Sciences, Faculty of Science, Københavns Universitet
Excitability is observed in a variety of natural systems, such as neuronal dynamics, cardiovascular tissues, or climate dynamics. The stochastic FitzHugh-Nagumo model is a prominent example representing an excitable system. To validate the practical use of a model, the first step is to estimate model parameters from experimental data. This is not an easy task because of the inherent nonlinearity necessary to produce the excitable dynamics, and because the two coordinates of the model are moving on different time scales. Here we propose a Bayesian framework for parameter estimation, which can handle multidimensional nonlinear diffusions with large time scale separation. The estimation method is illustrated on simulated data.
Physical Review E. Statistical, Nonlinear, and Soft Matter Physics, 2012, Vol 86, Issue 4