2011
DOI: 10.1007/s10827-010-0305-9
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The variance of phase-resetting curves

Abstract: Phase resetting curves (PRCs) provide a measure of the sensitivity of oscillators to perturbations. In a noisy environment, these curves are themselves very noisy. Using perturbation theory, we compute the mean and the variance for PRCs for arbitrary limit cycle oscillators when the noise is small. Phase resetting curves and phase dependent variance are fit to experimental data and the variance is computed using an ad-hoc method. The theoretical curves of this phase dependent method match both simulations and … Show more

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Cited by 54 publications
(65 citation statements)
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References 31 publications
(33 reference statements)
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“…Therefore the rate of charge accumulation, measured in units of charge 2 per interspike interval, is d* σ Noise 2 /ω. The coefficient of variation of interspike intervals (CV) predicted by the Ermentrout et al [12] approximation for our simulations, (and our experimental results) is: …”
Section: Resultsmentioning
confidence: 57%
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“…Therefore the rate of charge accumulation, measured in units of charge 2 per interspike interval, is d* σ Noise 2 /ω. The coefficient of variation of interspike intervals (CV) predicted by the Ermentrout et al [12] approximation for our simulations, (and our experimental results) is: …”
Section: Resultsmentioning
confidence: 57%
“…The standard errors for the slopes obtained from the regression allow a direct measure of reliability of each point on the PRC, and the proportion of the variance in ISI that can be accounted for in the regression is obtained as R 2 . It should be noted that the standard errors obtained by this method are not a measure of the variance of the PRC, as described in Ermentrout et al [12], and they do not vary in the same way with the amplitude or slope of the phase resetting curve. They are standard errors of the estimates for the PRC obtained in the regression.…”
Section: Resultsmentioning
confidence: 90%
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“…Over many stimuli, the distributions will converge to a steady-state probability distribution independent of the starting distribution. The steady-state distribution is the eigenvector, λ ( φ ), corresponding to the largest eigenvalue of the transition matrix, p(ϕϕμ,ϕσ2) (Ermentrout et al, 2011). …”
Section: Stimulus Optimizationmentioning
confidence: 99%