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Hidden dynamical system.

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posted on 08.05.2009, 02:37 by Quentin J. M. Huys, Liam Paninski

The dynamical system comprises the hidden variables and evolves as a Markov chain according to the compartmental model and kinetic equations. The dynamical system is hidden, because only noisy measurements of the true voltage are observed. To perform inference, one has to take the observation process into account. Inference is now possible because the total likelihood of both observed and unobserved quantities given the parameters can be expressed in terms of these two probabilistic relations.

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