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. 2017 Jan 12;10:109. doi: 10.3389/fnsys.2016.00109

Table 1.

A summary of the models and estimation methods described in the review.

Model Estimator Multiple filters References
Linear-Gaussian ML (Linear regression) No Theunissen et al., 2000
r^=kTs,r˜Normal Ridge regression No Machens et al., 2004
ARD/ASD No Sahani and Linden, 2003a
ALD No Park and Pillow, 2011b
Linear-Nonlinear Poisson STA No Bussgang, 1952; Chichilnisky, 2001
r = f(kTs), r ~ Poisson
MID Yes Sharpee et al., 2004
STC Yes Brenner et al., 2000
r = f(kTs), r ~ Poisson ML (Poisson GLM) No Truccolo et al., 2005
Linear-Nonlinear Bernoulli ML (Bernoulli GLM) No
r = f(kTs), r ~ Bernoulli
r = f(kTs), r ~ Bernoulli CbRF No Meyer et al., 2014a
General count model ML Yes Williamson et al., 2015
r^ = ∑j fj(kTs),
r ∈ {0, 1, 2, …}
Gain control model
r^=f(k0Tsu(s)v(s))
STC
Logistic regression
No
No
Schwartz et al., 2002; Rabinowitz et al., 2011
Input nonlinearity model
r^=f(kT i=1B bigi(s))
ML No Ahrens et al., 2008b
Context model
r^=ikig(si) Contexti
ML Yes Ahrens et al., 2008a; Williamson et al., 2016
LNLN cascade
r^=f(n=1NWngn(kTs))
ML Yes Butts et al., 2007, 2011; Schinkel-Bielefeld et al., 2012; McFarland et al., 2013
r^=f(c,n,iwc,nbc,igi(kc,nTs)) ML Yes Lehky et al., 1992; Vintch et al., 2015; Harper et al., 2016
Generalized quadratic model
r^=f(k(1)Ts+sTK(2)s)
Orthogonalized Wiener kernels Yes Rieke et al., 1997; Pienkowski and Eggermont, 2010
Information-theoretic Yes Fitzgerald et al., 2011a; Rajan et al., 2013
r^=f(k(1)Ts+sTK(2)s) ML Yes Rajan et al., 2013
Maximum expected likelihood Yes Park et al., 2013
Time-varying model Recursive least-squares filtering No Stanley, 2002
r^=f(ktTs) ML No Brown et al., 2001; Eden et al., 2004
Adaptive prior No Meyer et al., 2014b

Red colored quantities indicate model parameters that are fixed prior to parameter estimation.