This lecture focuses on advanced uses of Bayesian statistics for understanding the brain.

This lecture provides an introduction to linear systems.

This tutorial covers the behavior of dynamical systems, systems that evolve in time, where the rules by which they evolve in time are described precisely by a differential equation. 

Differential equations are equations that express the rate of change of the state variable 𝑥. One typically describes this rate of change using the derivative of 𝑥 with respect to time (𝑑𝑥/𝑑𝑡) on the left hand side of the differential equation: 𝑑𝑥𝑑𝑡=𝑓(𝑥). A common notational short-hand is to write 𝑥˙ for 𝑑𝑥𝑑𝑡. The dot means "the derivative with respect to time".

This tutorial provides an introduction to the Markov process in a simple example where the state transitions are probabilistic. The aims of this tutorial is to help you understand Markov processes and history dependence, as well as to explore the behavior of a two-state telegraph process and understand how its equilibrium distribution is dependent on its parameters.

This tutorial builds on how deterministic and stochastic processes can both be a part of a dynamical system by simulating random walks, investigating the mean and variance of a Ornstein-Uhlenbeck (OU) process, and quantifying the OU process's behavior at equilibrium.

The goal of this tutorial is to use the modeling tools and intuitions developed in the previous few tutorials and use them to fit data. The concept is to flip the previous tutorial -- instead of generating synthetic data points from a known underlying process, what if we are given data points measured in time and have to learn the underlying process?

This tutorial is in two sections:

• Section 1 walks through using regression of data to solve for the coefficient of an OU process from Tutorial 3.
• Section 2 generalizes this auto-regression framework to high-order autoregressive models, and we will try to fit data from monkeys at typewriters.

This lecture provides a summary of concepts associated with linear dynamical systems, covered in Linear Systems I (Intro Lecture) and Tutorials 1 - 4, and also introduces motor neuroscience/neuroengineering, brain-machine interfaces, and applications of dynamical systems.

This lesson provides an introduction to the Decision Making course, specifically focusing on hidden states in neural systems. 

This tutorial introduces the Sequential Probability Ratio Test between two hypotheses 𝐻𝐿 and 𝐻𝑅 by running simulations of a Drift Diffusion Model (DDM). As independent and identically distributed (i.i.d) samples from the true data-generating distribution coming in, we accumulate our evidence linearly until a certain criterion is met before deciding which hypothesis to accept. Two types of stopping criterion/stopping rule will be implemented: after seeing a fixed amount of data, and after the likelihood ratio passes a pre-defined threshold. Due to the noisy nature of observations, there will be a drifting term governed by expected mean output and a diffusion term governed by observation noise.

This tutorial covers how to simulate a Hidden Markov Model (HMM) and observe how changing the transition probability and observation noise impacts what the samples look like. Then we'll look at how uncertainty increases as we make future predictions without evidence (from observations) and how to gain information from the observations.

This tutorial covers how to infer a latent model when our states are continuous. Particular attention is paid to the Kalman filter and its mathematical foundation.

This lecture covers multiple topics on dynamical neural modeling and inference and their application to basic neuroscience and neurotechnology design.

This lecture provides an introduction to optimal control, different types of control, as well as potential applications. 

In this tutorial, you will perform a Sequential Probability Ratio Test between two hypotheses HL and HR by running simulations of a Drift Diffusion Model (DDM).

In this tutorial, you will implement a continuous control task: you will design control inputs for a linear dynamical system to reach a target state. 

This lecture covers the utility of action, including the vigor and neuroeconomics of movement and applications to foraging and the marginal value theorem.

This lecture provides an introduction to a variety of topics in reinforcement learning.

This tutorial presents how to estimate state-value functions in a classical conditioning paradigm using Temporal Difference (TD) learning and examine TD-errors at the presentation of the conditioned and unconditioned stimulus (CS and US) under different CS-US contingencies. These exercises will provide you with an understanding of both how reward prediction errors (RPEs) behave in classical conditioning and what we should expect to see if dopamine represents a "canonical" model-free RPE.

In this tutorial, you will use 'bandits' to understand the fundamentals of how a policy interacts with the learning algorithm in reinforcement learning.

In this tutorial, you will learn how to act in the more realistic setting of sequential decisions, formalized by Markov Decision Processes (MDPs). In a sequential decision problem, the actions executed in one state not only may lead to immediate rewards (as in a bandit problem), but may also affect the states experienced next (unlike a bandit problem). Each individual action may therefore affect affect all future rewards. Thus, making decisions in this setting requires considering each action in terms of their expected cumulative future reward.