In statistical data assimilation one evaluates the conditional expected values, conditioned on measurements, of interesting quantities on the path of a model through observation and prediction windows. This often requires working with very high dimensional integrals in the discrete time descriptions of the observations and model dynamics, which become functional integrals in the continuous-time limit. Two familiar methods for performing these integrals include (1) Monte Carlo calculations and (2) variational approximations using the method of Laplace plus perturbative corrections to the dominant contributions. We attend here to aspects of the Laplace approximation and develop an annealing method for locating the variational path satisfying the Euler-Lagrange equations that comprises the major contribution to the integrals. This begins with the identification of the minimum action path starting with a situation where the model dynamics is totally unresolved in state space, and the consistent minimum of the variational problem is known. We then proceed to slowly increase the model resolution, seeking to remain in the basin of the minimum action path, until a path that gives the dominant contribution to the integral is identified. After a discussion of some general issues, we give examples of the assimilation process for some simple, instructive models from the geophysical literature. Then we explore a slightly richer model of the same type with two distinct time scales. This is followed by a model characterizing the biophysics of individual neurons.

We investigate the dynamics of a conductance-based neuron model coupled to a model of intracellular calcium uptake and release by the endoplasmic reticulum. The intracellular calcium dynamics occur on a time scale that is orders of magnitude slower than voltage spiking behavior. Coupling these mechanisms sets the stage for the appearance of chaotic dynamics, which we observe within certain ranges of model parameter values. We then explore the question of whether one can, using observed voltage data alone, estimate the states and parameters of the voltage plus calcium (V+Ca) dynamics model. We find the answer is negative. Indeed, we show that voltage plus another observed quantity must be known to allow the estimation to be accurate. We show that observing both the voltage time course V(t) and the intracellular Ca time course will permit accurate estimation, and from the estimated model state, accurate prediction after observations are completed. This sets the stage for how one will be able to use a more detailed model of V+Ca dynamics in neuron activity in the analysis of experimental data on individual neurons as well as functional networks in which the nodes (neurons) have these biophysical properties.