Multilevel monte carlo for cortical circuit models.

Multilevel Monte Carlo (MLMC) methods aim to speed up computation of statistics from dynamical simulations. MLMC is easy to implement and is sometimes very effective, but its efficacy may depend on the underlying dynamics. We apply MLMC to networks of spiking neurons and assess its effectiveness on prototypical models of cortical circuitry under different conditions. We find that MLMC can be very efficient for computing reliable features, i.e., features of network dynamics that are reproducible upon repeated presentation of the same external forcing. In contrast, MLMC is less effective for complex, internally generated activity. Qualitative explanations are given using concepts from random dynamical systems theory.