It has long been recognized that sensory systems adapt to their inputs
. Here we formulate the problem of optimal variance estimation for a b
road class of nonstationary signals. We show that under weak assumptio
ns, the Bayesian optimal causal variance estimate shows asymmetric dyn
amics: an abrupt increase in variance is more readily detectable than
an abrupt decrease. By contrast, optimal adaptation to the mean displa
ys symmetric dynamics when the variance is held fixed. After providing
several empirical examples and a simple intuitive argument for our ma
in result, we prove that optimal adaptation is asymmetrical in a broad
class of model environments. This observation makes specific and fals
ifiable predictions about the time course of adaptation in neurons pro
bed with certain stimulus ensembles.