We study an optimal nonparametric regression model for a threshold detector
exposed to a noisy, subthreshold signal. The problem of recovering the sig
nal is similar to that faced by neurons in nervous systems, although our mo
del is intended to be normative rather than realistic. In our approach, the
time-integrating activity of the neuron is modeled by kernel regression. S
everal aspects of the performance of the model are studied, including the e
xistence of an optimal amount of noise (stochastic resonance). We construct
a sequential, data-driven procedure for estimating the subthreshold signal
. The performance of our model for threshold data is compared with kernel e
stimation for fully observed data. Finally, we discuss differences between
our estimator and the best estimator for a constant signal.