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We present a parameter estimation method for nonlinear mixed effect models based on ordinary differential equations (NLME-ODEs). The method presented here aims at regularizing the estimation problem in presence of model misspecifications,…

Methodology · Statistics 2021-02-24 Quentin Clairon , Chloé Pasin , Irene Balelli , Rodolphe Thiébaut , Mélanie Prague

The parameter identifiability problem for a dynamical system is to determine whether the parameters of the system can be found from data for the outputs of the system. Verifying whether the parameters are identifiable is a necessary first…

Systems and Control · Electrical Eng. & Systems 2025-06-11 Alexey Ovchinnikov , Anand Pillay , Gleb Pogudin , Thomas Scanlon

This lecture note provides a self-contained introduction to Bayesian inference and Markov Chain Monte Carlo (MCMC) methods for parameter estimation in epidemic models. Using the classical Susceptible-Infectious-Recovered (SIR) compartmental…

Methodology · Statistics 2026-03-18 Augustine Okolie

Identifiability is a structural property of any ODE model characterized by a set of unknown parameters. It describes the possibility of determining the values of these parameters from fusing the observations of the system inputs and…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Agostino Martinelli

Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…

A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…

Methodology · Statistics 2024-04-22 Sahil Bhola , Karthik Duraisamy

Computational inverse problems for biomedical simulators suffer from limited data and relatively high parameter dimensionality. This often requires sensitivity analysis, where parameters of the model are ranked based on their influence on…

Tissues and Organs · Quantitative Biology 2025-06-06 Mitchel J. Colebank

Neural networks are a commonly used approach to replace physical models with computationally cheap surrogates. Parametric uncertainty quantification can be included in training, assuming that an accurate prior distribution of the model…

Machine Learning · Computer Science 2026-03-12 Heikki Haario , Zhi-Song Liu , Martin Simon , Hendrik Weichel

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

Computation · Statistics 2017-02-14 Jonathan Fintzi , Xiang Cui , Jon Wakefield , Vladimir N. Minin

Mathematical modelling is a widely used approach to understand and interpret clinical trial data. This modelling typically involves fitting mechanistic mathematical models to data from individual trial participants. Despite the widespread…

Identifiability of parameters is a fundamental prerequisite for model identification. It concerns uniqueness of the model parameters determined from experimental or simulated observations. This dissertation specifically deals with…

Economics · Quantitative Finance 2016-02-04 Di Molfetta Giuseppe

The successful application of epidemic models hinges on our ability to estimate model parameters from limited observations reliably. An often-overlooked step before estimating model parameters consists of ensuring that the model parameters…

Quantitative Methods · Quantitative Biology 2023-09-29 Gerardo Chowell , Sushma Dahal , Yuganthi R. Liyanage , Amna Tariq , Necibe Tuncer

Reliable predictions from systems biology models require knowing whether parameters can be estimated from available data, and with what certainty. Identifiability analysis reveals whether parameters are learnable in principle (structural…

The recent COVID-19 pandemic has thrown the importance of accurately forecasting contagion dynamics and learning infection parameters into sharp focus. At the same time, effective policy-making requires knowledge of the uncertainty on such…

Machine Learning · Computer Science 2025-07-04 Thomas Gaskin , Tim Conrad , Grigorios A. Pavliotis , Christof Schütte

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

Ordinary differential equations (ODEs) are widely used to model dynamical behavior of systems. It is important to perform identifiability analysis prior to estimating unknown parameters in ODEs (a.k.a. inverse problem), because if a system…

Optimization and Control · Mathematics 2021-03-11 Xing Qiu , Tao Xu , Babak Soltanalizadeh , Hulin Wu

The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be…

Methodology · Statistics 2026-05-14 Arianna Ceccarelli , Alexander P. Browning , Ruth E. Baker

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

State-space models are dynamical systems defined by a latent and an observed process. In ecology, stochastic state-space models in discrete time are most often used to describe the imperfectly observed dynamics of population sizes or animal…

Methodology · Statistics 2025-08-13 Frederic Barraquand , Julien Gibaud

Structural identifiability is an important property of parametric ODE models. When conducting an experiment and inferring the parameter value from the time-series data, we want to know if the value is globally, locally, or non-identifiable.…

Discrete Mathematics · Computer Science 2024-06-25 Natali Gogishvili