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This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

Identifiability concerns finding which unknown parameters of a model can be quantified from given input-output data. Many linear ODE models, used in systems biology and pharmacokinetics, are unidentifiable, which means that parameters can…

Algebraic Geometry · Mathematics 2013-12-12 Nicolette Meshkat , Seth Sullivant

In this paper, we introduce a new identifiability criteria for linear structural equation models, which we call regression identifiability. We provide necessary and sufficient graphical conditions for a directed edge to be regression…

Statistics Theory · Mathematics 2022-05-27 Bohao Yao , Robin J. Evans

Biochemical reaction networks are widely applied across scientific disciplines to model complex dynamic systems. We investigate the diffusion approximation of reaction networks with mass-action kinetics, focusing on the identifiability of…

Probability · Mathematics 2026-04-29 Louis Faul , Linard Hoessly , Panqiu Xia

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

Proper regulation of cell signaling and gene expression is crucial for maintaining cellular function, development, and adaptation to environmental changes. Reaction dynamics in cell populations is often noisy because of (i) inherent…

Quantitative Methods · Quantitative Biology 2026-05-12 Jiancheng Zhang , Xiangting Li , Xiaolu Guo , Zhaoyi You , Lucas Böttcher , Alex Mogilner , Alexander Hoffman , Tom Chou , Mingtao Xia

Differential equation models are crucial to scientific processes. The values of model parameters are important for analyzing the behaviour of solutions. A parameter is called globally identifiable if its value can be uniquely determined…

Quantitative Methods · Quantitative Biology 2024-02-07 Helen Byrne , Heather Harrington , Alexey Ovchinnikov , Gleb Pogudin , Hamid Rahkooy , Pedro Soto

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by…

Dynamical Systems · Mathematics 2015-10-13 Miles Crosskey , Mauro Maggioni

Understanding the training dynamics of deep learning models is perhaps a necessary step toward demystifying the effectiveness of these models. In particular, how do data from different classes gradually become separable in their feature…

Machine Learning · Computer Science 2021-10-13 Jiayao Zhang , Hua Wang , Weijie J. Su

Recently established equivalences between differential equations and the structure of neural networks enabled some interpretation of training of a neural network as partial-differential-equation (PDE) constrained optimization. We add to the…

Computer Vision and Pattern Recognition · Computer Science 2020-03-20 Bas Peters

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

Many successful methods to learn dynamical systems from data have recently been introduced. However, ensuring that the inferred dynamics preserve known constraints, such as conservation laws or restrictions on the allowed system states,…

Machine Learning · Computer Science 2024-02-16 Alistair White , Niki Kilbertus , Maximilian Gelbrecht , Niklas Boers

Structural parameter identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. One of the standard approaches to assessing this…

Algebraic Geometry · Mathematics 2020-12-29 Alexey Ovchinnikov , Gleb Pogudin , Peter Thompson

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…

Machine Learning · Statistics 2026-05-26 Malinda Lu , Yue-Jane Liu , Matthew K. Nock , Yaniv Yacoby

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic…

Probability · Mathematics 2016-06-08 Nishanth Lingala , N. Sri Namachchivaya

The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

Optimization and Control · Mathematics 2026-04-14 Nicole Tianjiao Yang

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…

Machine Learning · Computer Science 2026-05-18 Yuantu Zhu , Zheyan Li , Dai Shi , Luke Thompson , Oliver Nash , Jose Miguel Lara Rangel , Siran Li , Bingguang Chen , Rongchan Zhu , Qi Meng , Hao Ni

Biochemical reaction networks are subjected to large fluctuations attributable to small molecule numbers, yet underlie reliable biological functions. Most theoretical approaches describe them as purely deterministic or stochastic dynamical…

Molecular Networks · Quantitative Biology 2013-06-11 Jingkui Wang , Marc Lefranc , Quentin Thommen
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