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We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

In recent years moment-closure approximations (MA) of the chemical master equation have become a popular method for the study of stochastic effects in chemical reaction systems. Several different MA methods have been proposed and applied in…

Quantitative Methods · Quantitative Biology 2015-11-17 David Schnoerr , Guido Sanguinetti , Ramon Grima

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

Stochasticity plays a key role in many biological systems, necessitating the calibration of stochastic mathematical models to interpret associated data. For model parameters to be estimated reliably, it is typically the case that they must…

In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…

Numerical Analysis · Mathematics 2018-07-04 Lingling Ma , Qiuqi Li , Lijian Jiang

A biochemical network can be simulated by a set of ordinary differential equations (ODE) under well stirred reactor conditions, for large numbers of molecules, and frequent reactions. This is no longer a robust representation when some…

Quantitative Methods · Quantitative Biology 2021-12-17 Guilherme C. P. Innocentini , Arran Hodgkinson , Fernando Antoneli , Arnaud Debussche , Ovidiu Radulescu

Estimating the parameters of ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODEs are typically approximated with deterministic algorithms, new research on probabilistic solvers…

Machine Learning · Statistics 2023-12-08 Mohan Wu , Martin Lysy

The use of simulation-based sensitivity analyses is fundamental to evaluate and compare candidate designs for future clinical trials. In this context, sensitivity analyses are especially useful to assess the dependence of important design…

Methodology · Statistics 2022-08-09 Larry Han , Andrea Arfe , Lorenzo Trippa

We consider time series data modeled by ordinary differential equations (ODEs), widespread models in physics, chemistry, biology and science in general. The sensitivity analysis of such dynamical systems usually requires calculation of…

Methodology · Statistics 2017-09-20 Valdemar Melicher , Tom Haber , Wim Vanroose

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Populations and Evolution · Quantitative Biology 2015-06-30 Andrew J. Dolgert

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Recent research in non-intrusive data-driven model order reduction (MOR) enabled accurate and efficient approximation of parameterized ordinary differential equations (ODEs). However, previous studies have focused on constant parameters,…

Dynamical Systems · Mathematics 2021-10-27 Jonas Kneifl , Julian Hay , Jörg Fehr

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…

Applications · Statistics 2015-10-26 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

We consider the problem of estimating parameter sensitivity for Markovian models of reaction networks. Sensitivity values measure the responsiveness of an output to the model parameters. They help in analyzing the network, understanding its…

Probability · Mathematics 2014-04-18 Ankit Gupta , Mustafa Khammash

It is increasingly realized that taking stochastic effects into account is important in order to study biological cells. However, the corresponding mathematical formulation, the chemical master equation (CME), suffers from the curse of…

Numerical Analysis · Mathematics 2023-09-18 Lukas Einkemmer , Julian Mangott , Martina Prugger

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal

Inferring parameters of models of biochemical kinetics from single-cell data remains challenging because of the uncertainty arising from the intractability of the likelihood function of stochastic reaction networks. Such uncertainty falls…

Quantitative Methods · Quantitative Biology 2025-01-14 Zekai Li , Mauricio Barahona , Philipp Thomas

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

Numerical Analysis · Mathematics 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos
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