scholarly journals Identifiability analysis for stochastic differential equation models in systems biology

2020 ◽  
Author(s):  
Alexander P Browning ◽  
David J Warne ◽  
Kevin Burrage ◽  
Ruth E Baker ◽  
Matthew J Simpson

AbstractMathematical models are routinely calibrated to experimental data, with goals ranging from building predictive models to quantifying parameters that cannot be measured. Whether or not reliable parameter estimates are obtainable from the available data can easily be overlooked. Such issues of parameter identifiability have important ramifications for both the predictive power of a model, and the mechanistic insight that can be obtained. Identifiability analysis is well-established for deterministic, ordinary differential equation (ODE) models, but there are no commonly-adopted methods for analysing identifiability in stochastic models. We provide an accessible introduction to identifiability analysis and demonstrate how existing ideas for analysis of ODE models can be applied to stochastic differential equation (SDE) models through four practical case studies. To assess structural identifiability, we study ODEs that describe the statistical moments of the stochastic process using open-source software tools. Using practically-motivated synthetic data and Markov-chain Monte Carlo (MCMC) methods, we assess parameter identifiability in the context of available data. Our analysis shows that SDE models can often extract more information about parameters than deterministic descriptions. All code used to perform the analysis is available on Github.

2020 ◽  
Vol 17 (173) ◽  
pp. 20200652
Author(s):  
Alexander P. Browning ◽  
David J. Warne ◽  
Kevin Burrage ◽  
Ruth E. Baker ◽  
Matthew J. Simpson

Mathematical models are routinely calibrated to experimental data, with goals ranging from building predictive models to quantifying parameters that cannot be measured. Whether or not reliable parameter estimates are obtainable from the available data can easily be overlooked. Such issues of parameter identifiability have important ramifications for both the predictive power of a model, and the mechanistic insight that can be obtained. Identifiability analysis is well-established for deterministic, ordinary differential equation (ODE) models, but there are no commonly adopted methods for analysing identifiability in stochastic models. We provide an accessible introduction to identifiability analysis and demonstrate how existing ideas for analysis of ODE models can be applied to stochastic differential equation (SDE) models through four practical case studies. To assess structural identifiability , we study ODEs that describe the statistical moments of the stochastic process using open-source software tools. Using practically motivated synthetic data and Markov chain Monte Carlo methods, we assess parameter identifiability in the context of available data. Our analysis shows that SDE models can often extract more information about parameters than deterministic descriptions. All code used to perform the analysis is available on Github .


2021 ◽  
Author(s):  
Susanne Pieschner ◽  
Jan Hasenauer ◽  
Christiane Fuchs

Mechanistic models are a powerful tool to gain insights into biological processes. The parameters of such models, e.g. kinetic rate constants, usually cannot be measured directly but need to be inferred from experimental data. In this article, we study dynamical models of the translation kinetics after mRNA transfection and analyze their parameter identifiability. Previous studies have considered ordinary differential equation (ODE) models of the process, and here we formulate a stochastic differential equation (SDE) model. For both model types, we consider structural identifiability based on the model equations and practical identifiability based on simulated as well as experimental data and find that the SDE model provides better parameter identifiability than the ODE model. Moreover, our analysis shows that even for those parameters of the ODE model that are considered to be identifiable, the obtained estimates are sometimes unreliable. Overall, our study clearly demonstrates the relevance of considering different modeling approaches and that stochastic models can provide more reliable and informative results.


2017 ◽  
Vol 6 (5) ◽  
pp. 84 ◽  
Author(s):  
Olusegun Michael Otunuga

In this work, an attempt is made to estimate time varying parameters in a linear stochastic differential equation. By defining $m_{k}$ as the local admissible sample/data observation size at time $t_{k}$, parameters and state at time $t_{k}$ are estimated using past data on interval $[t_{k-m_{k}+1}, t_{k}]$. We show that the parameter estimates at each time $t_{k}$ converge in probability to the true value of the parameters being estimated. A numerical simulation is presented by applying the local lagged adapted generalized method of moments (LLGMM) method to the stochastic differential models governing prices of energy commodities and stock price processes.


2020 ◽  
Vol 21 (11) ◽  
pp. 1054-1059
Author(s):  
Bin Yang ◽  
Yuehui Chen

: Reconstruction of gene regulatory networks (GRN) plays an important role in understanding the complexity, functionality and pathways of biological systems, which could support the design of new drugs for diseases. Because differential equation models are flexible androbust, these models have been utilized to identify biochemical reactions and gene regulatory networks. This paper investigates the differential equation models for reverse engineering gene regulatory networks. We introduce three kinds of differential equation models, including ordinary differential equation (ODE), time-delayed differential equation (TDDE) and stochastic differential equation (SDE). ODE models include linear ODE, nonlinear ODE and S-system model. We also discuss the evolutionary algorithms, which are utilized to search the optimal structures and parameters of differential equation models. This investigation could provide a comprehensive understanding of differential equation models, and lead to the discovery of novel differential equation models.


2003 ◽  
Vol 10 (2) ◽  
pp. 381-399
Author(s):  
A. Yu. Veretennikov

Abstract We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of a one-dimensional stochastic differential equation on the torus is close to that for an exact solution of this equation.


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