Statistical analysis of nonlinear dynamical systems using differential geometric sampling methods

被引:34
|
作者
Calderhead, Ben [1 ]
Girolami, Mark [1 ]
机构
[1] UCL, Dept Stat Sci, London WC1E 6BT, England
基金
英国生物技术与生命科学研究理事会; 英国工程与自然科学研究理事会;
关键词
nonlinear dynamic systems; statistical inference; Markov chain Monte Carlo; Riemann manifold sampling methods; Bayesian analysis; parameter estimation; BAYES FACTORS; BIOLOGY; ARABIDOPSIS; IDENTIFIABILITY; ROBUSTNESS; INFERENCE; NETWORKS; CLOCK; NOISY;
D O I
10.1098/rsfs.2011.0051
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
Mechanistic models based on systems of nonlinear differential equations can help provide a quantitative understanding of complex physical or biological phenomena. The use of such models to describe nonlinear interactions in molecular biology has a long history; however, it is only recently that advances in computing have allowed these models to be set within a statistical framework, further increasing their usefulness and binding modelling and experimental approaches more tightly together. A probabilistic approach to modelling allows us to quantify uncertainty in both the model parameters and the model predictions, as well as in the model hypotheses themselves. In this paper, the Bayesian approach to statistical inference is adopted and we examine the significant challenges that arise when performing inference over nonlinear ordinary differential equation models describing cell signalling pathways and enzymatic circadian control; in particular, we address the difficulties arising owing to strong nonlinear correlation structures, high dimensionality and non-identifiability of parameters. We demonstrate how recently introduced differential geometric Markov chain Monte Carlo methodology alleviates many of these issues by making proposals based on local sensitivity information, which ultimately allows us to perform effective statistical analysis. Along the way, we highlight the deep link between the sensitivity analysis of such dynamic system models and the underlying Riemannian geometry of the induced posterior probability distributions.
引用
收藏
页码:821 / 835
页数:15
相关论文
共 50 条
  • [1] DIFFERENTIAL GEOMETRIC METHODS IN HYBRID PARAMETRIZATION OF LINEAR DYNAMICAL-SYSTEMS
    GHOSH, BK
    DAYAWANSA, WP
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1988, 26 (05) : 1149 - 1174
  • [2] Geometric Integration of Nonlinear Dynamical Systems
    Andrianov, Serge N.
    Edamenko, Nikolai S.
    2015 INTERNATIONAL CONFERENCE "STABILITY AND CONTROL PROCESSES" IN MEMORY OF V.I. ZUBOV (SCP), 2015, : 38 - 41
  • [3] Efficiency and stability analysis on nonlinear differential dynamical systems
    Saqib, Muhammad
    Seadawy, Aly R.
    Khaliq, Abdul
    Rizvi, Syed T. R.
    INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2023, 37 (10):
  • [4] Geometric Methods in Analysis and Control of Implicit Differential Systems
    Simha, Ashutosh
    Raha, Soumyendu
    JOURNAL OF THE INDIAN INSTITUTE OF SCIENCE, 2017, 97 (03) : 391 - 411
  • [5] Geometric Methods in Analysis and Control of Implicit Differential Systems
    Ashutosh Simha
    Soumyendu Raha
    Journal of the Indian Institute of Science, 2017, 97 : 391 - 411
  • [6] Dynamical systems analysis using differential geometry
    Ginoux, J. -M.
    Rossetto, B.
    COMPLEX COMPUTING-NETWORKS: BRAIN-LIKE AND WAVE-ORIENTED ELECTRODYNAMIC ALGORITHMS, 2006, 104 : 213 - +
  • [7] On analysis of nonlinear dynamical systems via methods connected with λ-symmetry
    Polat, Gulden Gun
    Ozer, Teoman
    NONLINEAR DYNAMICS, 2016, 85 (03) : 1571 - 1595
  • [8] Fault Detection for Dynamical Systems using Differential Geometric and Concurrent Learning Approach
    Chakraborty, I.
    Vrabie, D.
    IFAC PAPERSONLINE, 2018, 51 (24): : 1395 - 1402
  • [9] Adaptive sampling methods for learning dynamical systems
    Zhao, Zichen
    Li, Qianxiao
    MATHEMATICAL AND SCIENTIFIC MACHINE LEARNING, VOL 190, 2022, 190
  • [10] Nonlinear dynamical systems and adaptive methods
    Dawid, H
    Feichtinger, G
    Hartl, RF
    ANNALS OF OPERATIONS RESEARCH, 1999, 89 : U1 - U3