Likelihood based observability analysis and confidence intervals for predictions of dynamic models
Related Experiment Video
Updated: May 19, 2026

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Clemens Kreutz1, Andreas Raue, Jens Timmer
1Physics Department, University of Freiburg, Hermann Herder Straße 3, 79104 Freiburg, Germany. ckreutz@fdm.uni-freiburg.de
Background:
Predicting a system's behavior based on a mathematical model is a primary task in Systems Biology. If the model parameters are estimated from experimental data, the parameter uncertainty has to be translated into confidence intervals for model predictions. For dynamic models of biochemical networks, the nonlinearity in combination with the large number of parameters hampers the calculation of prediction confidence intervals and renders classical approaches as hardly feasible.
Results:
In this article reliable confidence intervals are calculated based on the prediction profile likelihood. Such prediction confidence intervals of the dynamic states can be utilized for a data-based observability analysis. The method is also applicable if there are non-identifiable parameters yielding to some insufficiently specified model predictions that can be interpreted as non-observability. Moreover, a validation profile likelihood is introduced that should be applied when noisy validation experiments are to be interpreted.
Conclusions:
The presented methodology allows the propagation of uncertainty from experimental to model predictions. Although presented in the context of ordinary differential equations, the concept is general and also applicable to other types of models. Matlab code which can be used as a template to implement the method is provided at http://www.fdmold.uni-freiburg.de/∼ckreutz/PPL.
Related Concept Videos
Prediction Intervals
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
The...
Interpretation of Confidence Intervals
Confidence intervals have confidence coefficients that are crucial for their interpretation. The most common confidence coefficients are 0.90, 0.95, and 0.99, which can be written as percentages–90%, 95%, and 99%, respectively.
Suppose a person calculates a confidence interval with a confidence coefficient of 0.95. In that case, they can...
Uncertainty: Confidence Intervals
Confidence Intervals
A confidence...
Confidence Interval for Estimating Population Mean
A confidence interval for the mean is a range of values that provides an estimate of the population mean. As the...
Confidence Coefficient