Efficient reconstruction of directed networks from noisy dynamics using stochastic force inference

We consider coupled network dynamics under uncorrelated noises that fluctuate about the noise-free long-time asymptotic state. Our goal is to reconstruct the directed network only from the time-series data of the dynamics of the nodes. By using the stochastic force inference method with a simple natural choice of linear polynomial basis, we derive a reconstruction scheme of the connection weights and the noise strength of each node. Explicit simulations for directed and undirected random networks with various node dynamics are carried out to demonstrate the good accuracy and high efficiency of the reconstruction scheme. We further consider the case when only a subset of the network and its node dynamics can be observed, and it is demonstrated that the directed weighted connections among the observed nodes can be easily and faithfully reconstructed. In addition, we propose a scheme to infer the number of hidden nodes and their effects on each observed node. The accuracy of these results is illustrated by simulations.