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A Bayesian collocation integral method for system identification of ordinary differential equations.
Mingwei Xu1, Samuel W K Wong1, Peijun Sang1
1Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L 3G1, Canada.
This study introduces a Bayesian hierarchical collocation method for identifying complex systems modeled by ordinary differential equations (ODEs). The approach enhances uncertainty quantification in parameter estimation from noisy time-course data.
Area of Science:
- Dynamical systems modeling
- Computational mathematics
- Statistical inference
Background:
- Ordinary differential equations (ODEs) are crucial for modeling complex system dynamics.
- Existing frequentist methods struggle with uncertainty quantification in parameter estimation for high-dimensional sparse ODEs.
- Noisy time-course data presents challenges for accurate system structure identification.
Purpose of the Study:
- To develop a Bayesian hierarchical collocation method for improved uncertainty quantification in ODE modeling.
- To enable simultaneous system identification and trajectory estimation from noisy data.
- To address limitations of frequentist approaches in parameter estimation uncertainty.
Main Methods:
- A Bayesian hierarchical collocation framework is proposed.
- The method integrates likelihood, ODE constraints, and a group-wise sparse penalty.
- It operates under an additive ODE model assumption.
Main Results:
- The proposed Bayesian method demonstrates favorable performance in simulation studies.
- It achieves better quantification of uncertainty compared to existing methods.
- Accurate system trajectories and additive components were recovered.
Conclusions:
- The Bayesian hierarchical collocation method offers a robust approach for ODE system identification.
- It effectively handles noisy time-course data and enhances uncertainty quantification.
- The methodology is applicable to real-world systems, such as gene regulatory networks.


