Inference of Stochastic Dynamical Systems from Cross-Sectional Population Data

• URL: http://arxiv.org/abs/2012.05055v1
• Date: Wed, 9 Dec 2020 14:02:29 GMT
• Title: Inference of Stochastic Dynamical Systems from Cross-Sectional Population Data
• Authors: Anastasios Tsourtis, Yannis Pantazis, Ioannis Tsamardinos
• Abstract summary: Inferring the driving equations of a dynamical system from population or time-course data is important in several scientific fields such as biochemistry, epidemiology, financial mathematics and many others. In this work, we deduce and then computationally estimate the Fokker-Planck equation which describes the evolution of the population's probability density, based on differential equations. Then, following the USDL approach, we project the Fokker-Planck equation to a proper set of test functions, transforming it into a linear system of equations.
• Score: 8.905677748354364
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Inferring the driving equations of a dynamical system from population or time-course data is important in several scientific fields such as biochemistry, epidemiology, financial mathematics and many others. Despite the existence of algorithms that learn the dynamics from trajectorial measurements there are few attempts to infer the dynamical system straight from population data. In this work, we deduce and then computationally estimate the Fokker-Planck equation which describes the evolution of the population's probability density, based on stochastic differential equations. Then, following the USDL approach, we project the Fokker-Planck equation to a proper set of test functions, transforming it into a linear system of equations. Finally, we apply sparse inference methods to solve the latter system and thus induce the driving forces of the dynamical system. Our approach is illustrated in both synthetic and real data including non-linear, multimodal stochastic differential equations, biochemical reaction networks as well as mass cytometry biological measurements.

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