Papers › Exact identifiability analysis for a class of partially observed near-linear...
Exact identifiability analysis for a class of partially observed near-linear stochastic differential equation models
Alexander P Browning, Michael J Chappell, Hamid Rahkooy, Torkel E Loman, Ruth E Baker
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Stochasticity plays a key role in many biological systems, necessitating the calibration of stochastic mathematical models to interpret associated data. For model parameters to be estimated reliably, it is typically the case that they must be structurally identifiable. Yet, while theory underlying structural identifiability analysis for deterministic differential equation models is highly developed, there are currently no tools for the general assessment of stochastic models. In this work, we present a differential algebra-based framework for the structural identifiability analysis of linear and a class of near-linear partially observed stochastic differential equation (SDE) models. Our framework is based on a deterministic recurrence relation that describes the dynamics of the statistical moments of the system of SDEs. From this relation, we iteratively form a series of necessarily satisfied equations involving only the observed moments, from which we are able to establish structurally identifiable parameter combinations. We demonstrate our framework for a suite of linear (two- and n-dimensional) and non-linear (two-dimensional) models. Most importantly, we define the notion of structural identifiability for SDE models and establish the effect of the initial condition on identifiability. We conclude with a discussion on the applicability and limitations of our approach, and potential future research directions in this understudied area.
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