systems biology modelers

Abstract: Parameter estimation for ordinary differential equation (ODE) models is a fundamental task that is often complicated by the limitations of conventional optimization-based methods. In theory, differential-algebraic approaches offer an appealing alternative: they reduce the problem to polynomial system solving and do not require user-supplied initial guesses for parameter values. In practice, however, algebraic methods have been limited by their sensitivity to measurement noise, because they require accurate derivatives of observed outputs. In this work, we integrate Gaussian Process Regression (GPR) into the differential-algebraic method and derive a first-order error analysis in terms of noise level and algebraic sensitivity. We evaluate the method across several noise levels on a benchmark of 25 dynamical systems arising in applications including mechanical engineering and systems biology. The proposed method achieves the highest aggregate performance among the methods considered, recovering all sought parameter values and initial conditions to within 10% relative error in 88.5% of runs. These results demonstrate that robust derivative estimation can make differential-algebraic parameter estimation practical for dense, noisy synthetic data while retaining key advantages of the algebraic formulation.

Abstract: We study the problem of recovering the parameters of a multivariate Ornstein-Uhlenbeck (OU) process from steady-state observational and interventional data. In many applications, such as large-scale gene perturbation experiments, only stationary "snapshot" measurements are available, making standard stochastic differential equation estimation methods that rely on time-series trajectories inapplicable. We first establish an identifiability result: one intervention per strongly connected component (SCC) of the drift graph suffices to recover all OU process parameters generically up to a global scaling factor. This holds provided that the SCC condensation graph is connected with a single root and certain spectral nondegeneracy assumptions hold. We propose a recursive learning algorithm that orders SCCs topologically and, for each component, isolates its marginal dynamics and solves a linear system derived from the steady-state moment equations, leveraging parameters recovered for upstream components. Building on this theoretical foundation, we propose a regularized least-squares estimator that jointly minimizes residuals of the steady-state mean and covariance equations across observational and interventional data. Experimental results validate our theoretical findings in recovering parameters of the underlying OU process.