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Fast Parameter Inference in Nonlinear Dynamical Systems using Iterative Gradient Matching

ICML 2016 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Probabilistic inference for ODEs and SDEs · 6 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add third regularisation step RKG3 over RKG2 (ablation)gradient matching · Lotka-Volterra sigma=0.25parameter RMSE x10^-2: 6.1 -> 4.6Helped
add third step RKG3 over RKG2 (ablation)gradient matching · Lotka-Volterra sigma=0.4parameter RMSE x10^-2: 10.3 -> 5.4Helped
RKG3 versus GONRKG3 · Lotka-Volterra sigma=0.4parameter RMSE x10^-2: 7.9 -> 5.4Helped
RKG3 versus RKG2 (ablation)RKG3 · protein pathway sigma=0.01function RMSE x10^-2: 22.7 -> 5.2Helped
RKG3 versus GONRKG3 · protein pathway sigma=0.052function RMSE x10^-2: 37 -> 11Helped
iterative acceleration versus direct minimisationRKG3 optimisation · Lotka-Volterra eq. (20)CPU time per iteration: 599.8s -> 6.7sHelped
RKG3 versus GON in compute costRKG3 · Lotka-Volterra eq. (20)CPU time: 4.2s -> 6.7sHurt
RKG3 vs GON at higher noise on alphaRKG3 · Lotka-Volterra sigma=0.4p-value: 5e-1No clear effect
RKG3 vs GON/RKG2 on k5/k6RKG3 · protein pathwayp-value: 2.1e-1No clear effect
overall significance of RKG3 improvementRKG3 · both systemspaired t-tests: 69%Helped

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