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Scalable Variational Inference for Dynamical Systems

NeurIPS 2017 · Probabilistic and scientific modeling › Dynamical systems · approach: State-space inference for stochastic systems · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use mean-field variational gradient matching instead of spline gradient matchingLotka-Volterra · Lotka-Volterraparameter estimation accuracyHelped
Use mean-field variational gradient matching instead of adaptive gradient matchingLotka-Volterra · Lotka-Volterraruntime: 4.7sec; roughly 100 times the runtimeHelped
Use mean-field variational gradient matching instead of adaptive gradient matchingLotka-Volterra · Lotka-Volterraparameter estimation accuracyHelped
Infer states and parameters jointly with mean-field variational gradient matchingProtein signalling transduction pathway · Protein signalling transduction pathway, state S unobservedparameter estimation accuracyHelped
Increase observation noise from variance σ² = 0.01 to σ² = 0.1Protein signalling transduction pathway · Protein signalling transduction pathwayparameter estimation accuracy: σ² = 0.01; σ² = 0.1Hurt
Leave state S unobserved (ablation)Mean-field GM · Protein signalling transduction pathway, σ² = 0.1parameter estimation accuracy: σ² = 0.1No clear effect
Apply the state-variable transformation that makes the equations monomial in states (ablation)Protein signalling transduction pathway · Protein signalling transduction pathwayparameter estimation accuracyMixed
Use mean-field GM to initialize numerical integrationBayesian numerical integration · Protein signalling transduction pathway, state S unobservedparameter estimation errorHelped
Increase the system size to 1000 statesMean-field GM · Lorenz 96runtime: 1000 states; less than 400 secondsHelped

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