Model Selection for Ordinary Differential Equations: a Statistical Testing Approach

Autor: Dattner, Itai, Gugushvili, Shota, Laskorunskyi, Oleksandr
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different understandings of nuances in internal mechanisms or abstraction levels, presents a model selection challenge. This study introduces a testing-based approach for ODE model selection amidst statistical noise. Rooted in the model misspecification framework, we adapt foundational insights from classical statistical paradigms (Vuong and Hotelling) to the ODE context, allowing for the comparison and ranking of diverse causal explanations without the constraints of nested models. Our simulation studies validate the theoretical robustness of our proposed test, revealing its consistent size and power. Real-world data examples further underscore the algorithm's applicability in practice. To foster accessibility and encourage real-world applications, we provide a user-friendly Python implementation of our model selection algorithm, bridging theoretical advancements with hands-on tools for the scientific community.
Databáze: arXiv