Uncertainty propagation in neuronal dynamical systems

One of the most notorious characteristics of neuronal electrical activity is its variability, whose origin is not just instrumentation noise, but mainly the intrinsically stochastic nature of neural computations. Neuronal models based on deterministic differential equations cannot account for such variability, but they can be extended to do so by incorporating random components. However, the computational cost of this strategy and the storage requirements grow exponentially with the number of stochastic parameters, quickly exceeding the capacities of current supercomputers. This issue is critical in Neurodynamics, where mechanistic interpretation of large, complex, nonlinear systems is essential. In this paper we present accurate and computationally efficient methods to introduce and analyse variability in neurodynamic models depending on multiple uncertain parameters. Their use is illustrated with relevant example

Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Levy processes

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian L\'evy processes, however, it is difficult to obtain explicit forms of Fokker-Planck equations because the adjoint operators of the associated infinitesimal generators usually do not have exact formulation. In the present paper, Fokker- Planck equations are derived in terms of infinite series for nonlinear stochastic differential equations with non-Gaussian L\'evy processes. A few examples are presented to illustrate the method.Comment: 14 page

Modeling and inference of spatio-temporal protein dynamics across brain networks

Models of misfolded proteins (MP) aim at discovering the bio-mechanical propagation properties of neurological diseases (ND) by identifying plausible associated dynamical systems. Solving these systems along the full disease trajectory is usually challenging, due to the lack of a well defined time axis for the pathology. This issue is addressed by disease progression models (DPM) where long-term progression trajectories are estimated via time reparametrization of individual observations. However, due to their loose assumptions on the dynamics, DPM do not provide insights on the bio-mechanical properties of MP propagation. Here we propose a unified model of spatio-temporal protein dynamics based on the joint estimation of long-term MP dynamics and time reparameterization of individuals observations. The model is expressed within a Gaussian Process (GP) regression setting, where constraints on the MP dynamics are imposed through non--linear dynamical systems. We use stochastic variational inference on both GP and dynamical system parameters for scalable inference and uncertainty quantification of the trajectories. Experiments on simulated data show that our model accurately recovers prescribed rates along graph dynamics and precisely reconstructs the underlying progression. When applied to brain imaging data our model allows the bio-mechanical interpretation of amyloid deposition in Alzheimer's disease, leading to plausible simulations of MP propagation, and achieving accurate predictions of individual MP deposition in unseen data

A Probabilistic Approach to Robust Optimal Experiment Design with Chance Constraints

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output data sets with high information content for parameter estimation. Standard OED approaches however face two challenges: (i) experiment design under incomplete system information due to unknown true parameters, which usually requires many iterations of OED; (ii) incapability of systematically accounting for the inherent uncertainties of complex systems, which can lead to diminished effectiveness of the designed optimal excitation signal as well as violation of system constraints. This paper presents a robust OED approach for nonlinear systems with arbitrarily-shaped time-invariant probabilistic uncertainties. Polynomial chaos is used for efficient uncertainty propagation. The distinct feature of the robust OED approach is the inclusion of chance constraints to ensure constraint satisfaction in a stochastic setting. The presented approach is demonstrated by optimal experimental design for the JAK-STAT5 signaling pathway that regulates various cellular processes in a biological cell.Comment: Submitted to ADCHEM 201

A New Distribution-Free Concept for Representing, Comparing, and Propagating Uncertainty in Dynamical Systems with Kernel Probabilistic Programming

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic dynamics in a distribution-free manner. The new tools enjoy sound theory rooted in functional analysis and wide applicability as demonstrated in distinct numerical examples. The implication of this new concept is a new mode of thinking about the statistical nature of uncertainty in dynamical systems