Skip to main content

Prediction uncertainty and optimal experimental design for learning dynamical systems.

Publication ,  Journal Article
Letham, B; Letham, PA; Rudin, C; Browne, EP
Published in: Chaos (Woodbury, N.Y.)
June 2016

Dynamical systems are frequently used to model biological systems. When these models are fit to data, it is necessary to ascertain the uncertainty in the model fit. Here, we present prediction deviation, a metric of uncertainty that determines the extent to which observed data have constrained the model's predictions. This is accomplished by solving an optimization problem that searches for a pair of models that each provides a good fit for the observed data, yet has maximally different predictions. We develop a method for estimating a priori the impact that additional experiments would have on the prediction deviation, allowing the experimenter to design a set of experiments that would most reduce uncertainty. We use prediction deviation to assess uncertainty in a model of interferon-alpha inhibition of viral infection, and to select a sequence of experiments that reduces this uncertainty. Finally, we prove a theoretical result which shows that prediction deviation provides bounds on the trajectories of the underlying true model. These results show that prediction deviation is a meaningful metric of uncertainty that can be used for optimal experimental design.

Duke Scholars

Altmetric Attention Stats
Dimensions Citation Stats

Published In

Chaos (Woodbury, N.Y.)

DOI

EISSN

1089-7682

ISSN

1054-1500

Publication Date

June 2016

Volume

26

Issue

6

Start / End Page

063110

Related Subject Headings

  • Uncertainty
  • Models, Theoretical
  • Learning
  • Humans
  • HIV Infections
  • Fluids & Plasmas
  • 5199 Other physical sciences
  • 4901 Applied mathematics
  • 0299 Other Physical Sciences
  • 0103 Numerical and Computational Mathematics
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Letham, B., Letham, P. A., Rudin, C., & Browne, E. P. (2016). Prediction uncertainty and optimal experimental design for learning dynamical systems. Chaos (Woodbury, N.Y.), 26(6), 063110. https://doi.org/10.1063/1.4953795
Letham, Benjamin, Portia A. Letham, Cynthia Rudin, and Edward P. Browne. “Prediction uncertainty and optimal experimental design for learning dynamical systems.Chaos (Woodbury, N.Y.) 26, no. 6 (June 2016): 063110. https://doi.org/10.1063/1.4953795.
Letham B, Letham PA, Rudin C, Browne EP. Prediction uncertainty and optimal experimental design for learning dynamical systems. Chaos (Woodbury, NY). 2016 Jun;26(6):063110.
Letham, Benjamin, et al. “Prediction uncertainty and optimal experimental design for learning dynamical systems.Chaos (Woodbury, N.Y.), vol. 26, no. 6, June 2016, p. 063110. Epmc, doi:10.1063/1.4953795.
Letham B, Letham PA, Rudin C, Browne EP. Prediction uncertainty and optimal experimental design for learning dynamical systems. Chaos (Woodbury, NY). 2016 Jun;26(6):063110.

Published In

Chaos (Woodbury, N.Y.)

DOI

EISSN

1089-7682

ISSN

1054-1500

Publication Date

June 2016

Volume

26

Issue

6

Start / End Page

063110

Related Subject Headings

  • Uncertainty
  • Models, Theoretical
  • Learning
  • Humans
  • HIV Infections
  • Fluids & Plasmas
  • 5199 Other physical sciences
  • 4901 Applied mathematics
  • 0299 Other Physical Sciences
  • 0103 Numerical and Computational Mathematics