Bézier interpolation improves the inference of dynamical models from data

Kai Shimagaki and John P. Barton
Phys. Rev. E 107, 024116 – Published 13 February 2023
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Abstract

Many dynamical systems, from quantum many-body systems to evolving populations to financial markets, are described by stochastic processes. Parameters characterizing such processes can often be inferred using information integrated over stochastic paths. However, estimating time-integrated quantities from real data with limited time resolution is challenging. Here, we propose a framework for accurately estimating time-integrated quantities using Bézier interpolation. We applied our approach to two dynamical inference problems: Determining fitness parameters for evolving populations and inferring forces driving Ornstein-Uhlenbeck processes. We found that Bézier interpolation reduces the estimation bias for both dynamical inference problems. This improvement was especially noticeable for data sets with limited time resolution. Our method could be broadly applied to improve accuracy for other dynamical inference problems using finitely sampled data.

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  • Received 7 October 2022
  • Accepted 23 January 2023

DOI:https://doi.org/10.1103/PhysRevE.107.024116

©2023 American Physical Society

Physics Subject Headings (PhySH)

Interdisciplinary PhysicsPhysics of Living Systems

Authors & Affiliations

Kai Shimagaki1 and John P. Barton1,2,*

  • 1Department of Physics and Astronomy, University of California, Riverside, California 92521, USA
  • 2Department of Computational and Systems Biology, University of Pittsburgh School of Medicine, Pittsburgh, Pennsylvania 15213, USA

  • *Corresponding author: jpbarton@pitt.edu

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Issue

Vol. 107, Iss. 2 — February 2023

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