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Support for SDE based models. #192

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vwiela opened this issue May 28, 2024 · 1 comment
Open

Support for SDE based models. #192

vwiela opened this issue May 28, 2024 · 1 comment
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@vwiela
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vwiela commented May 28, 2024

It would be great to have the feature of a PEtabSDEProblem, where the model is not a ODe but a SDE.
Maybe for a start, supporting the conversion of a SBML model to an SDEProblem would be a good step.

@sebapersson
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This should be doable, especially when the model is provided as a Catalyst ReactionSystem, or if the model is provided via a SBML file. Moreover, the same parameter mapping structs which are used PEtabODEProblem can probably also be used.

The natural question is what functionality a PEtabSDEProblem should support. Currently the PEtabODEProblem contains functions for computing the likelihood, and its gradients. Now for a SDE computing the likelihood is seldom possible. So I was thinking the output should be easy to integrate with methods like ABC, and pseudo-marginal particle MCMC. So how about the PEtabSDEProblem containing functions for:

  • Computing the observable for observed time-points
  • Computing the SDE solution for a provided experimental condition
  • Computing the SDE solution between two time-points (for particle filters).

Do you think anything additional would be needed?

@sebapersson sebapersson added this to the 3.0 milestone Jul 21, 2024
@sebapersson sebapersson modified the milestones: 3.0, 4.0 Sep 30, 2024
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