Inferring parameters of differential equations via Bayesian modelling

18 Sept 2024, 16:50
1h 30m
Emmy-Noether-Saal

Emmy-Noether-Saal

Speaker

Johannes Zierenberg (MPIDS)

Description

We present a framework using automatic differentiation with JAX to estimate the parameters of a dynamical system within a Bayesian framework and showcase two examples. First, we estimate the time-dependent reproduction number underlying COVID-19 cases in the UK. Second, we infer the most probable times of decision-making in a cognitive experiment. Our framework thereby provides a systematic approach to quantify uncertainty in dynamical systems described by differential equations.

Primary authors

Mr Jonas Dehning Johannes Zierenberg (MPIDS) Prof. Viola Priesemann

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