A statistical approach to latent dynamic modeling with differential equations

TL;DR

This paper introduces a novel statistical method combining neural networks and differential equations to model individual health trajectories in longitudinal cohort data, addressing challenges like noise and high dimensionality.

Contribution

It proposes a new approach that uses local ODE solutions and latent space modeling for dynamic analysis of cohort data, leveraging differentiable programming techniques.

Findings

Effective modeling of health status changes in SMA patients

Robustness to noise in cohort data demonstrated

Comparison shows advantages over global regression methods

Abstract

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established for statistical modeling of longitudinal cohort data, e.g., in a clinical setting. Yet, modeling of local changes could also be attractive for assessing the trajectory of an individual in a cohort in the immediate future given its current status, where ODE parameters could be informed by further characteristics of the individual. However, several hurdles so far limit such use of ODEs, as compared to regression-based function fitting approaches. The potentially higher level of noise in cohort data might be detrimental to ODEs, as the shape of the ODE solution heavily depends on the initial value. In addition, larger numbers of variables multiply such problems and might be difficult to handle for ODEs. To address this, we propose to use each observation in the course of time as the initial value to obtain multiple local ODE solutions and build a combined estimator of the underlying dynamics. Neural networks are used for obtaining a low-dimensional latent space for dynamic modeling from a potentially large number of variables, and for obtaining patient-specific ODE parameters from baseline variables. Simultaneous identification of dynamic models and of a latent space is enabled by recently developed differentiable programming techniques. We illustrate the proposed approach in an application with spinal muscular atrophy patients and a corresponding simulation study. In particular, modeling of local changes in health status at any point in time is contrasted to the interpretation of functions obtained from a global regression. This more generally highlights how different application settings might demand different modeling strategies.