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Methods of data assimilation are established in physical sciences and engineering for the merging of observed data with dynamical models. When the model is nonlinear, methods such as the ensemble Kalman filter have been developed for this purpose. At the other end of the spectrum, when a model is not known, the delay coordinate method introduced by Takens has been used to reconstruct nonlinear dynamics. In this article, we merge these two important lines of research. A model-free filter is introduced based on the filtering equations of Kalman and the data-driven modeling of Takens. This procedure replaces the model with dynamics reconstructed from delay coordinates, while using the Kalman update formulation to reconcile new observations. We find that this combination of approaches results in comparable efficiency to parametric methods in identifying underlying dynamics, and may actually be superior in cases of model error.

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model state and parameters prior to prediction is necessary, but may be complicated by issues such as noisy data and uncertainty in parameters and initial conditions. At the other end of the spectrum exist nonparametric methods, which rely solely on data to build their predictions. While these nonparametric methods do not require a model of the system, their performance is strongly influenced by the amount and noisiness of the data. In this article, we consider a hybrid approach to modeling and prediction which merges recent advancements in nonparametric analysis with standard parametric methods. The general idea is to replace a subset of a mechanistic model's equations with their corresponding nonparametric representations, resulting in a hybrid modeling and prediction scheme. Overall, we find that this hybrid approach allows for more robust parameter estimation and improved short-term prediction in situations where there is a large uncertainty in model parameters. We demonstrate these advantages in the classical Lorenz-63 chaotic system and in networks of Hindmarsh-Rose neurons before application to experimentally collected structured population data.

Extracellular recordings of neuronal cells are frequently a part of in vitro and in vivo experimental studies as a means of monitoring network-level dynamics. Their connections to intracellular dynamics are not well understood. Single-unit recordings are a more direct way to measure intracellular dynamics, but are typically difficult and expensive. On the other hand, simple differential equations models exist for single neurons. In this article, we apply a recent advance in data assimilation theory, designed to correct bias in general observation functions, toward the reconstruction of model-based intracellular dynamics from extracellular recordings.

In vitro neuronal cultures have become a popular method with which to probe network-level neuronal dynamics and phenomena in controlled laboratory settings. One of the key dynamics of interest in these in vitro studies has been the extent to which cultured networks display properties indicative of learning. Here we demonstrate the effects of a high frequency electrical stimulation signal in training cultured networks of cortical neurons. Networks receiving this training signal displayed a time-dependent increase in the response to a low frequency probing stimulation, particularly in the time window of 20-50 ms after stimulation. This increase was found to be statistically significant as compared to control networks that did not receive training. The timing of this increase suggests potentiation of synaptic mechanisms. To further investigate this possibility, we leveraged the powerful Cox statistical connectivity method as previously investigated by our group. This method was used to identify and track changes in network connectivity strength.

In this paper, we present a new method for the prediction and uncertainty quantification of data-driven multivariate systems. Traditionally, either mechanistic or non-mechanistic modeling methodologies have been used for prediction; however, it is uncommon for the two to be incorporated together. We compare the forecast accuracy of mechanistic modeling, using Bayesian inference, a non-mechanistic modeling approach based on state space reconstruction, and a novel hybrid methodology composed of the two for an age-structured population data set. The data come from cannibalistic flour beetles, in which it is observed that the adults preying on the eggs and pupae result in non-equilibrium population dynamics. Uncertainty quantification methods for the hybrid models are outlined and illustrated for these data. We perform an analysis of the results from Bayesian inference for the mechanistic model and hybrid models to suggest reasons why hybrid modeling methodology may enable more accurate forecasts of multivariate systems than traditional approaches.

Understanding the dynamics of the in vivo brain under normal and diseased states is one of the great challenges of modern scientific study. The overall complexity and dimension of the brain though can make this problem intractable. In an effort to study these dynamics in a more controlled, manageable setting, in vitro experimental and computational models have developed. Additionally, the advancement of mathematical analysis and techniques has led to a prominent role for data-assisted modeling whereby experimental data is fused with computational models allowing for data-driven predictions. The first part of this dissertation will demonstrate the utility of the microelectrode array in vitro platform for probing the dynamics of cultured spontaneously active neuronal networks. Specifically, the influences of electrical stimulation on network firing dynamics will be examined. A low frequency, electric field applied to the network through the culture media is shown to have a significant effect on the network's spontaneous firing behavior. This stimulating field, shown in model to be uniform and sub-threshold, significantly reduced the bursting in tested networks. Furthermore, the capability of the cultured networks to display characteristics of learning is explored. Administration of a high frequency training signal is demonstrated to significantly increase the response of networks to a low frequency probing stimulation. This increased sensitivity is found 30–50 ms after stimulus suggesting a potentiation of a post-synaptic mechanism. The traditional analysis in the first part of this dissertation relies solely on measures related to the recorded neuronal extracellular potential. However, to understand the full dynamical evolution of a system it is often imperative to have estimates of the unmeasured variables. The second part of this dissertation will demonstrate the development and use of data assimilation techniques for the reconstruction of unmeasured neuronal network dynamics. A statistical assimilation algorithm relying on nonlinear Kalman filtering is implemented for the purposes of identifying and tracking neuronal network connectivity. Once validated in model, this technique is used to find network connections in in vitro network recordings. Additionally, a substantial extension of the assimilation methodology is proposed to deal with the specific case of unmodeled variables, when training data from the variable is available. This method uses a stack of several, nonidentical copies of a physical model to jointly reconstruct the variable in question. This technique is implemented to accurately recover unmodeled ionic concentration dynamics from synthetic seizure datasets. The method is then used to reconstruct the extracellular potassium concentration in a neuronal culture.

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation space is crucial in filtering schemes when adjusting the estimate of the system state during the filter's analysis step. However, in many applications the true observation function may be unknown and the available observation model may have significant errors, resulting in a suboptimal state estimate. We propose a method for observation model error correction within the filtering framework. The procedure involves an alternating minimization algorithm used to iteratively update a given observation function to increase consistency with the model and prior observations, using ideas from attractor reconstruction. The method is demonstrated on the Lorenz 1963 and Lorenz 1996 models, and on a single-column radiative transfer model with multicloud parameterization.

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model state and parameters prior to prediction is necessary, but may be complicated by issues such as noisy data and uncertainty in parameters and initial conditions. At the other end of the spectrum exist nonparametric methods, which rely solely on data to build their predictions. While these nonparametric methods do not require a model of the system, their performance is strongly influenced by the amount and noisiness of the data. In this article, we consider a hybrid approach to modeling and prediction which merges recent advancements in nonparametric analysis with standard parametric methods. The general idea is to replace a subset of a mechanistic model's equations with their corresponding nonparametric representations, resulting in a hybrid modeling and prediction scheme. Overall, we find that this hybrid approach allows for more robust parameter estimation and improved short-term prediction in situations where there is a large uncertainty in model parameters. We demonstrate these advantages in the classical Lorenz-63 chaotic system and in networks of Hindmarsh-Rose neurons before application to experimentally collected structured population data.

The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model is known, a hybrid Kalman-Takens method has been recently introduced, in order to exploit the advantages of optimal filtering in a nonparametric setting. This procedure replaces the parametric model with dynamics reconstructed from delay coordinates, while using the Kalman update formulation to assimilate new observations. We find that this hybrid approach results in comparable efficiency to parametric methods in identifying underlying dynamics, even in the presence of dynamical noise. By combining the Kalman-Takens method with an adaptive filtering procedure we are able to estimate the statistics of the observational and dynamical noise. This solves a long standing problem of separating dynamical and observational noise in time series data, which is especially challenging when no dynamical model is specified.

The use of Kalman filtering, as well as its nonlinear extensions, for the estimation of system variables and parameters has played a pivotal role in many fields of scientific inquiry where observations of the system are restricted to a subset of variables. However in the case of censored observations, where measurements of the system beyond a certain detection point are impossible, the estimation problem is complicated. Without appropriate consideration, censored observations can lead to inaccurate estimates. Motivated by the work of [1], we develop a modified version of the extended Kalman filter to handle the case of censored observations in nonlinear systems. We validate this methodology in a simple oscillator system first, showing its ability to accurately reconstruct state variables and track system parameters when observations are censored. Finally, we utilize the nonlinear censored filter to analyze censored datasets from patients with hepatitis C and human immunodeficiency virus.