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Structural identifiability of partially-observed stochast...
[Submitted on 13 May 2026 (v1), last revised 16 Jul 2026 (this v · 2026-05-13 · via math.PR updates on arXiv.org

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Abstract:The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be uniquely recovered from idealised, noise-free data, a prerequisite to allow for parameter estimation in real-world scenarios. However, existing methods to assess structural identifiability are not generally applicable to stochastic processes. We develop a methodology to analyse structural identifiability for a class of stochastic processes. We investigate how structural identifiability depends on the type of available data, distinguishing between single-particle trajectories and total particle density measurements. For trajectory data, we use the particle-based model description that explicitly represents single-particle dynamics. For population-level data, we derive a partial differential equation model representation, that describes the evolution of total particle density, and apply a differential algebra approach, common to ordinary differential equation analysis. We further introduce a method to study information arising from the initial condition, based on using the characteristic equations to construct a Taylor expansion of the particle density evolution. We apply our methodology to an example model and show that it is structurally identifiable from single-particle trajectory data but not from total particle density data, demonstrating that parameter identifiability depends on the type of data available.

Submission history

From: Arianna Ceccarelli [view email]
[v1] Wed, 13 May 2026 13:24:51 UTC (8,028 KB)
[v2] Thu, 16 Jul 2026 15:49:52 UTC (5,879 KB)