The Limits of Inference in Complex Systems: When Stochastic Models Become Indistinguishable
复杂系统的推断极限:随机模型何时不可区分
Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes to deliver reliable parameter estimation and model selection from coarsely sampled time series, without requiring analytical solutions. Crucially, we couple mechanistic stochastic models with their inference procedures to quantify how…