Abstract
Dynamical systems based on differential equations are useful for modeling the temporal evolution of biomarkers. These systems can characterize the temporal patterns of biomarkers and inform the detection of interactions among biomarkers. Existing statistical methods for dynamical systems mostly target single time-course data based on a linear model or generalized additive model. Hence, they cannot adequately capture the complex interactions among biomarkers; neither can they take into account the heterogeneity between systems or subjects. in this work, we propose a semiparametric dynamical system based on multi-index models for multiple subjects time-course data. Our model accounts for between-subject heterogeneity by introducing system-level or subject-level covariates to dynamic systems, and it allows for nonlinear relationship and interaction between the combined biomarkers and the temporal rate of each biomarker. For estimation and inference, we consider a two-step procedure based on integral equations from the proposed model. We propose an algorithm that iterates between the estimation of the link function through splines and the estimation of index parameters and that allows for regularization to achieve sparsity. We prove model identifiability and derive the asymptotic properties of the estimated model parameters. A benefit of our approach is to pool information from multiple subjects to identify the interaction among biomarkers. We apply the method to analyze electroencephalogram (EEG) data for patients affected by alcohol dependence. The results reveal new insight on patients' brain activities and demonstrate differential interaction patterns in patients compared to health control subjects.