Structure learning in coupled dynamical systems and dynamic causal modelling

Identifying a coupled dynamical system out of many plausible candidates, each of which could serve as the underlying generator of some observed measurements, is a profoundly ill-posed problem that commonly arises when modelling real-world phenomena. In this review, we detail a set of statistical procedures for inferring the structure of nonlinear coupled dynamical systems (structure learning), which has proved useful in neuroscience research. A key focus here is the comparison of competing models of network architectures—and implicit coupling functions—in terms of their Bayesian model evidence. These methods are collectively referred to as dynamic causal modelling. We focus on a relatively new approach that is proving remarkably useful, namely Bayesian model reduction, which enables rapid evaluation and comparison of models that differ in their network architecture. We illustrate the usefulness of these techniques through modelling neurovascular coupling (cellular pathways linking neuronal and vascular systems), whose function is an active focus of research in neurobiology and the imaging of coupled neuronal systems. This article is part of the theme issue ‘Coupling functions: dynamical interaction mechanisms in the physical, biological and social sciences'.