Abstract:Digital health technologies (DHT), such as wearable devices, provide personalized, continuous, and real-time monitoring of patient. These technologies are contributing to the development of novel therapies and personalized medicine. Gaining insight from these technologies requires appropriate modeling techniques to capture clinically-relevant changes in disease state. The data generated from these devices is characterized by being stochastic in nature, may have missing elements, and exhibits considerable inter-individual variability - thereby making it difficult to analyze using traditional longitudinal modeling techniques. We present a novel pharmacology-informed neural stochastic differential equation (SDE) model capable of addressing these challenges. Using synthetic data, we demonstrate that our approach is effective in identifying treatment effects and learning causal relationships from stochastic data, thereby enabling counterfactual simulation.