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比较两种用于生物模型精确和近似贝叶斯推断的顺序蒙特卡罗采样器。

Comparing two sequential Monte Carlo samplers for exact and approximate Bayesian inference on biological models.

机构信息

Department of Computer Science, University of Oxford, Oxford, UK

Research IT Services, University College London, London, UK.

出版信息

J R Soc Interface. 2017 Sep;14(134). doi: 10.1098/rsif.2017.0340.

Abstract

Bayesian methods are advantageous for biological modelling studies due to their ability to quantify and characterize posterior variability in model parameters. When Bayesian methods cannot be applied, due either to non-determinism in the model or limitations on system observability, approximate Bayesian computation (ABC) methods can be used to similar effect, despite producing inflated estimates of the true posterior variance. Owing to generally differing application domains, there are few studies comparing Bayesian and ABC methods, and thus there is little understanding of the properties and magnitude of this uncertainty inflation. To address this problem, we present two popular strategies for ABC sampling that we have adapted to perform exact Bayesian inference, and compare them on several model problems. We find that one sampler was impractical for exact inference due to its sensitivity to a key normalizing constant, and additionally highlight sensitivities of both samplers to various algorithmic parameters and model conditions. We conclude with a study of the O'Hara-Rudy cardiac action potential model to quantify the uncertainty amplification resulting from employing ABC using a set of clinically relevant biomarkers. We hope that this work serves to guide the implementation and comparative assessment of Bayesian and ABC sampling techniques in biological models.

摘要

贝叶斯方法因其能够量化和描述模型参数后验变异性而在生物建模研究中具有优势。当由于模型中的非确定性或系统可观测性的限制而无法应用贝叶斯方法时,可以使用近似贝叶斯计算 (ABC) 方法来达到类似的效果,尽管这会导致对真实后验方差的估计过高。由于应用领域通常不同,比较贝叶斯和 ABC 方法的研究很少,因此对这种不确定性膨胀的性质和程度的理解也很少。为了解决这个问题,我们提出了两种流行的 ABC 采样策略,我们已经对其进行了改编以进行精确的贝叶斯推断,并在几个模型问题上对它们进行了比较。我们发现,由于对一个关键的归一化常数敏感,一个采样器对于精确推理来说是不切实际的,并且还突出了两个采样器对各种算法参数和模型条件的敏感性。我们以 O'Hara-Rudy 心脏动作电位模型为例进行了研究,以量化使用一组临床相关生物标志物采用 ABC 方法所导致的不确定性放大。我们希望这项工作有助于指导生物模型中贝叶斯和 ABC 采样技术的实施和比较评估。

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