Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems

作者：Toni Tina^*; Welch David; Strelkowa Natalja; Ipsen Andreas; Stumpf Michael P H

来源：Journal of the Royal Society Interface, 2009, 6(31): 187-202.

DOI：10.1098/rsif.2008.0172

• sequential Monte Carlo
• Bayesian model selection
• sequential importance sampling
• parameter estimation
• dynamical systems
• sloppy parameters

Approximate Bayesian computation (ABC) methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper, we discuss and apply an ABC method based on sequential Monte Carlo (SMC) to estimate parameters of dynamical models. We show that ABC SMC provides information about the inferability of parameters and model sensitivity to changes in parameters, and tends to perform better than other ABC approaches. The algorithm is applied to several well-known biological systems, for which parameters and their credible intervals are inferred. Moreover, we develop ABC SMC as a tool for model selection; given a range of different mathematical descriptions, ABC SMC is able to choose the best model using the standard Bayesian model selection apparatus.

• 出版日期2009-2-6
• 单位上海生物信息技术研究中心