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

Daly, AC; Cooper, J; Gavaghan, DJ; Holmes, C; (2017) Comparing two sequential Monte Carlo samplers for exact and approximate Bayesian inference on biological models. Journal of the Royal Society Interface , 14 , Article 20170340. 10.1098/rsif.2017.0340. Green open access

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Abstract

Bayesian methods are advantageous for biological modeling studies due to their ability to quantify and characterize posterior variability in model parameters. When Bayesian methods cannot be applied, due either to nondeterminism 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. Due 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.

Type: Article
Title: Comparing two sequential Monte Carlo samplers for exact and approximate Bayesian inference on biological models
Open access status: An open access version is available from UCL Discovery
DOI: 10.1098/rsif.2017.0340
Publisher version: https://doi.org/10.1098/rsif.2017.0340
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
URI: https://discovery.ucl.ac.uk/id/eprint/1571893
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