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

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

2009-01-14

arxiv.org/abs/0901.1925v1

Journal of the Royal Society Interface, Volume 6, Number 31, 2009, pages 187-202

Statistics

Computation

26 pages, 9 figures

Scientific paper

10.1098/rsif.2008.0172

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte Carlo (SMC) to estimate parameters of dynamical models. We show that ABC SMC gives 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.

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