Fast approximate Bayesian computation for estimating parameters in differential equations
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Abstract: Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other Monte Carlo methods, incurs a significant computational cost as it requires explicit numerical integration of differential equations to carry out inference. In this paper we propose a novel method for circumventing the requirement of explicit integration by using derivatives of Gaussian processes to smooth the observations from which parameters are estimated. We evaluate our methods using synthetic data generated from model biological systems described by ordinary and delay differential equations. Upon comparing the performance of our method to existing ABC techniques, we demonstrate that it produces comparably reliable parameter estimates at a significantly reduced execution time.
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Cites work
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Cited in
(11)- Accelerated direct-problem solution: a complementary method for computational time reduction
- Multilevel rejection sampling for approximate Bayesian computation
- Global optimization using Gaussian processes to estimate biological parameters from image data
- Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis
- Neural networks for parameter estimation in intractable models
- Differential equations in data analysis
- Bayesian solution uncertainty quantification for differential equations
- Statistical inference in mechanistic models: time warping for improved gradient matching
- Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems
- Smooth functional tempering for nonlinear differential equation models
- Fast Bayesian approach for parameter estimation
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