论文标题

部分可观测时空混沌系统的无模型预测

The Fixed Landscape Inference MethOd (flimo): a versatile alternative to Approximate Bayesian Computation, faster by several orders of magnitude

论文作者

Moinard, Sylvain, Oudet, Edouard, Piau, Didier, Coissac, Eric, Gonindard-Melodelima, Christelle

论文摘要

生物学中的建模必须适应日益复杂和大量的数据。因此,质疑用于估计模型参数的推理算法的效率。其中许多是基于需要大量计算时间的随机优化过程。我们介绍了固定的景观推理方法(FLIMO),这是一种连续状态空间随机模型的新的无似然推理方法。它应用了确定性梯度的优化算法来获得参数的点估计,从而根据某些规定的摘要统计数据最小化了数据和某些模拟之间的差异。从这个意义上讲,它类似于近似贝叶斯计算(ABC)。像ABC一样,它还可以提供参数分布的近似值。提出了三种应用:通常的理论示例,即G-and-K分布参数的推断;人口遗传学问题,并不像看起来那样简单,即从赖特 - 法派模型中从时间序列中推断出选择性值的推断;以及来自Ricker模型的模拟,代表混乱的种群动态。在这两个第一个应用中,尽管同等准确性,但结果表明,与其他方法相比,推理阶段所需的计算时间急剧减少。即使适用了基于可能性的方法,Flimo的简单性和效率也使其成为令人信服的选择。在https://metabarcoding.org/flimo上可以找到Julia和R中的实现。要运行FLIMO,用户必须只能根据所选模型模拟数据。

Modelling in biology must adapt to increasingly complex and massive data. The efficiency of the inference algorithms used to estimate model parameters is therefore questioned. Many of these are based on stochastic optimization processes that require significant computing time. We introduce the Fixed Landscape Inference MethOd (flimo), a new likelihood-free inference method for continuous state-space stochastic models. It applies deterministic gradient-based optimization algorithms to obtain a point estimate of the parameters, minimizing the difference between the data and some simulations according to some prescribed summary statistics. In this sense, it is analogous to Approximate Bayesian Computation (ABC). Like ABC, it can also provide an approximation of the distribution of the parameters. Three applications are proposed: a usual theoretical example, namely the inference of the parameters of g-and-k distributions; a population genetics problem, not so simple as it seems, namely the inference of a selective value from time series in a Wright-Fisher model; and simulations from a Ricker model, representing chaotic population dynamics. In the two first applications, the results show a drastic reduction of the computational time needed for the inference phase compared to the other methods, despite an equivalent accuracy. Even when likelihood-based methods are applicable, the simplicity and efficiency of flimo make it a compelling alternative. Implementations in Julia and in R are available on https://metabarcoding.org/flimo. To run flimo, the user must simply be able to simulate data according to the chosen model.

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