Approximate Bayesian Computation for the Parameters of PRISM Programs

Analytically or computationally intractable likelihood functions can arise in complex statistical inferential problems making them inaccessible to standard Bayesian inferential methods. Approximate Bayesian computation (ABC) methods address such inferential problems by replacing direct likelihood evaluations with repeated sampling from the model. ABC methods have been predominantly applied to parameter estimation problems and less to model choice problems due to the added difficulty of handling multiple model spaces. The ABC algorithm proposed here addresses model choice problems by extending Fearnhead and Prangle (2012, Journal of the Royal Statistical Society, Series B 74, 1-28) where the posterior mean of the model parameters estimated through regression formed the summary statistics used in the discrepancy measure. An additional stepwise multinomial logistic regression is performed on the model indicator variable in the regression step and the estimated model probabilities are incorporated into the set of summary statistics for model choice purposes. A reversible jump Markov chain Monte Carlo step is also included in the algorithm to increase model diversity for thorough exploration of the model space. This algorithm was applied to a validating example to demonstrate the robustness of the algorithm across a wide range of true model probabilities. Its subsequent use in three pathogen transmission examples of varying complexity illustrates the utility of the algorithm in inferring preference of particular transmission models for the pathogens.

Approximate Bayesian computation (ABC) constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices among different models. For simple models, an analytical formula for the likelihood function can typically be derived. However, for more complex models, an analytical formula might be elusive or the likelihood function might be computationally very costly to evaluate. ABC methods bypass the evaluation of the likelihood function. In this way, ABC methods widen the realm of models for which statistical inference can be considered. ABC methods are mathematically well-founded, but they inevitably make assumptions and approximations whose impact needs to be carefully assessed. Furthermore, the wider application domain of ABC exacerbates the challenges of parameter estimation and model selection. ABC has rapidly gained popularity over the last years and in particular for the analysis of complex problems arising in biological sciences (e.g., in population genetics, ecology, epidemiology, and systems biology).

Wastewater production, like many other engineered and environmental processes, is inherent stochastic in nature and requires the use of complex stochastic models, for example, to predict realistic patterns of down-the-drain chemicals or pharmaceuticals and personal care products. Up until now, a formal method of statistical inference has been lacking for many of those models, where explicit likelihood functions were intractable. In this Article, we investigate Approximate Bayesian Computation (ABC) methods to infer important parameters of stochastic environmental models. ABC methods have been recently suggested to perform model-based inference in a Bayesian setting when model likelihoods are analytically or computationally intractable and have not been applied to environmental systems analysis or water quality modeling before. In a case study, we investigate the performance of three different algorithms to infer the number of wastewater pulses contained in three high-resolution data series of benzotriazole and total nitrogen loads in sewers. We find that all algorithms perform well and that the uncertainty in the inferred number of corresponding wastewater pulses varies between 6% and 28%. In our case, the results are more sensitive to substance characteristics than to catchment properties. Although the application of ABC methods requires careful tuning and attention to detail, they have a great general potential to update stochastic model parameters with monitoring data and improve their predictive capabilities.

In time-series analysis, state-space models (SSMs) have been widely used to estimate the conditional probability distributions of hidden variables and parameter values, as well as to understand structures that can generate the data. For example, the Kalman filter is used to analytically calculate the conditional probability distribution on linear SSMs in terms of minimizing the variance, and several extensions, such as the unscented Kalman filter and particle filter, have been applied to calculate the approximate distribution on nonlinear SSMs. Recently, the approximate Bayesian computation (ABC) has been applied to such time-series filtering to handle intractable likelihoods; however, it remains problematic with respect to consistently achieving a reduction of the estimation bias, evaluating the validity of the models, and dealing with replicated observations. To address these problems, in this paper, we propose a novel method combined with the kernel ABC to perform filtering, parameter estimation, and the model evaluation in SSMs. Simulation studies show that the proposed method produces inference that is comparable to other ABC methods, with the advantage of not requiring a careful calibration of the ABC threshold. In addition, we evaluate the performance of the model-selection capability using true and competitive models on synthetic data from nonlinear SSMs. Finally, we apply the proposed method to real data in rat circadian oscillations, and demonstrated the usefulness in practical situations.

Next-generation sequencing of pooled samples (Pool-seq) is a popular method to assess genome-wide diversity patterns in natural and experimental populations. However, Pool-seq is associated with specific sources of noise, such as unequal individual contributions. Consequently, using Pool-seq for the reconstruction of evolutionary history has remained underexplored. Here we describe a novel Approximate Bayesian Computation (ABC) method to infer demographic history, explicitly modelling Pool-seq sources of error. By jointly modelling Pool-seq data, demographic history and the effects of selection due to barrier loci, we obtain estimates of demographic history parameters accounting for technical errors associated with Pool-seq. Our ABC approach is computationally efficient as it relies on simulating subsets of loci (rather than the whole-genome) and on using relative summary statistics and relative model parameters. Our simulation study results indicate Pool-seq data allows distinction between general scenarios of ecotype formation (single versus parallel origin) and to infer relevant demographic parameters (e.g. effective sizes and split times). We exemplify the application of our method to Pool-seq data from the rocky-shore gastropod Littorina saxatilis, sampled on a narrow geographical scale at two Swedish locations where two ecotypes (Wave and Crab) are found. Our model choice and parameter estimates show that ecotypes formed before colonization of the two locations (i.e. single origin) and are maintained despite gene flow. These results indicate that demographic modelling and inference can be successful based on pool-sequencing using ABC, contributing to the development of suitable null models that allow for a better understanding of the genetic basis of divergent adaptation.

Understanding the processes by which new diseases are introduced in previously healthy areas is of major interest in elaborating prevention and management policies, as well as in understanding the dynamics of pathogen diversity at large spatial scale. In this study, we aimed to decipher the dispersal processes that have led to the emergence of the plant pathogenic fungus Microcyclus ulei, which is responsible for the South American Leaf Blight (SALB). This fungus has devastated rubber tree plantations across Latin America since the beginning of the twentieth century. As only imprecise historical information is available, the study of population evolutionary history based on population genetics appeared most appropriate. The distribution of genetic diversity in a continental sampling of four countries (Brazil, Ecuador, Guatemala and French Guiana) was studied using a set of 16 microsatellite markers developed specifically for this purpose. A very strong genetic structure was found (F(st)=0.70), demonstrating that there has been no regular gene flow between Latin American M. ulei populations. Strong bottlenecks probably occurred at the foundation of each population. The most likely scenario of colonization identified by the Approximate Bayesian Computation (ABC) method implemented in DIYABC suggested two independent sources from the Amazonian endemic area. The Brazilian, Ecuadorian and Guatemalan populations might stem from serial introductions through human-mediated movement of infected plant material from an unsampled source population, whereas the French Guiana population seems to have arisen from an independent colonization event through spore dispersal.

Approximate Bayesian Computation (ABC) methods have a lot of success to accomplish Bayesian inference on the parameters of models for which the calculation of the likelihood is intractable. These algorithms consists in comparing the observed dataset to many simulated datasets. These ones can be generated in different ways. Typically, the rejection ABC scheme consists first of simulating parameters using independent calls to the prior distribution and then, given these values, generating the datasets using independent calls to the model. For such a method, the computation time needed to get a suitable approximation of the posterior distribution can be very long. Also, there exist some sequential Monte Carlo methods replacing simulations from the prior by using successive approximations to the posterior distribution. Here, we recall a sequential simulation algorithm and we compare different parallelization strategies. We notably shown that the parallelization of the sequential ABC sampler is useless when using more than four threads per instance of the program and that the standard rejection ABC sampler has to be used when facing a large number of cores. Indeed, in such a case, the cost of the sequential ABC sampler's parallelization prohibits its use.

The development of mathematical models for studying newly emerging and re-emerging infectious diseases has gained momentum due to global events. The gyrodactylid-fish system, like many host-parasite systems, serves as a valuable resource for ecological, evolutionary, and epidemiological investigations owing to its ease of experimental manipulation and long-term monitoring. Although this system has an existing individual-based model, it falls short in capturing information about species-specific microhabitat preferences and other biological details for different Gyrodactylus strains across diverse fish populations. This current study introduces a new individual-based stochastic simulation model that uses a hybrid τ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ au $$\\end{document}-leaping algorithm to incorporate this essential data, enhancing our understanding of the complexity of the gyrodactylid-fish system. We compare the infection dynamics of three gyrodactylid strains across three host populations. A modified sequential-type approximate Bayesian computation (ABC) method, based on sequential Monte Carlo and sequential importance sampling, is developed. Additionally, we establish two penalised local-linear regression methods (based on L1 and L2 regularisations) for ABC post-processing analysis to fit our model using existing empirical data. With the support of experimental data and the fitted mathematical model, we address open biological questions for the first time and propose directions for future studies on the gyrodactylid-fish system. The adaptability of the mathematical model extends beyond the gyrodactylid-fish system to other host-parasite systems. Furthermore, the modified ABC methodologies provide efficient calibration for other multi-parameter models characterised by a large set of correlated or independent summary statistics.

We implement a massively parallel population Monte Carlo approximate Bayesian computation (PMC-ABC) method for estimating diffusion coefficients, sizes and concentrations of diffusing nanoparticles in liquid suspension using confocal laser scanning microscopy and particle tracking. The method is based on the joint probability distribution of diffusion coefficients and the time spent by a particle inside a detection region where particles are tracked. We present freely available central processing unit (CPU) and graphics processing unit (GPU) versions of the analysis software, and we apply the method to characterize mono- and bidisperse samples of fluorescent polystyrene beads.

Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension

In practice, it is essential to compare and rank candidate policies offline before real-world deployment for safety and reliability. Prior work seeks to solve this offline policy ranking (OPR) problem through value-based methods, such as Off-policy evaluation (OPE). However, they fail to analyze special case performance (e.g., worst or best cases), due to the lack of holistic characterization of policies’ performance. It is even more difficult to estimate precise policy values when the reward is not fully accessible under sparse settings. In this paper, we present Probabilistic Offline Policy Ranking (POPR), a framework to address OPR problems by leveraging expert data to characterize the probability of a candidate policy behaving like experts, and approximating its entire performance posterior distribution to help with ranking. POPR does not rely on value estimation, and the derived performance posterior can be used to distinguish candidates in worst-, best-, and average-cases. To estimate the posterior, we propose POPR-EABC, an Energy-based Approximate Bayesian Computation (ABC) method conducting likelihood-free inference. POPR-EABC reduces the heuristic nature of ABC by a smooth energy function, and improves the sampling efficiency by a pseudo-likelihood. We empirically demonstrate that POPR-EABC is adequate for evaluating policies in both discrete and continuous action spaces across various experiment environments, and facilitates probabilistic comparisons of candidate policies before deployment.

Approximate Bayesian computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool for modelling time-dependent, real-world phenomena with underlying random effects. When applying ABC to stochastic models, two major difficulties arise: First, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the stochastic process under the same parameter configuration result in different trajectories. Second, exact simulation schemes to generate trajectories from the stochastic model are rarely available, requiring the derivation of suitable numerical methods for the synthetic data generation. To obtain summaries that are less sensitive to the intrinsic stochasticity of the model, we propose to build up the statistical method (e.g. the choice of the summary statistics) on the underlying structural properties of the model. Here, we focus on the existence of an invariant measure and we map the data to their estimated invariant density and invariant spectral density. Then, to ensure that these model properties are kept in the synthetic data generation, we adopt measure-preserving numerical splitting schemes. The derived property-based and measure-preserving ABC method is illustrated on the broad class of partially observed Hamiltonian type SDEs, both with simulated data and with real electroencephalography data. The derived summaries are particularly robust to the model simulation, and this fact, combined with the proposed reliable numerical scheme, yields accurate ABC inference. In contrast, the inference returned using standard numerical methods (Euler–Maruyama discretisation) fails. The proposed ingredients can be incorporated into any type of ABC algorithm and directly applied to all SDEs that are characterised by an invariant distribution and for which a measure-preserving numerical method can be derived.

Approximate Bayesian Computation for infectious disease modelling

<strong class="journal-contentHeaderColor">Abstract.</strong> The Approximate Bayesian computation (ABC) methods provide a powerful tool for sampling from Bayesian posteriors for cases where we can simulate samples, but we have no access to an explicit expression of the likelihood function. The Simulated Annealing ABC (SABC) algorithm has been proposed to achieve a fast convergence to an unbiased approximation to the posterior by adaptively decreasing an initially coarse tolerance value. However, this algorithm uses a rather simplistic random walk Metropolis (RWM) sampler to generate trial moves in a Markov chain and always requires an excessive number of model evaluations for approximating the posterior, which inevitably lowers the sampling efficiency and limits its applications in more complex hydrologic modelling practices. Inspired by the advances made in Markov Chain Monte Carlo (MCMC) methods, we incorporated an adaptive Differential Evolution scheme to enhance the efficiency of SABC sampling. This scheme has its roots within Differential Evolution Markov Chains (DE-MC), and additionally utilizes a self-adaptive randomized subspace sampling strategy to optimally select the dimensions of parameters to be updated each time a proposal is generated. The superiority of the modified SABC (mSABC) over the original SABC algorithm was demonstrated through a SAC-SMA application to the Danjiangkou Reservoir region (DRR). The case study results showed that mSABC was far more efficient with lower computation costs and higher acceptance rates, and achieved higher numerical accuracy than the original SABC algorithm. mSABC also resulted in a better overall prediction of streamflow time series and signatures. The introduction of more advanced MCMC sampler into SABC helps to speed up convergence to the approximate posterior while achieving better model performance, which significantly widens the applicability of SABC to complex posterior exploration problems.

We estimate the parameters of a stochastic process model for a macroparasite population within a host using approximate Bayesian computation (ABC). The immunity of the host is an unobserved model variable and only mature macroparasites at sacrifice of the host are counted. With very limited data, process rates are inferred reasonably precisely. Modeling involves a three variable Markov process for which the observed data likelihood is computationally intractable. ABC methods are particularly useful when the likelihood is analytically or computationally intractable. The ABC algorithm we present is based on sequential Monte Carlo, is adaptive in nature, and overcomes some drawbacks of previous approaches to ABC. The algorithm is validated on a test example involving simulated data from an autologistic model before being used to infer parameters of the Markov process model for experimental data. The fitted model explains the observed extra-binomial variation in terms of a zero-one immunity variable, which has a short-lived presence in the host.