Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes mixed-effects models widely applied in fields such as biology, pharmacokinetics, and sociology. In this work, we propose a novel methodology for scalable Bayesian inference in hierarchical mixed-effects models. Our framework first constructs amortized approximations of the likelihood and the posterior distribution, which are then rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. The framework is easily trainable, as it uses mixtures of experts but without neural networks, leading to parsimonious yet expressive surrogate models of the likelihood and the posterior. We demonstrate the effectiveness of our methodology using challenging stochastic models, such as mixed-effects stochastic differential equations emerging in systems biology-driven problems. However, the approach is broadly applicable and can accommodate both stochastic and deterministic models. We show that our approach can seamlessly handle inference for many parameters. Additionally, we applied our method to a real-data case study of mRNA transfection. When compared to exact pseudomarginal Bayesian inference, our approach proved to be both fast and competitive in terms of statistical accuracy.

Fast, accurate and lightweight sequential simulation-based inference using Gaussian locally linear mappings

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI methods have made use of neural networks (NN) to provide approximate, yet expressive constructs for the unavailable likelihood function and the posterior distribution. However, they do not generally achieve an optimal trade-off between accuracy and computational demand. In this work, we propose an alternative that provides both approximations to the likelihood and the posterior distribution, using structured mixtures of probability distributions. Our approach produces accurate posterior inference when compared to state-of-the-art NN-based SBI methods, while exhibiting a much smaller computational footprint. We illustrate our results on several benchmark models from the SBI literature.