Abstract:Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable model, such as a Hidden Markov model (HMM), these methods are designed to only estimate the parameters, rather than the joint distribution of the parameters and the hidden states. Naive application of these methods to a HMM, ignoring the inference of this joint posterior distribution, will thus produce an inaccurate estimate of the posterior predictive distribution, in turn hampering the assessment of goodness-of-fit. To rectify this problem, we propose a novel, sample-efficient likelihood-free method for estimating the high-dimensional hidden states of an implicit HMM. Our approach relies on learning directly the intractable posterior distribution of the hidden states, using an autoregressive-flow, by exploiting the Markov property. Upon evaluating our approach on some implicit HMMs, we found that the quality of the estimates retrieved using our method is comparable to what can be achieved using a much more computationally expensive SMC algorithm.
Abstract:Uncertainty quantification (UQ) is a vital step in using mathematical models and simulations to take decisions. The field of cardiac simulation has begun to explore and adopt UQ methods to characterise uncertainty in model inputs and how that propagates through to outputs or predictions. In this perspective piece we draw attention to an important and under-addressed source of uncertainty in our predictions --- that of uncertainty in the model structure or the equations themselves. The difference between imperfect models and reality is termed model discrepancy, and we are often uncertain as to the size and consequences of this discrepancy. Here we provide two examples of the consequences of discrepancy when calibrating models at the ion channel and action potential scales. Furthermore, we attempt to account for this discrepancy when calibrating and validating an ion channel model using different methods, based on modelling the discrepancy using Gaussian processes (GPs) and autoregressive-moving-average (ARMA) models, then highlight the advantages and shortcomings of each approach. Finally, suggestions and lines of enquiry for future work are provided.
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.