scholarly journals Automatic Kernel Selection for Gaussian Processes Regression with Approximate Bayesian Computation and Sequential Monte Carlo

Author(s):  
Anis Ben Abdessalem ◽  
Nikolaos Dervilis ◽  
David J. Wagg ◽  
Keith Worden
2020 ◽  
Vol 36 (10) ◽  
pp. 3286-3287 ◽  
Author(s):  
Evgeny Tankhilevich ◽  
Jonathan Ish-Horowicz ◽  
Tara Hameed ◽  
Elisabeth Roesch ◽  
Istvan Kleijn ◽  
...  

Abstract Motivation Approximate Bayesian computation (ABC) is an important framework within which to infer the structure and parameters of a systems biology model. It is especially suitable for biological systems with stochastic and nonlinear dynamics, for which the likelihood functions are intractable. However, the associated computational cost often limits ABC to models that are relatively quick to simulate in practice. Results We here present a Julia package, GpABC, that implements parameter inference and model selection for deterministic or stochastic models using (i) standard rejection ABC or sequential Monte Carlo ABC or (ii) ABC with Gaussian process emulation. The latter significantly reduces the computational cost. Availability and implementation https://github.com/tanhevg/GpABC.jl.


2016 ◽  
Author(s):  
Ibeh Neke ◽  
Stéphane Aris-Brosou

AbstractOur ability to accurately infer transmission patterns of infectious diseases is critical to monitor both their spread and the efficacy of public health policies. The use of phylogenetic methods for the reconstruction of viral ancestral relationships has garnered increasing interest, particularly in the characterization of HIV epidemics and sub-epidemics. In the case of this virus, the Swiss HIV Cohort Study (SHCS) contains a wide breadth of genomic data that have been widely used as a means of applying such methods. However, current approaches for quantifying the epidemiological dynamics of diseases are computationally intensive, and fail to scale well with this magnitude of data. To address this issue, we re-implement an Approximate Bayesian Computation (ABC) approach based on sequential Monte Carlo (SMC). By means of simulations, we demonstrate that our implementation is capable of inferring key epidemiological parameters of the Swiss HIV epidemic accurately, and that sampling intensity has no significant effect on the accuracy of our estimates. Applied to a subset of HIV sequences from the SHCS, we show that we can distinguish sub-epidemics that are circulating in culturally distinct Swiss regions. Given these findings, we propose that ABC-SMC samplers will allow us to evaluate the impact of new public health policies, such as the implementation of a needle exchange program in the case of HIV, based on genetic data sampled before and after the implementation of a new policy.


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