Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.

Calibrating model parameters on heterogeneous data can be challenging and inefficient. This holds especially for likelihood-free methods such as approximate Bayesian computation (ABC), which rely on the comparison of relevant features in simulated and observed data and are popular for otherwise intr...

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Main Authors: Yannik Schälte, Jan Hasenauer
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2023-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0285836
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author Yannik Schälte
Jan Hasenauer
author_facet Yannik Schälte
Jan Hasenauer
author_sort Yannik Schälte
collection DOAJ
description Calibrating model parameters on heterogeneous data can be challenging and inefficient. This holds especially for likelihood-free methods such as approximate Bayesian computation (ABC), which rely on the comparison of relevant features in simulated and observed data and are popular for otherwise intractable problems. To address this problem, methods have been developed to scale-normalize data, and to derive informative low-dimensional summary statistics using inverse regression models of parameters on data. However, while approaches only correcting for scale can be inefficient on partly uninformative data, the use of summary statistics can lead to information loss and relies on the accuracy of employed methods. In this work, we first show that the combination of adaptive scale normalization with regression-based summary statistics is advantageous on heterogeneous parameter scales. Second, we present an approach employing regression models not to transform data, but to inform sensitivity weights quantifying data informativeness. Third, we discuss problems for regression models under non-identifiability, and present a solution using target augmentation. We demonstrate improved accuracy and efficiency of the presented approach on various problems, in particular robustness and wide applicability of the sensitivity weights. Our findings demonstrate the potential of the adaptive approach. The developed algorithms have been made available in the open-source Python toolbox pyABC.
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spelling doaj.art-58e96bf5af50430fbc499e4756a4c8c62023-06-17T05:31:12ZengPublic Library of Science (PLoS)PLoS ONE1932-62032023-01-01185e028583610.1371/journal.pone.0285836Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.Yannik SchälteJan HasenauerCalibrating model parameters on heterogeneous data can be challenging and inefficient. This holds especially for likelihood-free methods such as approximate Bayesian computation (ABC), which rely on the comparison of relevant features in simulated and observed data and are popular for otherwise intractable problems. To address this problem, methods have been developed to scale-normalize data, and to derive informative low-dimensional summary statistics using inverse regression models of parameters on data. However, while approaches only correcting for scale can be inefficient on partly uninformative data, the use of summary statistics can lead to information loss and relies on the accuracy of employed methods. In this work, we first show that the combination of adaptive scale normalization with regression-based summary statistics is advantageous on heterogeneous parameter scales. Second, we present an approach employing regression models not to transform data, but to inform sensitivity weights quantifying data informativeness. Third, we discuss problems for regression models under non-identifiability, and present a solution using target augmentation. We demonstrate improved accuracy and efficiency of the presented approach on various problems, in particular robustness and wide applicability of the sensitivity weights. Our findings demonstrate the potential of the adaptive approach. The developed algorithms have been made available in the open-source Python toolbox pyABC.https://doi.org/10.1371/journal.pone.0285836
spellingShingle Yannik Schälte
Jan Hasenauer
Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.
PLoS ONE
title Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.
title_full Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.
title_fullStr Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.
title_full_unstemmed Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.
title_short Informative and adaptive distances and summary statistics in sequential approximate Bayesian computation.
title_sort informative and adaptive distances and summary statistics in sequential approximate bayesian computation
url https://doi.org/10.1371/journal.pone.0285836
work_keys_str_mv AT yannikschalte informativeandadaptivedistancesandsummarystatisticsinsequentialapproximatebayesiancomputation
AT janhasenauer informativeandadaptivedistancesandsummarystatisticsinsequentialapproximatebayesiancomputation