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生化系统常微分方程模型假设检验方法的比较

A comparison of hypothesis testing methods for ODE models of biochemical systems
课程网址: http://videolectures.net/pmnp07_vyshemirsky_acoht/  
主讲教师: Vladislav Vyshemirsky
开课单位: 格拉斯哥大学
开课时间: 2007-09-07
课程语种: 英语
中文简介:
在这篇文章中,我们比较了不同的方法来测试用生化系统的ODE模型表达的替代假设。我们研究了一系列假设测试方法的适用性、局限性和稳定性,包括基于最大似然的信息标准、基于最大后验估计的局部确定性近似(拉普拉斯近似)用于计算边际似然性、基于重要性抽样的边际似然估计。以及基于热力学积分原理的路径抽样估计。我们证明,在模型在参数空间是线性的情况下,拉普拉斯近似提供了计算贝叶斯因子所需的边缘相似性的快速和稳定估计。然而,当模型具有非平凡的参数后验符时,这种估计就失败了。我们拒绝一般重要性抽样估计,因为它们在实际情况下产生非常不稳定的估计(估计的相对误差在40%到600%之间,取决于使用的特定示例)。我们证明了边缘相似性的退火重要性抽样估计和路径抽样方法即使在非平凡的情况下(相对误差在1%-8%)也能产生很好的估计。最大似然信息准则通常会产生正确的假设排序。然而,这些方法并不产生模型偏好(优势)的定量测量,有时甚至失败,更倾向于更复杂的模型而不是真正的模型,而且没有通用的方法来检测这种失败。本研究利用模拟数据集对生化系统的实际尺寸ODE模型进行了研究。
课程简介: In this talk we present a comparison of different methods of testing alternative hypotheses expressed using ODE models of biochemical systems. We investigated applicability, limitations and stability of a range of hypotheses testing methods including maximum likelihood based information criteria, local deterministic approximations around maximum a posteriori estimates (Laplace approximations) for computing marginal likelihoods, importance sampling based marginal likelihood estimators, and a path sampling estimator built upon the principles of thermodynamic integration. We demonstrate that in the cases where models are linear in the parameter space, Laplace approximations provide a fast and stable estimate of the marginal likelihoods required for computing Bayes factors. This estimate, however, fails when the models have non-trivial parameter posteriors. We reject common importance sampling estimators as they produce very unstable estimates in practical cases (relative errors of the estimates vary from 40% to 600% depending on the particular example used). We demonstrate that the annealed importance sampling estimator of the marginal likelihoods and path sampling methods produce very good estimates even in non-trivial cases (relative error within 1%-8%). Maximum likelihood information criteria often produce the correct ordering of the hypotheses. These methods, however, do not produce a quantitative measure of model preference (odds) and sometimes even fail, preferring a more complex model over the true one, and there is no general method to detect such a failure. The study is performed over realistically sized ODE models of biochemical systems using simulated data sets.
关 键 词: 微分方程; 边际似然; 抽样估计; 生化系统
课程来源: 视频讲座网
最后编审: 2020-06-02:张荧(课程编辑志愿者)
阅读次数: 31