Browse
Submit Data
Databases
API
Help

Dataset Information

67 Views

0 Connections

0 Citations

0 Reanalyses

0 Downloads

Omics score: 0

Bayesian model selection for complex dynamic systems.

ABSTRACT: Time series generated by complex systems like financial markets and the earth's atmosphere often represent superstatistical random walks: on short time scales, the data follow a simple low-level model, but the model parameters are not constant and can fluctuate on longer time scales according to a high-level model. While the low-level model is often dictated by the type of the data, the high-level model, which describes how the parameters change, is unknown in most cases. Here we present a computationally efficient method to infer the time course of the parameter variations from time-series with short-range correlations. Importantly, this method evaluates the model evidence to objectively select between competing high-level models. We apply this method to detect anomalous price movements in financial markets, characterize cancer cell invasiveness, identify historical policies relevant for working safety in coal mines, and compare different climate change scenarios to forecast global warming.

SUBMITTER: Mark C

PROVIDER: S-EPMC5935699 | biostudies-literature | 2018 May

REPOSITORIES: biostudies-literature

ACCESS DATA

Json Xml

Publications

Bayesian model selection for complex dynamic systems.

Mark Christoph C Metzner Claus C Lautscham Lena L Strissel Pamela L PL Strick Reiner R Fabry Ben B

Nature communications 20180504 1

Time series generated by complex systems like financial markets and the earth's atmosphere often represent superstatistical random walks: on short time scales, the data follow a simple low-level model, but the model parameters are not constant and can fluctuate on longer time scales according to a high-level model. While the low-level model is often dictated by the type of the data, the high-level model, which describes how the parameters change, is unknown in most cases. Here we present a compu ...[more]

PMID: 29728622

Similar Datasets

Bayesian model selection in complex linear systems, as illustrated in genetic association studies.

Project description:Motivated by examples from genetic association studies, this article considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating context-dependent a priori information through different levels of prior specifications. We also derive analytic Bayes factors and their approximations to facilitate model selection and discuss their theoretical and computational properties. We demonstrate our Bayesian approach based on an implemented Markov Chain Monte Carlo (MCMC) algorithm in simulations and a real data application of mapping tissue-specific eQTLs. Our novel results on Bayes factors provide a general framework to perform efficient model comparisons in complex linear model systems.

| S-EPMC3954315 | biostudies-literature

FAMoS: A Flexible and dynamic Algorithm for Model Selection to analyse complex systems dynamics.

Project description:Most biological systems are difficult to analyse due to a multitude of interacting components and the concomitant lack of information about the essential dynamics. Finding appropriate models that provide a systematic description of such biological systems and that help to identify their relevant factors and processes can be challenging given the sheer number of possibilities. Model selection algorithms that evaluate the performance of a multitude of different models against experimental data provide a useful tool to identify appropriate model structures. However, many algorithms addressing the analysis of complex dynamical systems, as they are often used in biology, compare a preselected number of models or rely on exhaustive searches of the total model space which might be unfeasible dependent on the number of possibilities. Therefore, we developed an algorithm that is able to perform model selection on complex systems and searches large model spaces in a dynamical way. Our algorithm includes local and newly developed non-local search methods that can prevent the algorithm from ending up in local minima of the model space by accounting for structurally similar processes. We tested and validated the algorithm based on simulated data and showed its flexibility for handling different model structures. We also used the algorithm to analyse experimental data on the cell proliferation dynamics of CD4+ and CD8+ T cells that were cultured under different conditions. Our analyses indicated dynamical changes within the proliferation potential of cells that was reduced within tissue-like 3D ex vivo cultures compared to suspension. Due to the flexibility in handling various model structures, the algorithm is applicable to a large variety of different biological problems and represents a useful tool for the data-oriented evaluation of complex model spaces.

| S-EPMC6697322 | biostudies-literature

Bayesian parameter inference and model selection by population annealing in systems biology.

Project description:Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named "posterior parameter ensemble". We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor.

| S-EPMC4121267 | biostudies-literature

Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems.

Project description:Approximate Bayesian computation (ABC) methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper, we discuss and apply an ABC method based on sequential Monte Carlo (SMC) to estimate parameters of dynamical models. We show that ABC SMC provides information about the inferability of parameters and model sensitivity to changes in parameters, and tends to perform better than other ABC approaches. The algorithm is applied to several well-known biological systems, for which parameters and their credible intervals are inferred. Moreover, we develop ABC SMC as a tool for model selection; given a range of different mathematical descriptions, ABC SMC is able to choose the best model using the standard Bayesian model selection apparatus.

| S-EPMC2658655 | biostudies-literature

Complex Systems Model of Dynamic Mechanisms of Early Childhood Caries Development.

Project description:Early childhood caries (ECC) is a largely preventable condition that occurs when children develop caries in their primary teeth before the age of six. National trends of ECC indicate that prevalence is decreasing, but disparities between various sociodemographic groups may be increasing, despite intervention efforts. Dynamic mechanisms in caries development are hypothesized to be responsible for the observed population distributions of disease. Agent-based models (ABMs) have been utilized to explore similar hypotheses in many areas of health research. Therefore, we developed an ABM of ECC development mechanisms and examined population outcomes of hypothetical preventive intervention scenarios. We found that risk-based targeting had minimal impact on population averages or disparities and was largely due to the strength of the dynamic mechanisms among those considered to be at high caries risk. Universally increasing intervention access reduced population caries prevalence, but increased disparities between different groups of caries risk profiles. We show that population distributions of ECC can emerge as a result of dynamic mechanisms that have been shown to drive disease development. Understanding the effectiveness of a proposed intervention in relation to the hypothesized mechanism(s) that contributes to the outcome of interest is critical to future efforts to address population disparities in ECC.

| S-EPMC7174800 | biostudies-literature

Fast Model-Fitting of Bayesian Variable Selection Regression Using the Iterative Complex Factorization Algorithm.

Project description:Bayesian variable selection regression (BVSR) is able to jointly analyze genome-wide genetic datasets, but the slow computation via Markov chain Monte Carlo (MCMC) hampered its wide-spread usage. Here we present a novel iterative method to solve a special class of linear systems, which can increase the speed of the BVSR model-fitting tenfold. The iterative method hinges on the complex factorization of the sum of two matrices and the solution path resides in the complex domain (instead of the real domain). Compared to the Gauss-Seidel method, the complex factorization converges almost instantaneously and its error is several magnitude smaller than that of the Gauss-Seidel method. More importantly, the error is always within the pre-specified precision while the Gauss-Seidel method is not. For large problems with thousands of covariates, the complex factorization is 10-100 times faster than either the Gauss-Seidel method or the direct method via the Cholesky decomposition. In BVSR, one needs to repetitively solve large penalized regression systems whose design matrices only change slightly between adjacent MCMC steps. This slight change in design matrix enables the adaptation of the iterative complex factorization method. The computational innovation will facilitate the wide-spread use of BVSR in reanalyzing genome-wide association datasets.

| S-EPMC6788783 | biostudies-literature

Posterior predictive Bayesian phylogenetic model selection.

Project description:We present two distinctly different posterior predictive approaches to Bayesian phylogenetic model selection and illustrate these methods using examples from green algal protein-coding cpDNA sequences and flowering plant rDNA sequences. The Gelfand-Ghosh (GG) approach allows dissection of an overall measure of model fit into components due to posterior predictive variance (GGp) and goodness-of-fit (GGg), which distinguishes this method from the posterior predictive P-value approach. The conditional predictive ordinate (CPO) method provides a site-specific measure of model fit useful for exploratory analyses and can be combined over sites yielding the log pseudomarginal likelihood (LPML) which is useful as an overall measure of model fit. CPO provides a useful cross-validation approach that is computationally efficient, requiring only a sample from the posterior distribution (no additional simulation is required). Both GG and CPO add new perspectives to Bayesian phylogenetic model selection based on the predictive abilities of models and complement the perspective provided by the marginal likelihood (including Bayes Factor comparisons) based solely on the fit of competing models to observed data.

| S-EPMC3985471 | biostudies-literature

Automated design of complex dynamic systems.

Project description:Several fields of study are concerned with uniting the concept of computation with that of the design of physical systems. For example, a recent trend in robotics is to design robots in such a way that they require a minimal control effort. Another example is found in the domain of photonics, where recent efforts try to benefit directly from the complex nonlinear dynamics to achieve more efficient signal processing. The underlying goal of these and similar research efforts is to internalize a large part of the necessary computations within the physical system itself by exploiting its inherent non-linear dynamics. This, however, often requires the optimization of large numbers of system parameters, related to both the system's structure as well as its material properties. In addition, many of these parameters are subject to fabrication variability or to variations through time. In this paper we apply a machine learning algorithm to optimize physical dynamic systems. We show that such algorithms, which are normally applied on abstract computational entities, can be extended to the field of differential equations and used to optimize an associated set of parameters which determine their behavior. We show that machine learning training methodologies are highly useful in designing robust systems, and we provide a set of both simple and complex examples using models of physical dynamical systems. Interestingly, the derived optimization method is intimately related to direct collocation a method known in the field of optimal control. Our work suggests that the application domains of both machine learning and optimal control have a largely unexplored overlapping area which envelopes a novel design methodology of smart and highly complex physical systems.

| S-EPMC3908928 | biostudies-literature

Bayesian Model Selection in High-Dimensional Settings.

Project description:Standard assumptions incorporated into Bayesian model selection procedures result in procedures that are not competitive with commonly used penalized likelihood methods. We propose modifications of these methods by imposing nonlocal prior densities on model parameters. We show that the resulting model selection procedures are consistent in linear model settings when the number of possible covariates p is bounded by the number of observations n, a property that has not been extended to other model selection procedures. In addition to consistently identifying the true model, the proposed procedures provide accurate estimates of the posterior probability that each identified model is correct. Through simulation studies, we demonstrate that these model selection procedures perform as well or better than commonly used penalized likelihood methods in a range of simulation settings. Proofs of the primary theorems are provided in the Supplementary Material that is available online.

| S-EPMC3867525 | biostudies-literature

Improving randomness characterization through Bayesian model selection.

Project description:Random number generation plays an essential role in technology with important applications in areas ranging from cryptography to Monte Carlo methods, and other probabilistic algorithms. All such applications require high-quality sources of random numbers, yet effective methods for assessing whether a source produce truly random sequences are still missing. Current methods either do not rely on a formal description of randomness (NIST test suite) on the one hand, or are inapplicable in principle (the characterization derived from the Algorithmic Theory of Information), on the other, for they require testing all the possible computer programs that could produce the sequence to be analysed. Here we present a rigorous method that overcomes these problems based on Bayesian model selection. We derive analytic expressions for a model's likelihood which is then used to compute its posterior distribution. Our method proves to be more rigorous than NIST's suite and Borel-Normality criterion and its implementation is straightforward. We applied our method to an experimental device based on the process of spontaneous parametric downconversion to confirm it behaves as a genuine quantum random number generator. As our approach relies on Bayesian inference our scheme transcends individual sequence analysis, leading to a characterization of the source itself.

| S-EPMC5465194 | biostudies-literature

OmicsDI is part of the ELIXIR infrastructure

OmicsDI is an Elixir interoperability service. Learn more ›

Tweets

OmicsDI Databases

PRIDE
PeptideAtlas
MassIVE
JPOST Repository
Physiome Model Repository

EGA
EVA
ENA
LINCS
PAXDB
Cell Collective

MetaboLights
Metabolomics Workbench
MetabolomeExpress
GNPS
BioModels
FAIRDOMHub

ArrayExpress
dbGaP
ExpressionAtlas
GEO
NODE

Information

Databases
Help
API
Contact us
Code on GitHub
Terms of use
Submit Data