Bayesian inference of stochastic dynamic models using early-rejection methods based on sequential stochastic simulations

IEEE/ACM Transactions on Computational Biology and Bioinformatics
Hu ZhangTianhai Tian

Abstract

Stochastic modelling is an important method to investigate the functions of noise in a wide range of biological systems. However, the parameter inference for stochastic models is still a challenging problem partially due to the large computing time required for stochastic simulations. To address this issue, we propose a novel early-rejection method by using sequential stochastic simulations. We first show that a large number of stochastic simulations are required to obtain reliable inference results. Instead of generating a large number of simulations for each parameter sample, we propose to generate these simulations in a number of stages. The simulation process will go to the next stage only if the accuracy of simulations at the current stage satisfies a given error criterion. We propose a formula to determine the error criterion and use a stochastic differential equation model to examine the effects of different criteria. Three biochemical network models are used to evaluate the efficiency and accuracy of the proposed method. Numerical results suggest the proposed early-rejection method achieves substantial improvement in the efficiency for the inference of stochastic models.

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