Inference in Nonlinear Systems with Unscented Kalman Filters

An increasing number of scientific disciplines, most notably the life sciences and health care, have become more quantitative, describing complex systems with coupled nonlinear di↵erential equations. While powerful algorithms for numerical simulations from these systems have been developed, statistical inference of the system parameters is still a challenging problem. A promising approach is based on the unscented Kalman filter (UKF), which has seen a variety of recent applications, from soft tissue mechanics to chemical kinetics. The present study investigates the dependence of the accuracy of parameter estimation on the initialisation. Based on three toy systems that capture typical features of real-world complex systems: limit cycles, chaotic attractors and intrinsic stochasticity, we carry out repeated simulations on a large range of independent data instantiations. Our study allows a quantification of the accuracy of inference, measured in terms of two alternative distance measures in function and parameter space, in dependence on the initial deviation from the ground truth

Statistical Modelling of Cell Movement

In this paper we demonstrate an application of the unscented Kalman filter in the context of cell movement, using a model defined in terms of stochastic differential equations (SDEs)

Estimating Parameters of Partial Differential Equations with Gradient Matching

Parameter inference in partial differential equations (PDEs) is a problem that many researchers are interested in. The conventional methods suffer from severe computational costs because these method require to solve the PDEs repeatedly by numerical integration. The concept of gradient matching have been proposed in order to reduce the computational complexity, which consists of two steps. First, the data are interpolated with certain smoothing methods. Then, the partial derivatives of the interpolants are calculated and the parameters are optimized to minimize the distance (measured by loss functions) between partial derivatives of interpolants and the PDE systems. In this article, we first studied the parameter inference accuracy of gradient matching based on two simple PDE models. Then the method of gradient matching was used to infer the parameters of PDE models describing cell movement and select the most appropriate model

Evaluation of forensic data using logistic regression-based classification methods and an R Shiny implementation

We demonstrate the use of classification methods that are well-suited for forensic toxicology applications. The methods are based on penalized logistic regression, can be employed when separation occurs in a two-class classification setting, and allow for the calculation of likelihood ratios. A case study of this framework is demonstrated on alcohol biomarker data for classifying chronic alcohol drinkers. The approach can be extended to applications in the fields of analytical and forensic chemistry, where it is a common feature to have a large number of biomarkers, and allows for flexibility in model assumptions such as multivariate normality. While some penalized regression methods have been introduced previously in forensic applications, our study is meant to encourage practitioners to use these powerful methods more widely. As such, based upon our proof-of-concept studies, we also introduce an R Shiny online tool with an intuitive interface able to perform several classification methods. We anticipate that this open-source and free-of-charge application will provide a powerful and dynamic tool to infer the LR value in case of classification tasks

Statistical Modelling of Cell Movement Data Using the Unscented Kalman Filter

No abstract available

Inference in Nonlinear Systems with Unscented Kalman Filters

An increasing number of scientific disciplines, most notably the life sciences and health care, have become more quantitative, describing complex systems with coupled nonlinear di↵erential equations. While powerful algorithms for numerical simulations from these systems have been developed, statistical inference of the system parameters is still a challenging problem. A promising approach is based on the unscented Kalman filter (UKF), which has seen a variety of recent applications, from soft tissue mechanics to chemical kinetics. The present study investigates the dependence of the accuracy of parameter estimation on the initialisation. Based on three toy systems that capture typical features of real-world complex systems: limit cycles, chaotic attractors and intrinsic stochasticity, we carry out repeated simulations on a large range of independent data instantiations. Our study allows a quantification of the accuracy of inference, measured in terms of two alternative distance measures in function and parameter space, in dependence on the initial deviation from the ground truth

Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis

Chemotaxis is a type of cell movement in response to a chemical stimulus which plays a key role in multiple biophysical processes, such as embryogenesis and wound healing, and which is crucial for understanding metastasis in cancer research. In the literature, chemotaxis has been modelled using biophysical models based on systems of nonlinear stochastic partial differential equations (NSPDEs), which are known to be challenging for statistical inference due to the intractability of the associated likelihood and the high computational costs of their numerical integration. Therefore, data analysis in this context has been limited to comparing predictions from NSPDE models to laboratory data using simple descriptive statistics. We present a statistically rigorous framework for parameter estimation in complex biophysical systems described by NSPDEs such as the one of chemotaxis. We adopt a likelihood-free approach based on approximate Bayesian computations with sequential Monte Carlo (ABC-SMC) which allows for circumventing the intractability of the likelihood. To find informative summary statistics, crucial for the performance of ABC, we propose to use a Gaussian process (GP) regression model. The interpolation provided by the GP regression turns out useful on its own merits: it relatively accurately estimates the parameters of the NSPDE model and allows for uncertainty quantification, at a very low computational cost. Our proposed methodology allows for a considerable part of computations to be completed before having observed any data, providing a practical toolbox to experimental scientists whose modes of operation frequently involve experiments and inference taking place at distinct points in time. In an application to externally provided synthetic data we demonstrate that the correction provided by ABC-SMC is essential for accurate estimation of some of the NSPDE model parameters and for more flexible uncertainty quantification

Network controlled mobility management with policy enforcement towards IMT-A

Motivation: Mathematical modelling based on ordinary differential equations (ODEs) is widely used to describe the dynamics of biological systems, particularly in systems and pathway biology. Often the kinetic parameters of these ODE systems are unknown and have to be inferred from the data. Approximate parameter inference methods based on gradient matching (which do not require performing computationally expensive numerical integration of the ODEs) have been getting popular in recent years, but many implementations are difficult to run without expert knowledge. Here we introduce ShinyKGode, an interactive web application to perform fast parameter inference on ODEs using gradient matching. Results: ShinyKGode can be used to infer ODE parameters on simulated and observed data using gradient matching. Users can easily load their own models in Systems Biology Markup Language format, and a set of pre-defined ODE benchmark models are provided in the application. Inferred parameters are visualised alongside diagnostic plots to assess convergence. Availability and Implementation: The R package for ShinyKGode can be installed through the Comprehensive R Archive Network (CRAN). Installation instructions, as well as tutorial videos and source code are available at https://joewandy.github.io/shinyKGode