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• W4302011891 abstract "The modelling of many real-world problems relies on computationally heavy simulations of randomly interacting individuals or agents. However, the values of the parameters that underlie the interactions between agents are typically poorly known, and hence they need to be inferred from macroscopic observations of the system. Since statistical inference rests on repeated simulations to sample the parameter space, the high computational expense of these simulations can become a stumbling block. In this paper, we compare two ways to mitigate this issue in a Bayesian setting through the use of machine learning methods: One approach is to construct lightweight surrogate models to substitute the simulations used in inference. Alternatively, one might altogether circumvent the need for Bayesian sampling schemes and directly estimate the posterior distribution. We focus on stochastic simulations that track autonomous agents and present two case studies: tumour growths and the spread of infectious diseases. We demonstrate that good accuracy in inference can be achieved with a relatively small number of simulations, making our machine learning approaches orders of magnitude faster than classical simulation-based methods that rely on sampling the parameter space. However, we find that while some methods generally produce more robust results than others, no algorithm offers a one-size-fits-all solution when attempting to infer model parameters from observations. Instead, one must choose the inference technique with the specific real-world application in mind. The stochastic nature of the considered real-world phenomena poses an additional challenge that can become insurmountable for some approaches. Overall, we find machine learning approaches that create direct inference machines to be promising for real-world applications. We present our findings as general guidelines for modelling practitioners." @default.
• W4302011891 created "2022-10-06" @default.
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• W4302011891 date "2022-10-05" @default.
• W4302011891 modified "2023-09-29" @default.
• W4302011891 title "Efficient Bayesian inference for stochastic agent-based models" @default.
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• W4302011891 doi "https://doi.org/10.1371/journal.pcbi.1009508" @default.
• W4302011891 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/36197919" @default.
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