Approximate Bayesian computation

Usage

abc(
  model,
  priors = NULL,
  n_particles = NULL,
  n_init = NULL,
  distance = NULL,
  tolerance = NULL,
  data = NULL,
  verbose = getOption("verbose", FALSE),
  post_gen = NULL,
  init_model = NULL
)

# S4 method for class 'SimInf_model'
abc(
  model,
  priors = NULL,
  n_particles = NULL,
  n_init = NULL,
  distance = NULL,
  tolerance = NULL,
  data = NULL,
  verbose = getOption("verbose", FALSE),
  post_gen = NULL,
  init_model = NULL
)

Arguments

model: The SimInf_model object to generate data from.
priors: The priors for the parameters to fit. Each prior is specified with a formula notation, for example, beta ~ uniform(0, 1) specifies that beta is uniformly distributed between 0 and 1. Use c() to provide more than one prior, for example, c(beta ~ uniform(0, 1), gamma ~ normal(10, 1)). The following distributions are supported: gamma, lognormal, normal and uniform. All parameters in priors must be only in either gdata or ldata.
n_particles: An integer (>1) specifying the number of particles to approximate the posterior with.
n_init: Specify a positive integer (>n_particles) to adaptively select a sequence of tolerances using the algorithm of Simola and others (2021). The initial tolerance is adaptively selected by sampling n_init draws from the prior and then retain the n_particles particles with the smallest distances. Note there must be enough initial particles to satisfactorily explore the parameter space, see Simola and others (2021). If the tolerance parameter is specified, then n_init must be NULL.
distance: A function for calculating the summary statistics for a simulated trajectory. For each particle, the function must determine the distance and return that information. The first argument, result, passed to the distance function is the result from a run of the model with one trajectory attached to it. The second argument, generation, to distance is an integer with the generation of the particle(s). Further arguments that can passed to the distance function comes from ... in the abc function. Depending on the underlying model structure, data for one or more particles have been generated in each call to distance. If the model only contains one node and all the parameters to fit are in ldata, then that node will be replicated and each of the replicated nodes represent one particle in the trajectory (see ‘Examples’). On the other hand if the model contains multiple nodes or the parameters to fit are contained in gdata, then the trajectory in the result argument represents one particle. The function can return a numeric matrix (number of particles \(\times\) number of summary statistics). Or, if the distance contains one summary statistic, a numeric vector with the length equal to the number of particles. Note that when using adaptive tolerance selection, only one summary statistic can be used, i.e., the function must return a matrix (number of particles \(\times\) 1) or a numeric vector.
tolerance: A numeric matrix (number of summary statistics \(\times\) number of generations) where each column contains the tolerances for a generation and each row contains a sequence of gradually decreasing tolerances. Can also be a numeric vector if there is only one summary statistic. The tolerance determines the number of generations of ABC-SMC to run. If the n_init parameter is specified, then tolerance must be NULL.
data: Optional data to be passed to the distance function. Default is NULL.
verbose: prints diagnostic messages when TRUE. The default is to retrieve the global option verbose and use FALSE if it is not set.
post_gen: An optional function that, if non-NULL, is applied after each completed generation. The function must accept one argument of type SimInf_abc with the current state of the fitting process. This function can be useful to, for example, save and inspect intermediate results.
init_model: An optional function that, if non-NULL, is applied before running each proposal. The function must accept one argument of type SimInf_model with the current model of the fitting process. This function can be useful to specify the initial state of u0 or v0 of the model before running a trajectory with proposed parameters.

Value

A SimInf_abc object.

References

T. Toni, D. Welch, N. Strelkowa, A. Ipsen, and M. P. H. Stumpf. Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems. Journal of the Royal Society Interface 6, 187–202, 2009. doi:10.1098/rsif.2008.0172

U. Simola, J. Cisewski-Kehe, M. U. Gutmann, J. Corander. Adaptive Approximate Bayesian Computation Tolerance Selection. Bayesian Analysis, 16(2), 397–423, 2021. doi: 10.1214/20-BA1211

Examples

if (FALSE) { # \dontrun{
## Let us consider an SIR model in a closed population with N = 100
## individuals of whom one is initially infectious and the rest are
## susceptible. First, generate one realisation (with a specified
## seed) from the model with known parameters \code{beta = 0.16} and
## \code{gamma = 0.077}. Then, use \code{abc} to infer the (known)
## parameters from the simulated data.
model <- SIR(u0 = data.frame(S = 99, I = 1, R = 0),
             tspan = 1:100,
             beta = 0.16,
             gamma = 0.077)

## Run the SIR model and plot the number of infectious.
set.seed(22)
infectious <- trajectory(run(model), "I")$I
plot(infectious, type = "s")

## The distance function to accept or reject a proposal. Each node
## in the simulated trajectory (contained in the 'result' object)
## represents one proposal.
distance <- function(result, ...) {
    ## Extract the time-series of infectious in each node as a
    ## data.frame.
    sim <- trajectory(result, "I")

    ## Split the 'sim' data.frame by node and calculate the sum of the
    ## squared distance at each time-point for each node.
    dist <- tapply(sim$I, sim$node, function(sim_infectious) {
        sum((infectious - sim_infectious)^2)
    })

    ## Return the distance for each node. Each proposal will be
    ## accepted or rejected depending on if the distance is less than
    ## the tolerance for the current generation.
    dist
}

## Fit the model parameters using ABC-SMC and adaptive tolerance
## selection. The priors for the parameters are specified using a
## formula notation. Here we use a uniform distribtion for each
## parameter with lower bound = 0 and upper bound = 1. Note that we
## use a low number particles here to keep the run-time of the example
## short. In practice you would want to use many more to ensure better
## approximations.
fit <- abc(model = model,
           priors = c(beta ~ uniform(0, 1), gamma ~ uniform(0, 1)),
           n_particles = 100,
           n_init = 1000,
           distance = distance,
           verbose = TRUE)

## Print a brief summary.
fit

## Display the ABC posterior distribution.
plot(fit)
} # }

Approximate Bayesian computation

Usage

Arguments

Value

References

See also

Examples