mcsim: un logiciel de simulation et inférence statistique frédéric...
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MCSim: un logiciel de simulation et inférence statistique
Frédéric Yves Bois
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MCSim est au départ un logiciel de simulation
ModelDefinition
File
CFile
Mod
Executable
Ccompiler
SimulationDefinition
File
Fichier desortie
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MCSim permet de faire- Des simulations simples (y=f(t,� ) ou y'=f(y,t,� ) par
intégration numérique.- Des simulations Monte Carlo simples- Des simulations en série pour une grille imposée- Des simulations MCMC (Metropolis Hasting) y
compris pour des modèles hiérarchiques.- Identification de design expérimentaux "optimaux"
sur la base de simulations prédictives.
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Stats: Bayesian calibration of SBML modelsExample of the yeast glycolysis model (Pritchard and Kell, 2002)
- 17 state variables - 95 parameters- 19 reactions
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Time-course simulationsExhibits complex and nonlinear behaviour
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Bayesian calibration is done via MCMC
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Prior
Posterior = Prior × Likelihood
The data used
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Trajectories at convergence
Parameters nicely converge to a stable joint distribution (here: the last 500,000 iterations of one million, 80 minutes on a i686 computer)
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Fit to the dataExcellent: Predictions are very close to the observations (10 parameters were sampled simultaneously)
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Posterior distribution summaries
… Bad!Remember that we have the right model and quite "clean" data.What went wrong?
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Posterior distributions' correlation matrix
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Design optimization Duplicate of original design
Firstly proposed design points
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Moving to a new posterior distribution
We start from a random point in the previous posterior but add the new data: we move to a new posterior.
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Moving to a new posterior distribution
4000 iterations and a few seconds later...
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Moving to a new posterior distribution
After about 10000 new iterations we converge to...
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New (updated) posterior distribution
The correct answer!Full story is at: http://www.gnu.org/software/mcsim/supplement_bioinformatics_2009.html