Joining forces of Bayesian and frequentist methodology: a study for inference in the presence of non-identifiability

  • Increasingly complex applications involve large datasets in combination with nonlinear and high-dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take advantage of both Bayesian and frequentist methods. The elegance of Bayesian methodology is founded in the propagation of information content provided by experimental data and prior assumptions to the posterior probability distribution of model predictions. However, for complex applications, experimental data and prior assumptions potentially constrain the posterior probability distribution insufficiently. In these situations, Bayesian Markov chain Monte Carlo sampling can be infeasible. From a frequentist point of view, insufficient experimental data and prior assumptions can be interpreted as non-identifiability. The profile-likelihood approach offers to detect and to resolve non-identifiability by experimental design iteratively. Therefore, it allowsIncreasingly complex applications involve large datasets in combination with nonlinear and high-dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take advantage of both Bayesian and frequentist methods. The elegance of Bayesian methodology is founded in the propagation of information content provided by experimental data and prior assumptions to the posterior probability distribution of model predictions. However, for complex applications, experimental data and prior assumptions potentially constrain the posterior probability distribution insufficiently. In these situations, Bayesian Markov chain Monte Carlo sampling can be infeasible. From a frequentist point of view, insufficient experimental data and prior assumptions can be interpreted as non-identifiability. The profile-likelihood approach offers to detect and to resolve non-identifiability by experimental design iteratively. Therefore, it allows one to better constrain the posterior probability distribution until Markov chain Monte Carlo sampling can be used securely. Using an application from cell biology, we compare both methods and show that a successive application of the two methods facilitates a realistic assessment of uncertainty in model predictions.show moreshow less

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Metadaten
Author:Andreas RaueORCiDGND, Clemens Kreutz, Fabian Joachim Theis, Jens Timmer
Frontdoor URLhttps://opus.bibliothek.uni-augsburg.de/opus4/113240
ISSN:1364-503XOPAC
ISSN:1471-2962OPAC
Parent Title (English):Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Publisher:The Royal Society
Place of publication:London
Type:Article
Language:English
Year of first Publication:2013
Release Date:2024/06/03
Volume:371
Issue:1984
First Page:20110544
DOI:https://doi.org/10.1098/rsta.2011.0544
Institutes:Fakultät für Angewandte Informatik
Fakultät für Angewandte Informatik / Institut für Informatik
Fakultät für Angewandte Informatik / Institut für Informatik / Lehrstuhl für Modellierung und Simulation biologischer Prozesse
Dewey Decimal Classification:6 Technik, Medizin, angewandte Wissenschaften / 61 Medizin und Gesundheit / 610 Medizin und Gesundheit