论文标题

深度学习辅助拉普拉斯的贝叶斯推论流行病学系统

Deep Learning Aided Laplace Based Bayesian Inference for Epidemiological Systems

论文作者

Kwok, Wai Meng, Dass, Sarat Chandra, Streftaris, George

论文摘要

参数估计和相关的不确定性定量是以通常非线性的普通微分方程(ODE)模型为特征的动力系统中的重要问题。通常,此类模型具有分析性棘手的轨迹,从而导致类似棘手的可能性和后验分布。通过模拟方法对ode系统的贝叶斯推断需要数值近似,以高精度以高度的计算能力和缓慢的收敛性产生推理。同时,人工神经网络(ANN)提供了可用于构建近似但可拖延的可能性和后验分布的诱饵。在本文中,我们提出了一种混合方法,其中基于拉普拉斯的贝叶斯推断与ANN体系结构相结合,用于获得ode轨迹的近似值,这是未知的初始值和系统参数的函数。提出了搭配网格和自定义损失功能的合适选择,以微调ODE轨迹和拉普拉斯近似。使用具有非分析溶液的流行病学系统,即基于模拟和现实生活中的流感数据集,使用非分析溶液的流行病学系统,易感性诱发的(SIR)模型,证明了我们提出的方法的有效性。我们提出的方法的新颖性和吸引力包括(i)使用ANN体系结构用于基于ODE的动力学系统的贝叶斯推断的新开发,以及(ii)通过避免基准的Markov Chain Chain Monte Carlo方法的融合问题来计算快速的后验推断。这两个功能建立了开发的方法,作为传统贝叶斯计算方法的准确替代方法,并提高了计算成本。

Parameter estimation and associated uncertainty quantification is an important problem in dynamical systems characterized by ordinary differential equation (ODE) models that are often nonlinear. Typically, such models have analytically intractable trajectories which result in likelihoods and posterior distributions that are similarly intractable. Bayesian inference for ODE systems via simulation methods require numerical approximations to produce inference with high accuracy at a cost of heavy computational power and slow convergence. At the same time, Artificial Neural Networks (ANN) offer tractability that can be utilized to construct an approximate but tractable likelihood and posterior distribution. In this paper we propose a hybrid approach, where Laplace-based Bayesian inference is combined with an ANN architecture for obtaining approximations to the ODE trajectories as a function of the unknown initial values and system parameters. Suitable choices of a collocation grid and customized loss functions are proposed to fine tune the ODE trajectories and Laplace approximation. The effectiveness of our proposed methods is demonstrated using an epidemiological system with non-analytical solutions, the Susceptible-Infectious-Removed (SIR) model for infectious diseases, based on simulated and real-life influenza datasets. The novelty and attractiveness of our proposed approach include (i) a new development of Bayesian inference using ANN architectures for ODE based dynamical systems, and (ii) a computationally fast posterior inference by avoiding convergence issues of benchmark Markov Chain Monte Carlo methods. These two features establish the developed approach as an accurate alternative to traditional Bayesian computational methods, with improved computational cost.

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