Residential College | false |
Status | 已發表Published |
Understanding the impact of numerical solvers on inference for differential equation models | |
Creswell, Richard1; Shepherd, Katherine M.1; Lambert, Ben2; Mirams, Gary R.3; Lei, Chon Lok4; Tavener, Simon5; Robinson, Martin1; Gavaghan, David J.1 | |
2024-03 | |
Source Publication | Journal of the Royal Society Interface |
ISSN | 1742-5689 |
Volume | 21Issue:212Pages:20230369 |
Abstract | Most ordinary differential equation (ODE) models used to describe biological or physical systems must be solved approximately using numerical methods. Perniciously, even those solvers that seem sufficiently accurate for the forward problem, i.e. for obtaining an accurate simulation, might not be sufficiently accurate for the inverse problem, i.e. for inferring the model parameters from data. We show that for both fixed step and adaptive step ODE solvers, solving the forward problem with insufficient accuracy can distort likelihood surfaces, which might become jagged, causing inference algorithms to get stuck in local ‘phantom’ optima. We demonstrate that biases in inference arising from numerical approximation of ODEs are potentially most severe in systems involving low noise and rapid nonlinear dynamics. We reanalyse an ODE change point model previously fit to the COVID-19 outbreak in Germany and show the effect of the step size on simulation and inference results. We then fit a more complicated rainfall run-off model to hydrological data and illustrate the importance of tuning solver tolerances to avoid distorted likelihood surfaces. Our results indicate that, when performing inference for ODE model parameters, adaptive step size solver tolerances must be set cautiously and likelihood surfaces should be inspected for characteristic signs of numerical issues. |
Keyword | Bayesian Statistics Compartmental Models Hydrological Modelling Inference Ordinary Differential Equations Truncation Error |
DOI | 10.1098/rsif.2023.0369 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Science & Technology - Other Topics |
WOS Subject | Multidisciplinary Sciences |
WOS ID | WOS:001180032800001 |
Publisher | ROYAL SOC6-9 CARLTON HOUSE TERRACE, LONDON SW1Y 5AG, ENGLAND |
Scopus ID | 2-s2.0-85187197693 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Health Sciences Institute of Translational Medicine DEPARTMENT OF BIOMEDICAL SCIENCES |
Corresponding Author | Creswell, Richard |
Affiliation | 1.Department of Computer Science, University of Oxford, Oxford, Oxfordshire, United Kingdom 2.Department of Statistics, University of Oxford, Oxford, Oxfordshire, United Kingdom 3.School of Mathematical Sciences, University of Nottingham, Nottingham, Nottinghamshire, United Kingdom 4.Institute of Translational Medicine, Department of Biomedical Sciences, Faculty of Health Sciences, University of Macau, Taipa, Macao 5.Department of Mathematics, Colorado State University, Fort Collins, United States |
Recommended Citation GB/T 7714 | Creswell, Richard,Shepherd, Katherine M.,Lambert, Ben,et al. Understanding the impact of numerical solvers on inference for differential equation models[J]. Journal of the Royal Society Interface, 2024, 21(212), 20230369. |
APA | Creswell, Richard., Shepherd, Katherine M.., Lambert, Ben., Mirams, Gary R.., Lei, Chon Lok., Tavener, Simon., Robinson, Martin., & Gavaghan, David J. (2024). Understanding the impact of numerical solvers on inference for differential equation models. Journal of the Royal Society Interface, 21(212), 20230369. |
MLA | Creswell, Richard,et al."Understanding the impact of numerical solvers on inference for differential equation models".Journal of the Royal Society Interface 21.212(2024):20230369. |
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