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UTC - 20/10/2009 - 1 MCSim: un logiciel de simulation et inférence statistique Frédéric Yves Bois INERIS-UTC 1 1 1 1 0 200 400 600 800 1000

MCSim: un logiciel de simulation et inférence statistique Frédéric …genome.jouy.inra.fr/applibugs/applibugs.10_11_26.f_bois.pdf · 2010. 12. 1. · MCSim permet de faire-Des

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  • UTC - 20/10/2009 - 1

    MCSim: un logiciel de simulation et inférence statistique

    Frédéric Yves Bois

    INERIS-UTC

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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