Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm

Model selection and parameter estimation are very important in many fields. However, the existing methods have many problems, such as low efficiency in model selection and inaccuracy in parameter estimation. In this study, we proposed a new algorithm named improved approximate Bayesian computation s...

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Main Authors: Yue Deng, Yongzhen Pei, Changguo Li, Bin Zhu
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2022/8969903
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author Yue Deng
Yongzhen Pei
Changguo Li
Bin Zhu
author_facet Yue Deng
Yongzhen Pei
Changguo Li
Bin Zhu
author_sort Yue Deng
collection DOAJ
description Model selection and parameter estimation are very important in many fields. However, the existing methods have many problems, such as low efficiency in model selection and inaccuracy in parameter estimation. In this study, we proposed a new algorithm named improved approximate Bayesian computation sequential Monte Carlo algorithm (IABC-SMC) based on approximate Bayesian computation sequential Monte Carlo algorithm (ABC-SMC). Using the IABC-SMC algorithm, given data and the set of two models including logistic and Gompertz models of infectious diseases, we obtained the best fitting model and the values of unknown parameters of the corresponding model. The simulation results showed that the IABC-SMC algorithm can quickly and accurately select a model that best matches the corresponding epidemic data among multiple candidate models and estimate the values of unknown parameters of model very accurately. We further compared the effects of IABC-SMC algorithm with that of ABC-SMC algorithm. Simulations showed that the IABC-SMC algorithm can improve the accuracy of estimated parameter values and the speed of model selection and also avoid the shortage of ABC-SMC algorithm. This study suggests that the IABC-SMC algorithm can be seen as a promising method for model selection and parameter estimation.
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spelling doaj-art-5617abc00c8a4a69a73e95a6a1c59b232025-08-20T02:04:58ZengWileyDiscrete Dynamics in Nature and Society1607-887X2022-01-01202210.1155/2022/8969903Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo AlgorithmYue Deng0Yongzhen Pei1Changguo Li2Bin Zhu3School of SoftwareSchool of Mathematical ScienceDepartment of Basic ScienceSchool of SoftwareModel selection and parameter estimation are very important in many fields. However, the existing methods have many problems, such as low efficiency in model selection and inaccuracy in parameter estimation. In this study, we proposed a new algorithm named improved approximate Bayesian computation sequential Monte Carlo algorithm (IABC-SMC) based on approximate Bayesian computation sequential Monte Carlo algorithm (ABC-SMC). Using the IABC-SMC algorithm, given data and the set of two models including logistic and Gompertz models of infectious diseases, we obtained the best fitting model and the values of unknown parameters of the corresponding model. The simulation results showed that the IABC-SMC algorithm can quickly and accurately select a model that best matches the corresponding epidemic data among multiple candidate models and estimate the values of unknown parameters of model very accurately. We further compared the effects of IABC-SMC algorithm with that of ABC-SMC algorithm. Simulations showed that the IABC-SMC algorithm can improve the accuracy of estimated parameter values and the speed of model selection and also avoid the shortage of ABC-SMC algorithm. This study suggests that the IABC-SMC algorithm can be seen as a promising method for model selection and parameter estimation.http://dx.doi.org/10.1155/2022/8969903
spellingShingle Yue Deng
Yongzhen Pei
Changguo Li
Bin Zhu
Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm
Discrete Dynamics in Nature and Society
title Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm
title_full Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm
title_fullStr Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm
title_full_unstemmed Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm
title_short Model Selection and Parameter Estimation for an Improved Approximate Bayesian Computation Sequential Monte Carlo Algorithm
title_sort model selection and parameter estimation for an improved approximate bayesian computation sequential monte carlo algorithm
url http://dx.doi.org/10.1155/2022/8969903
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AT yongzhenpei modelselectionandparameterestimationforanimprovedapproximatebayesiancomputationsequentialmontecarloalgorithm
AT changguoli modelselectionandparameterestimationforanimprovedapproximatebayesiancomputationsequentialmontecarloalgorithm
AT binzhu modelselectionandparameterestimationforanimprovedapproximatebayesiancomputationsequentialmontecarloalgorithm