Squeeze-and-breathe evolutionary Monte Carlo optimization with local search acceleration and its application to parameter fitting
File(s)1107.2879v3.pdf (819.81 KB)
Accepted version
Author(s)
Beguerisse-Díaz, M
Wang, B
Desikan, R
Barahona, M
Type
Journal Article
Abstract
Estimating parameters from data is a key stage of the modelling process, particularly in biological systems where many parameters need to be estimated from sparse and noisy datasets. Over the years, a variety of heuristics have been proposed to solve this complex optimization problem, with good results in some cases yet with limitations in the biological setting. In this work, we develop an algorithm for model parameter fitting that combines ideas from evolutionary algorithms, sequential Monte Carlo and direct search optimization. Our method performs well even when the order of magnitude and/or the range of the parameters is unknown. The method refines iteratively a sequence of parameter distributions through local optimization combined with partial resampling from a historical prior defined over the support of all previous iterations. We exemplify our method with biological models using both simulated and real experimental data and estimate the parameters efficiently even in the absence of a priori knowledge about the parameters.
Date Issued
2012-01-19
Citation
Journal of The Royal Society Interface, 2012
ISSN
1742-5689
Publisher
ROYAL SOC
Start Page
1925
End Page
1933
Journal / Book Title
Journal of The Royal Society Interface
Volume
9
Issue
73
Copyright Statement
This journal is © 2012 The Royal Society
Description
14/12/12 meb. Accepted version OK to pub.
Identifier
http://rsif.royalsocietypublishing.org/content/early/2012/01/18/rsif.2011.0767.abstract
Notes
PubMed ID: 22262815