Profile-Wise Analysis: A profile likelihood-based workflow for identifiability analysis, estimation, and prediction with mechanistic mathematical models

Autor: Matthew J. Simpson, Oliver J. Maclaren
Rok vydání: 2022
Popis: Interpreting data using mechanistic mathematical models provides a founda-tion for discovery and decision-making in all areas of science and engineering. Key steps in using mechanistic mathematical models to interpret data include: (i) identifiability analysis; (ii) parameter estimation; and (iii) model prediction. Here we present a systematic, computationally-efficient workflow that addresses all three steps in a unified way. Recently-developed methods for constructing ‘profile-wise’ prediction intervals enable this workflow and provide the central linkage between different workflow components. These methods propagate profile-likelihood-based confidence sets for model parameters to predictions in a way that isolates how different parameter combinations affect model predictions. We show how to extend these profile-wise prediction intervals to two-dimensional interest parameters. We then demonstrate how to combine profile-wise prediction confidence sets to give an overall prediction confidence set that approximates the full likelihood-based prediction confidence set well. Our three case studies illustrate practical aspects of the workflow, focusing on ordinary differential equation (ODE) mechanistic models with both Gaussian and non-Gaussian noise models. While the case studies focus on ODE-based models, the workflow applies to other classes of mathematical models, including partial differential equations and simulation-based stochastic models. Open-source software on GitHub can be used to replicate the case studies.
Databáze: OpenAIRE