International Journal for Uncertainty Quantification

BAYESIAN INFERENCE OF STOCHASTIC REACTION NETWORKS USING MULTIFIDELITY SEQUENTIAL TEMPERED MARKOV CHAIN MONTE CARLO
Catanach TA, Vo HD and Munsky B
Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not directly measurable and must be inferred from experimental data. Bayesian inference provides a rigorous probabilistic framework for identifying these parameters by finding a posterior parameter distribution that captures their uncertainty. Traditional computational methods for solving inference problems such as Markov Chain Monte Carlo methods based on classical Metropolis-Hastings algorithm involve numerous serial evaluations of the likelihood function, which in turn requires expensive forward solutions of the chemical master equation (CME). We propose an alternate approach based on a multifidelity extension of the Sequential Tempered Markov Chain Monte Carlo (ST-MCMC) sampler. This algorithm is built upon Sequential Monte Carlo and solves the Bayesian inference problem by decomposing it into a sequence of efficiently solved subproblems that gradually increase both model fidelity and the influence of the observed data. We reformulate the finite state projection (FSP) algorithm, a well-known method for solving the CME, to produce a hierarchy of surrogate master equations to be used in this multifidelity scheme. To determine the appropriate fidelity, we introduce a novel information-theoretic criteria that seeks to extract the most information about the ultimate Bayesian posterior from each model in the hierarchy without inducing significant bias. This novel sampling scheme is tested with high performance computing resources using biologically relevant problems.
INTERACTIVE VISUALIZATION OF PROBABILITY AND CUMULATIVE DENSITY FUNCTIONS
Potter K, Kirby RM, Xiu D and Johnson CR
The probability density function (PDF), and its corresponding cumulative density function (CDF), provide direct statistical insight into the characterization of a random process or field. Typically displayed as a histogram, one can infer probabilities of the occurrence of particular events. When examining a field over some two-dimensional domain in which at each point a PDF of the function values is available, it is challenging to assess the global (stochastic) features present within the field. In this paper, we present a visualization system that allows the user to examine two-dimensional data sets in which PDF (or CDF) information is available at any position within the domain. The tool provides a contour display showing the normed difference between the PDFs and an ansatz PDF selected by the user and, furthermore, allows the user to interactively examine the PDF at any particular position. Canonical examples of the tool are provided to help guide the reader into the mapping of stochastic information to visual cues along with a description of the use of the tool for examining data generated from an uncertainty quantification exercise accomplished within the field of electrophysiology.
MULTIFIDELITY ESTIMATORS FOR CORONARY CIRCULATION MODELS UNDER CLINICALLY INFORMED DATA UNCERTAINTY
Seo J, Fleeter C, Kahn AM, Marsden AL and Schiavazzi DE
Numerical models are increasingly used for noninvasive diagnosis and treatment planning in coronary artery disease, where service-based technologies have proven successful in identifying hemodynamically significant and hence potentially dangerous vascular anomalies. Despite recent progress towards clinical adoption, many results in the field are still based on a deterministic characterization of blood flow, with no quantitative assessment of the variability of simulation outputs due to uncertainty from multiple sources. In this study, we focus on parameters that are essential to construct accurate patient-specific representations of the coronary circulation, such as aortic pressure waveform and intramyocardial pressure, and quantify how their uncertainty affects clinically relevant model outputs. We construct a deformable model of the left coronary artery subject to a prescribed inlet pressure and with open-loop outlet boundary conditions, treating fluid-structure interaction through an arbitrary-Lagrangian-Eulerian framework. Random input uncertainty is estimated directly from repeated clinical measurements from intracoronary catheterization and complemented by literature data. We also achieve significant computational cost reductions in uncertainty propagation thanks to multifidelity Monte Carlo estimators of the outputs of interest, leveraging the ability to generate, at practically no cost, one- and zero-dimensional low-fidelity representations of left coronary artery flow, with appropriate boundary conditions. The results demonstrate how the use of multifidelity control variate estimators leads to significant reductions in variance and accuracy improvements with respect to traditional Monte Carlo. In particular, the combination of three-dimensional hemodynamics simulations and zero-dimensional lumped parameter network models produces the best results, with only a negligible (less than 1%) computational overhead.