6 results on '"Philip Maybank"'
Search Results
2. Marginal sequential Monte Carlo for doubly intractable models.
- Author
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Richard G. Everitt, Dennis Prangle, Philip Maybank, and Mark Bell
- Published
- 2017
3. MCMC for Bayesian Uncertainty Quantification from Time-Series Data
- Author
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Ingo Bojak, Philip Maybank, Patrick Peltzer, and Uwe Naumann
- Subjects
FOS: Computer and information sciences ,Computer science ,Bayesian probability ,Electroencephalography ,Machine learning ,computer.software_genre ,Statistics - Computation ,01 natural sciences ,Article ,010104 statistics & probability ,03 medical and health sciences ,symbols.namesake ,0302 clinical medicine ,medicine ,0101 mathematics ,Uncertainty quantification ,Time series ,Computation (stat.CO) ,Computational neuroscience ,Algorithmic Differentiation ,Quantitative Biology::Neurons and Cognition ,medicine.diagnostic_test ,business.industry ,musculoskeletal, neural, and ocular physiology ,Markov chain Monte Carlo ,Inverse problem ,nervous system ,symbols ,Artificial intelligence ,business ,computer ,030217 neurology & neurosurgery - Abstract
Many problems in science and engineering require uncertainty quantification that accounts for observed data. For example, in computational neuroscience, Neural Population Models (NPMs) are mechanistic models that describe brain physiology in a range of different states. Within computational neuroscience there is growing interest in the inverse problem of inferring NPM parameters from recordings such as the EEG (Electroencephalogram). Uncertainty quantification is essential in this application area in order to infer the mechanistic effect of interventions such as anaesthesia. This paper presents C++ software for Bayesian uncertainty quantification in the parameters of NPMs from approximately stationary data using Markov Chain Monte Carlo (MCMC). Modern MCMC methods require first order (and in some cases higher order) derivatives of the posterior density. The software presented offers two distinct methods of evaluating derivatives: finite differences and exact derivatives obtained through Algorithmic Differentiation (AD). For AD, two different implementations are used: the open source Stan Math Library and the commercially licenced dco/c++ tool distributed by NAG (Numerical Algorithms Group). The use of derivative information in MCMC sampling is demonstrated through a simple example, the noise-driven harmonic oscillator. And different methods for computing derivatives are compared. The software is written in a modular object-oriented way such that it can be extended to derivative based MCMC for other scientific domains.
- Published
- 2020
- Full Text
- View/download PDF
4. Computational Science – ICCS 2020
- Author
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Patrick Peltzer, Philip Maybank, Uwe Naumann, and Ingo Bojak
- Subjects
Stationary process ,business.industry ,Automatic differentiation ,Computer science ,Bayesian probability ,Markov chain Monte Carlo ,Inverse problem ,symbols.namesake ,Software ,symbols ,Uncertainty quantification ,Time series ,business ,Algorithm - Abstract
Many problems in science and engineering require uncertainty quantification that accounts for observed data. For example, in computational neuroscience, Neural Population Models (NPMs) are mechanistic models that describe brain physiology in a range of different states. Within computational neuroscience there is growing interest in the inverse problem of inferring NPM parameters from recordings such as the EEG (Electroencephalogram). Uncertainty quantification is essential in this application area in order to infer the mechanistic effect of interventions such as anaesthesia. This paper presents C++ software for Bayesian uncertainty quantification in the parameters of NPMs from approximately stationary data using Markov Chain Monte Carlo (MCMC). Modern MCMC methods require first order (and in some cases higher order) derivatives of the posterior density. The software presented offers two distinct methods of evaluating derivatives: finite differences and exact derivatives obtained through Algorithmic Differentiation (AD). For AD, two different implementations are used: the open source Stan Math Library and the commercially licenced dco/c++ tool distributed by NAG (Numerical Algorithms Group). The use of derivative information in MCMC sampling is demonstrated through a simple example, the noise-driven harmonic oscillator. And different methods for computing derivatives are compared. The software is written in a modular object-oriented way such that it can be extended to derivative based MCMC for other scientific domains.
- Published
- 2020
- Full Text
- View/download PDF
5. Automatic simplification of systems of reaction–diffusion equations by a posteriori analysis
- Author
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Philip Maybank and Jonathan P. Whiteley
- Subjects
Statistics and Probability ,Mathematical optimization ,General Immunology and Microbiology ,Mathematical model ,Systems Biology ,Applied Mathematics ,Mathematical Concepts ,General Medicine ,Models, Biological ,General Biochemistry, Genetics and Molecular Biology ,Diffusion ,Kinetics ,Nonlinear system ,Nonlinear Dynamics ,Modeling and Simulation ,Ordinary differential equation ,Reaction–diffusion system ,Linear Models ,Key (cryptography) ,Initial value problem ,Applied mathematics ,A priori and a posteriori ,General Agricultural and Biological Sciences ,Reduction (mathematics) ,Algorithms - Abstract
Many mathematical models in biology and physiology are represented by systems of nonlinear differential equations. In recent years these models have become increasingly complex in order to explain the enormous volume of data now available. A key role of modellers is to determine which components of the model have the greatest effect on a given observed behaviour. An approach for automatically fulfilling this role, based on a posteriori analysis, has recently been developed for nonlinear initial value ordinary differential equations [J.P. Whiteley, Model reduction using a posteriori analysis, Math. Biosci. 225 (2010) 44-52]. In this paper we extend this model reduction technique for application to both steady-state and time-dependent nonlinear reaction-diffusion systems. Exemplar problems drawn from biology are used to demonstrate the applicability of the technique.
- Published
- 2014
6. A Local Sensitivity Analysis Method for Developing Biological Models with Identifiable Parameters: Application to Cardiac Ionic Channel Modelling
- Author
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Philip Maybank, Andrew J. Wathen, Denis Noble, Anna A. Sher, Ken Wang, David Abramson, Gary R. Mirams, and David J. Gavaghan
- Subjects
Mathematical optimization ,Computer Networks and Communications ,Estimation theory ,Computer science ,Function (mathematics) ,computer.software_genre ,Hardware and Architecture ,Singular value decomposition ,Identifiability ,Data mining ,Sensitivity (control systems) ,computer ,Software ,Analysis method - Abstract
Computational cardiac models provide important insights into the underlying mechanisms of heart function. Parameter estimation in these models is an ongoing challenge with many existing models being overparameterised. Sensitivity analysis presents a key tool for exploring the parameter identifiability. While existing methods provide insights into the significance of the parameters, they are unable to identify redundant parameters in an efficient manner. We present a new singular value decomposition based algorithm for determining parameter identifiability in cardiac models. Using this local sensitivity approach, we investigate the Ten Tusscher 2004 rapid inward rectifier potassium and the Mahajan 2008 rabbit L-type calcium currents in ventricular myocyte models. We identify non-significant and redundant parameters and improve the models by reducing them to minimum ones that are validated to have only identifiable parameters. The newly proposed approach provides a new method for model validation and evaluation of the predictive power of cardiac models. Highlights? New local sensitivity approach for determining parameter identifiability is presented. ? Non-significant and redundant parameters in ionic cardiac models of human and rabbit ventricular myocytes are identified. ? Application of the newly developed method to cardiac models' development and removal of the issue of overparameterisation is demonstrated.
- Published
- 2013
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