Taking error into account when fitting models using Approximate Bayesian Computation

© 2017 by the Ecological Society of America..

Stochastic computer simulations are often the only practical way of answering questions relating to ecological management. However, due to their complexity, such models are difficult to calibrate and evaluate. Approximate Bayesian Computation (ABC) offers an increasingly popular approach to this problem, widely applied across a variety of fields. However, ensuring the accuracy of ABC's estimates has been difficult. Here, we obtain more accurate estimates by incorporating estimation of error into the ABC protocol. We show how this can be done where the data consist of repeated measures of the same quantity and errors may be assumed to be normally distributed and independent. We then derive the correct acceptance probabilities for a probabilistic ABC algorithm, and update the coverage test with which accuracy is assessed. We apply this method, which we call error-calibrated ABC, to a toy example and a realistic 14-parameter simulation model of earthworms that is used in environmental risk assessment. A comparison with exact methods and the diagnostic coverage test show that our approach improves estimation of parameter values and their credible intervals for both models.

Medienart:

E-Artikel

Erscheinungsjahr:

2018

Erschienen:

2018

Enthalten in:

Zur Gesamtaufnahme - volume:28

Enthalten in:

Ecological applications : a publication of the Ecological Society of America - 28(2018), 2 vom: 26. März, Seite 267-274

Sprache:

Englisch

Beteiligte Personen:

van der Vaart, Elske [VerfasserIn]
Prangle, Dennis [VerfasserIn]
Sibly, Richard M [VerfasserIn]

Links:

Volltext

Themen:

Approximate Bayesian Computation (ABC)
Evaluation Study
IBM
Individual-based model
Journal Article
Model fitting
Parameter estimation
Research Support, Non-U.S. Gov't
Stochastic computer simulation

Anmerkungen:

Date Completed 09.08.2019

Date Revised 10.12.2019

published: Print-Electronic

Citation Status MEDLINE

doi:

10.1002/eap.1656

funding:

Förderinstitution / Projekttitel:

PPN (Katalog-ID):

NLM278441564