No Arabic abstract
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, [...]
Observed bimodal tree cover distributions at particular environmental conditions and theoretical models indicate that some areas in the tropics can be in either of the alternative stable vegetation states forest or savanna. However, when including spatial interaction in nonspatial differential equation models of a bistable quantity, only the state with the lowest potential energy remains stable. Our recent reaction-diffusion model of Amazonian tree cover confirmed this and was able to reproduce the observed spatial distribution of forest versus savanna satisfactorily when forced by heterogeneous environmental and anthropogenic variables, even though bistability was underestimated. These conclusions were solely based on simulation results. Here, we perform an analytical and numerical analysis of the model. We derive the Maxwell point (MP) of the homogeneous reaction-diffusion equation without savanna trees as a function of rainfall and human impact and show that the front between forest and nonforest settles at this point as long as savanna tree cover near the front remains sufficiently low. For parameters resulting in higher savanna tree cover near the front, we also find irregular forest-savanna cycles and woodland-savanna bistability, which can both explain the remaining observed bimodality.
Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data sets from the model. In this paper we show that under the assumption of the existence of a uniform additive model error term, ABC algorithms give exact results when sufficient summaries are used. This interpretation allows the approximation made in many previous application papers to be understood, and should guide the choice of metric and tolerance in future work. ABC algorithms can be generalized by replacing the 0-1 cut-off with an acceptance probability that varies with the distance of the simulated data from the observed data. The acceptance density gives the distribution of the error term, enabling the uniform error usually used to be replaced by a general distribution. This generalization can also be applied to approximate Markov chain Monte Carlo algorithms. In light of this work, ABC algorithms can be seen as calibration techniques for implicit stochastic models, inferring parameter values in light of the computer model, data, prior beliefs about the parameter values, and any measurement or model errors.
We derive the optimal proposal density for Approximate Bayesian Computation (ABC) using Sequential Monte Carlo (SMC) (or Population Monte Carlo, PMC). The criterion for optimality is that the SMC/PMC-ABC sampler maximise the effective number of samples per parameter proposal. The optimal proposal density represents the optimal trade-off between favoring high acceptance rate and reducing the variance of the importance weights of accepted samples. We discuss two convenient approximations of this proposal and show that the optimal proposal density gives a significant boost in the expected sampling efficiency compared to standard kernels that are in common use in the ABC literature, especially as the number of parameters increases.
A feature of human creativity is the ability to take a subset of existing items (e.g. objects, ideas, or techniques) and combine them in various ways to give rise to new items, which, in turn, fuel further growth. Occasionally, some of these items may also disappear (extinction). We model this process by a simple stochastic birth--death model, with non-linear combinatorial terms in the growth coefficients to capture the propensity of subsets of items to give rise to new items. In its simplest form, this model involves just two parameters $(P, alpha)$. This process exhibits a characteristic hockey-stick behaviour: a long period of relatively little growth followed by a relatively sudden explosive increase. We provide exact expressions for the mean and variance of this time to explosion and compare the results with simulations. We then generalise our results to allow for more general parameter assignments, and consider possible applications to data involving human productivity and creativity.
We study how the complexity of evolutionary dynamics in the classic MacArthur consumer-resource model depends on resource uptake and utilization rates. The traditional assumption in such models is that the utilization rate of the consumer is proportional to the uptake rate. More generally, we show that if these two rates are related through a power law (which includes the traditional assumption as a special case), then the resulting evolutionary dynamics in the consumer is necessarily a simple hill-climbing process leading to an evolutionary equilibrium, regardless of the dimension of phenotype space. When utilization and uptake rates are not related by a power law, more complex evolutionary trajectories can occur, including the chaotic dynamics observed in previous studies for high-dimensional phenotype spaces. These results draw attention to the importance of distinguishing between utilization and uptake rates in consumer-resource models.