arXiv subjects

Imke Botha

Publications and source records attributed to Imke Botha.

6 recordsLinked to original sources

arXiv2026

A Bayesian spatio-temporal nearest neighbor Gaussian process model for pooled genetic data

Large scale genetic datasets often aggregate the total allele counts of distinct genetic markers. Inferring haplotype frequencies (i.e.\ the frequency of multimarker alleles) from these pooled data is a challenge. Previous spatio-temporal modelling in this context has been limited to 3 markers due to the computational cost. In this work, we propose a nearest neighbor Gaussian process (NNGP) model to improve scaling with the number of markers and observations. To infer the parameters of our model, we develop a novel sequential Monte Carlo squared algorithm, which uses particle Gibbs with ancestor sampling to mutate the NNGP function values. The latter has a linear cost in the number of observations and the number of NNGPs, and can be applied to a broad range of NNGP models. As a case study, we analyse genetic data relating to antimalarial drug resistance in Africa, and show our scaling results empirically on a 3 and 6 genetic marker dataset.

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arXiv2025

A nonparametric approach to practical identifiability of nonlinear mixed effects models

Mathematical modelling is a widely used approach to understand and interpret clinical trial data. This modelling typically involves fitting mechanistic mathematical models to data from individual trial participants. Despite the widespread adoption of this individual-based fitting, it is becoming increasingly common to take a hierarchical approach to parameter estimation, where modellers characterize the population parameter distributions, rather than considering each individual independently. This hierarchical parameter estimation is standard in pharmacometric modelling. However, many of the existing techniques for parameter identifiability do not immediately translate from the individual-based fitting to the hierarchical setting. Here, we propose a nonparametric approach to study practical identifiability within a hierarchical parameter estimation framework. We focus on the commonly used nonlinear mixed effects framework and investigate two well-studied examples from the pharmacometrics and viral dynamics literature to illustrate the potential utility of our approach.

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arXiv2023

Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC$^2$

Sequential Monte Carlo squared (SMC$^2$; Chopin et al., 2012) methods can be used to sample from the exact posterior distribution of intractable likelihood state space models. These methods are the SMC analogue to particle Markov chain Monte Carlo (MCMC; Andrieu et al., 2010) and rely on particle MCMC kernels to mutate the particles at each iteration. Two options for the particle MCMC kernels are particle marginal Metropolis-Hastings (PMMH) and particle Gibbs (PG). We introduce a method to adaptively select the particle MCMC kernel at each iteration of SMC$^2$, with a particular focus on switching between a PMMH and PG kernel. The resulting method can significantly improve the efficiency of SMC$^2$ compared to using a fixed particle MCMC kernel throughout the algorithm. Code for our methods is available at https://github.com/imkebotha/kernel_switching_smc2.

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arXiv2022

Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance

The ensemble Kalman filter (EnKF) is a Monte Carlo approximation of the Kalman filter for high dimensional linear Gaussian state space models. EnKF methods have also been developed for parameter inference of static Bayesian models with a Gaussian likelihood, in a way that is analogous to likelihood tempering sequential Monte Carlo (SMC). These methods are commonly referred to as ensemble Kalman inversion (EKI). Unlike SMC, the inference from EKI is only asymptotically unbiased if the likelihood is linear Gaussian and the priors are Gaussian. However, EKI is significantly faster to run. Currently, a large limitation of EKI methods is that the covariance of the measurement error is assumed to be fully known. We develop a new method, which we call component-wise iterative ensemble Kalman inversion (CW-IEKI), that allows elements of the covariance matrix to be inferred alongside the model parameters at negligible extra cost. This novel method is compared to SMC on three different application examples: a model of nitrogen mineralisation in soil that is based on the Agricultural Production Systems Simulator (APSIM), a model predicting seagrass decline due to stress from water temperature and light, and a model predicting coral calcification rates. On all of these examples, we find that CW-IEKI has relatively similar predictive performance to SMC, albeit with greater uncertainty, and it has a significantly faster run time.

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arXiv2022

Automatically adapting the number of state particles in SMC$^2$

Sequential Monte Carlo squared (SMC$^2$) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbiased particle filter estimator, similarly to particle Markov chain Monte Carlo (MCMC). As with particle MCMC, the efficiency of SMC$^2$ greatly depends on the variance of the likelihood estimator, and therefore on the number of state particles used within the particle filter. We introduce novel methods to adaptively select the number of state particles within SMC$^2$ using the expected squared jumping distance to trigger the adaptation, and modifying the exchange importance sampling method of \citet{Chopin2012a} to replace the current set of state particles with the new set of state particles. The resulting algorithm is fully automatic, and can significantly improve current methods. Code for our methods is available at https://github.com/imkebotha/adaptive-exact-approximate-smc.

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arXiv2019

Particle Methods for Stochastic Differential Equation Mixed Effects Models

Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case, exact inference is possible using the pseudo-marginal method, where the intractable likelihood is replaced by its nonnegative unbiased estimate. A useful application of this idea is particle MCMC, which uses a particle filter estimate of the likelihood. While the exact posterior is targeted by these methods, a naive implementation for SDEMEMs can be highly inefficient. We develop three extensions to the naive approach which exploits specific aspects of SDEMEMs and other advances such as correlated pseudo-marginal methods. We compare these methods on real and simulated data from a tumour xenography study on mice.

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