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MCMC_CLIB-an advanced MCMC sampling package for ODE models
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Kramer, A., Stathopoulos, Vassilios, Girolami, Mark and Radde, N. (2014) MCMC_CLIB-an advanced MCMC sampling package for ODE models. Bioinformatics, Volume 30 (Number 20). pp. 2991-2992. doi:10.1093/bioinformatics/btu429 ISSN 1367-4803.
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Official URL: http://dx.doi.org/10.1093/bioinformatics/btu429
Abstract
We present a new C implementation of an advanced Markov chain Monte Carlo (MCMC) method for the sampling of ordinary differential equation (ode) model parameters. The software mcmc_clib uses the simplified manifold Metropolis-adjusted Langevin algorithm (SMMALA), which is locally adaptive; it uses the parameter manifold’s geometry (the Fisher information) to make efficient moves. This adaptation does not diminish with MC length, which is highly advantageous compared with adaptive Metropolis techniques when the parameters have large correlations and/or posteriors substantially differ from multivariate Gaussians. The software is standalone (not a toolbox), though dependencies include the GNU scientific library and sundials libraries for ode integration and sensitivity analysis.
Item Type: | Journal Article | ||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Journal or Publication Title: | Bioinformatics | ||||||||
Publisher: | Oxford University Press | ||||||||
ISSN: | 1367-4803 | ||||||||
Official Date: | 7 July 2014 | ||||||||
Dates: |
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Volume: | Volume 30 | ||||||||
Number: | Number 20 | ||||||||
Number of Pages: | 1 | ||||||||
Page Range: | pp. 2991-2992 | ||||||||
DOI: | 10.1093/bioinformatics/btu429 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||
Adapted As: |
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