Profile likelihood analysis for a stochastic model of diffusion in heterogeneous media

Structured methods for parameter inference and uncertainty quantification for mechanistic models in the life sciences

Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations and when estimating uncertainty in model predictions. However, methods for doing this can be computationally expensive, particularly when the number of unknown model parameters is large. The aim of this study is to develop and test an efficient profile likelihood-based method, which takes advantage of the structure of the mathematical model being used. We do this by identifying specific parameters that affect model output in a known way, such as a linear scaling. We illustrate the method by applying it to three toy models from different areas of the life sciences: (i) a predator-prey model from ecology; (ii) a compartment-based epidemic model from health sciences; and (iii) an advection-diffusion reaction model describing the transport of dissolved solutes from environmental science. We show that the new method produces results of comparable accuracy to existing profile likelihood methods but with substantially fewer evaluations of the forward model. We conclude that our method could provide a much more efficient approach to parameter inference for models where a structured approach is feasible. Computer code to apply the new method to user-supplied models and data is provided via a publicly accessible repository.

Making Predictions Using Poorly Identified Mathematical Models

Many commonly used mathematical models in the field of mathematical biology involve challenges of parameter non-identifiability. Practical non-identifiability, where the quality and quantity of data does not provide sufficiently precise parameter estimates is often encountered, even with relatively simple models. In particular, the situation where some parameters are identifiable and others are not is often encountered. In this work we apply a recent likelihood-based workflow, called Profile-Wise Analysis (PWA), to non-identifiable models for the first time. The PWA workflow addresses identifiability, parameter estimation, and prediction in a unified framework that is simple to implement and interpret. Previous implementations of the workflow have dealt with idealised identifiable problems only. In this study we illustrate how the PWA workflow can be applied to both structurally non-identifiable and practically non-identifiable models in the context of simple population growth models. Dealing with simple mathematical models allows us to present the PWA workflow in a didactic, self-contained document that can be studied together with relatively straightforward Julia code provided on GitHub . Working with simple mathematical models allows the PWA workflow prediction intervals to be compared with gold standard full likelihood prediction intervals. Together, our examples illustrate how the PWA workflow provides us with a systematic way of dealing with non-identifiability, especially compared to other approaches, such as seeking ad hoc parameter combinations, or simply setting parameter values to some arbitrary default value. Importantly, we show that the PWA workflow provides insight into the commonly-encountered situation where some parameters are identifiable and others are not, allowing us to explore how uncertainty in some parameters, and combinations of parameters, regardless of their identifiability status, influences model predictions in a way that is insightful and interpretable.

Implementing measurement error models with mechanistic mathematical models in a likelihood-based framework for estimation, identifiability analysis and prediction in the life sciences

Throughout the life sciences, we routinely seek to interpret measurements and observations using parametrized mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a mathematical model with noisy and incomplete measurement data. This is often achieved by assuming that the data are noisy measurements of the solution of a deterministic mathematical model, and that measurement errors are additive and normally distributed. While this assumption of additive Gaussian noise is extremely common and simple to implement and interpret, it is often unjustified and can lead to poor parameter estimates and non-physical predictions. One way to overcome this challenge is to implement a different measurement error model. In this review, we demonstrate how to implement a range of measurement error models in a likelihood-based framework for estimation, identifiability analysis and prediction, called profile-wise analysis. This frequentist approach to uncertainty quantification for mechanistic models leverages the profile likelihood for targeting parameters and understanding their influence on predictions. Case studies, motivated by simple caricature models routinely used in systems biology and mathematical biology literature, illustrate how the same ideas apply to different types of mathematical models. Open-source Julia code to reproduce results is available on GitHub.

Profile-Wise Analysis: A profile likelihood-based workflow for identifiability analysis, estimation, and prediction with mechanistic mathematical models

Interpreting data using mechanistic mathematical models provides a foundation for discovery and decision-making in all areas of science and engineering. Developing mechanistic insight by combining mathematical models and experimental data is especially critical in mathematical biology as new data and new types of data are collected and reported. Key steps in using mechanistic mathematical models to interpret data include: (i) identifiability analysis; (ii) parameter estimation; and (iii) model prediction. Here we present a systematic, computationally-efficient workflow we call Profile-Wise Analysis (PWA) that addresses all three steps in a unified way. Recently-developed methods for constructing 'profile-wise' prediction intervals enable this workflow and provide the central linkage between different workflow components. These methods propagate profile-likelihood-based confidence sets for model parameters to predictions in a way that isolates how different parameter combinations affect model predictions. We show how to extend these profile-wise prediction intervals to two-dimensional interest parameters. We then demonstrate how to combine profile-wise prediction confidence sets to give an overall prediction confidence set that approximates the full likelihood-based prediction confidence set well. Our three case studies illustrate practical aspects of the workflow, focusing on ordinary differential equation (ODE) mechanistic models with both Gaussian and non-Gaussian noise models. While the case studies focus on ODE-based models, the workflow applies to other classes of mathematical models, including partial differential equations and simulation-based stochastic models. Open-source software on GitHub can be used to replicate the case studies.

Profile likelihood-based parameter and predictive interval analysis guides model choice for ecological population dynamics

Calibrating mathematical models to describe ecological data provides important insight via parameter estimation that is not possible from analysing data alone. When we undertake a mathematical modelling study of ecological or biological data, we must deal with the trade-off between data availability and model complexity. Dealing with the nexus between data availability and model complexity is an ongoing challenge in mathematical modelling, particularly in mathematical biology and mathematical ecology where data collection is often not standardised, and more broad questions about model selection remain relatively open. Therefore, choosing an appropriate model almost always requires case-by-case consideration. In this work we present a straightforward approach to quantitatively explore this trade-off using a case study exploring mathematical models of coral reef regrowth after some ecological disturbance, such as damage caused by a tropical cyclone. In particular, we compare a simple single species ordinary differential equation (ODE) model approach with a more complicated two-species coupled ODE model. Univariate profile likelihood analysis suggests that the both models are practically identifiable. To provide additional insight we construct and compare approximate prediction intervals using a new parameter-wise prediction approximation, confirming both the simple and complex models perform similarly with regard to making predictions. Our approximate parameter-wise prediction interval analysis provides explicit information about how each parameter affects the predictions of each model. Comparing our approximate prediction intervals with a more rigorous and computationally expensive evaluation of the full likelihood shows that the new approximations are reasonable in this case. All algorithms and software to support this work are freely available as jupyter notebooks on GitHub so that they can be adapted to deal with any other ODE-based models.

Parameter identifiability and model selection for sigmoid population growth models

Sigmoid growth models, such as the logistic, Gompertz and Richards' models, are widely used to study population dynamics ranging from microscopic populations of cancer cells, to continental-scale human populations. Fundamental questions about model selection and parameter estimation are critical if these models are to be used to make practical inferences. However, the question of parameter identifiability - whether a data set contains sufficient information to give unique or sufficiently precise parameter estimates - is often overlooked. We use a profile-likelihood approach to explore practical parameter identifiability using data describing the re-growth of hard coral. With this approach, we explore the relationship between parameter identifiability and model misspecification, finding that the logistic growth model does not suffer identifiability issues for the type of data we consider whereas the Gompertz and Richards' models encounter practical non-identifiability issues. This analysis of parameter identifiability and model selection is important because different growth models are in biological modelling without necessarily considering whether parameters are identifiable. Standard practices that do not consider parameter identifiability can lead to unreliable or imprecise parameter estimates and potentially misleading mechanistic interpretations. For example, using the Gompertz model, the estimate of the time scale of coral re-growth is 625 days when we estimate the initial density from the data, whereas it is 1429 days using a more standard approach where variability in the initial density is ignored. While tools developed here focus on three standard sigmoid growth models only, our theoretical developments are applicable to any sigmoid growth model and any appropriate data set. MATLAB implementations of all software are available on GitHub.

Designing and interpreting 4D tumour spheroid experiments

Tumour spheroid experiments are routinely used to study cancer progression and treatment. Various and inconsistent experimental designs are used, leading to challenges in interpretation and reproducibility. Using multiple experimental designs, live-dead cell staining, and real-time cell cycle imaging, we measure necrotic and proliferation-inhibited regions in over 1000 4D tumour spheroids (3D space plus cell cycle status). By intentionally varying the initial spheroid size and temporal sampling frequencies across multiple cell lines, we collect an abundance of measurements of internal spheroid structure. These data are difficult to compare and interpret. However, using an objective mathematical modelling framework and statistical identifiability analysis we quantitatively compare experimental designs and identify design choices that produce reliable biological insight. Measurements of internal spheroid structure provide the most insight, whereas varying initial spheroid size and temporal measurement frequency is less important. Our general framework applies to spheroids grown in different conditions and with different cell types.