Global sensitivity analysis for assessing the parameters importance and setting a stopping criterion in a biomedical inverse problem.

This paper shows how to obtain in addition to the standard deviations available after a data assimilation procedure based on the ensemble Kalman filter, an apportioning of the total uncertainty in the outputs of a patient-specific blood flow model into small portions of uncertainty due to input parameters. Statistical indicators generally used for identifying the importance of numerical parameters, namely the Sobol' first order and total indices, are introduced and discussed. These allow the identification of the importance rank of the different input parameters for the patient-specific blood flow model, as well as the influence of the interactions between these parameters on the model output variance. The results show that knowing the importance rank of the model input parameters during the assimilation procedure is useful to avoid unnecessary over-solving and to find a suitable stopping criterion in clinical situations where faster diagnosis is always requested. Indeed, the work permits to reduce typically by a factor of six the time to solution and most importantly with very limited extra calculation using already available information.

ABC random forests for Bayesian parameter inference.

MOTIVATION: Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian inference for models associated with intractable likelihood functions. Most ABC implementations require the preliminary selection of a vector of informative statistics summarizing raw data. Furthermore, in almost all existing implementations, the tolerance level that separates acceptance from rejection of simulated parameter values needs to be calibrated. RESULTS: We propose to conduct likelihood-free Bayesian inferences about parameters with no prior selection of the relevant components of the summary statistics and bypassing the derivation of the associated tolerance level. The approach relies on the random forest (RF) methodology of Breiman (2001) applied in a (non-parametric) regression setting. We advocate the derivation of a new RF for each component of the parameter vector of interest. When compared with earlier ABC solutions, this method offers significant gains in terms of robustness to the choice of the summary statistics, does not depend on any type of tolerance level, and is a good trade-off in term of quality of point estimator precision and credible interval estimations for a given computing time. We illustrate the performance of our methodological proposal and compare it with earlier ABC methods on a Normal toy example and a population genetics example dealing with human population evolution. AVAILABILITY AND IMPLEMENTATION: All methods designed here have been incorporated in the R package abcrf (version 1.7.1) available on CRAN. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.