Optimizing model parameters to data (aka inverse problems)

[This presentation discusses methods commonly used to optimize the parameters of a mathematical model for population or disease dynamics to pertinent data.  Parameter optimization of such models is complicated by the fact that usually they have no analytic solution, but instead must be solved numerically. Choice of an appropriate “goodness of fit” statistic will be discussed, as will the benefits and drawbacks of various fitting methods such as gradient descent, Markov Chain Monte Carlo, and Latin Hypercube and random sampling.  An example of the application of the some of the methods using simulated data from a simple model for the incidence of a disease in a human population will be presented]

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Exploratory Data Analysis: examples

Exploratory data analysis essentially is the process of getting to know your data by making plots and perhaps doing some simple statistical hypothesis tests.  Getting to know your data is important before starting the process of regression analysis or any kind of more advanced hypothesis testing, because, more often than not, real data will have “issues” that complicate statistical analyses.

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Least Squares linear regression

In this module, students will become familiar with least squares linear regression methods. Note that before proceeding with any regression analysis, it is important to first perform initial data exploration, both with visualization analysis with histograms, boxplots, and scatter plots, and numerical summaries of the variables like the mean, standard deviations, maxima and minima, and correlations between variables.  In this way, you can determine if there are any unexpected “quirks” or problems with the data (and, more often than not, there are).

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Hypothesis testing of sample means (flowchart)

On this page we give the flow chart for testing means of independent samples. For instance, the set of temperature measurements over a 10 year period for all days in July is pretty independent of the set of temperature measurements over a 10 year period for all days in January.  An example of non-independent samples is the measurement of cancer tumor size in 100 patients before and after some cancer treatment; the final tumor size will of course be somewhat (or a lot) correlated to the tumor size at the beginning of treatment.

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The difference between mathematical and statistical modelling (plus some more basics of R)

[In this module, we will discuss the difference between mathematical and statistical modelling, using pandemic influenza as an example.  Example R code that solves the differential equations of a compartmental SIR model with seasonal transmission (ie; a mathematical model) is presented.  Also provided are an example of how to download add-on library packages in R, plus more examples of reading data sets into R, and aggregating the data sets by some quantity (in this case, a time series of influenza data in Geneva in 1918, aggregated by weekday).

Delving into how to write the R code to solve systems of ODE’s related to a compartmental mathematical model is perhaps slightly off the topic of a statistical modelling course, but worthwhile to examine; as mathematical and computational modellers, usually your aim in performing statistical analyses will be to uncover potential relationships that can be included in a mathematical model to make that model better describe the underlying dynamics of the system]

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AML 610 Module XIII: Canadian hare lynx data

Canadian Hare Lynx Data

The file hare_lynx.txt contains data on the number of arctic hare and lynx pelts collected by the Hudson’s Bay company in Canada over the course of many years (data obtained from this website).  Do you think the Lotka-Volterra model is an appropriate model to fit to these data?

The R script hare_lynx_plot.R plots the Hare Lynx data:

hare_lynx

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AML 610 Module XII: submitting jobs in batch to the ASU Saguaro distributed-computing system

The ASU Advanced Computing Center (A2C2) maintains the Saguaro distributed computing system, that currently has over 5,000 processor cores.

ASU students in the spring semester of AML610 should have already applied for and received an account on the Saguaro system (per the instructions of last month’s email describing how to apply for an account).

Saguaro allows you to simultaneously run multiple jobs in batch, directing standard output to a log file.  For this course, we will be using Saguaro to solve a system of ODE’s under a hypothesis for the parameters and initial conditions values (either chosen in a parameter sweep, or randomly chosen within some range); the output of the ODE’s will then be compared to a data set, and a best-fit statistic (like Least Squares, Pearson chi-squared, or Maximum likelihood) computed.  The parameter values and best-fit statistics are then printed to standard output.

Access to cloud computing resources, and knowledge of how to utilize those resources, has many different potential applications in modelling.  Learning how to use Saguaro as a tool in solving problems related to this course can thus potentially open up many further avenues of future research to you.

Homework #5, due Thus April 18th, 2013 at 6pm. Data for the homework can be found here.

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Visits: 835

AML610 module XI: practical problems when connecting deterministic models to data

Some (potentially) useful utilities for random number generation and manipulating vectors in C++

I’ve written some C++ code mainly related to vectors; calculating the weighted mean, running sum, extracting every nth element, etc).   There are also utilities related to random number generation from various probability distributions, and methods to calculate the CDF of various probability distributions.

The file UsefulUtils.h and UsefulUtils.cpp contain source code of a class that contains these utilities that can be useful when performing compartmental modelling in C++. These utilities will be used extensively in the examples that will be presented in this, and later, modules.  The file example_useful_utils.cpp gives examples of the use of the class.  It can be compiled with the makefile makefile_use with the command

make -f makefile_use example_useful_utils

Homework #4, due April 3rd, 2013 at 6pm. The data for the homework can be found here.

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Numerical methods to solve ordinary differential equations

After going through this module, students will be familiar with the Euler and Runge-Kutta methods for numerical solution of systems of ordinary differential equations.  Examples are provided to show students how complementary R scripts can be written to help debug Runge-Kutta methods implemented in C++.

Contents

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ASU AML 610 Module IX: Introduction to C++ for computational epidemiologists

After going through this module, students should be familiar with basic skills in C++ programming, including the structure of a basic program, variable types, scope, functions (and function overloading), control structures, and the standard template library.

So far in this course we have used R to explore methods related to fitting model parameters to data (in particular, we explored the Simplex method for parameter estimation).  As we’ve shown, parameter estimation can be a very computationally intensive process.

When you use R, it gives you a prompt, and waits for you to input commands, either directly through the command line, or through an R script that you source.  Because R is a non-compiled language, and instead interprets code step-by-step, it does not have the ability to optimize calculations by pre-processing the code.

In contrast, compiled programming languages like C, java, or C++ (to name just a few) use a compiler to process the code, and optimize the computational algorithms.  In fact, most compilers have optional arguments related to the level of optimization you desire (with the downside that the optimization process can be computationally intensive).  Optimized code runs faster than non-optimized code.

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ASU AML 610 Module VIII: Fitting to initial exponential rise of epidemic curves

In this module students will compare the performance of several fitting methods (Least squares, Pearson chi-squared, and likelihood fitting methods) in estimating the rate of exponential rise in initial epidemic incidence data.  Students will learn about the properties of good estimators (bias and efficiency).

A good reference source for this material is Statistical Data Analysis, by G.Cowan

Another good reference source (in a very condensed format) for statistical data analysis methods can be found here.

Contents:
Introduction
Properties of good estimators
Generating simulated exponential rise data
Estimation of the rate of exponential rise: Least Squares
Estimation of the rate of exponential rise: Pearson chi-squared
The Poisson maximum likelihood method
Estimation of parameter confidence intervals: any maximum likelihood method
Estimation of the rate of exponential rise: Poisson maximum likelihood method
Testing for over- or under-dispersion.
Correcting for over- or under-dispersion
Better method for determination of parameter estimates and their covariance when using the Pearson chi-squared method

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Fitting the parameters of an SIR model to influenza data using Least Squares and the graphical Monte Carlo method

[After reading this module, students should understand the Least Squares goodness-of-fit statistic.   Students will be able to read an influenza data set from a comma delimited file into R, and understand the basic steps involved in the graphical Monte Carlo method to fit an SIR model to the data to estimate the R0 of the influenza strain by minimizing the Least Squares statistic.  Students will be aware that parameter estimates have uncertainties associated with them due to stochasticity (randomness) in the data.]

A really good reference for statistical data analysis (including fitting) is Statistical Data Analysis, by G.Cowan.

Contents:

Introduction

When a new virus starts circulating in the population, one of the first questions that epidemiologists and public health officials want answered is the value of the reproduction number of the spread of the disease in the population (see, for instance, here and here).

The length of the infectious period can roughly be estimated from observational studies of infected people, but the reproduction number can only be estimated by examination of the spread of the disease in the population.  When early data in an epidemic is being used to estimate the reproduction number, I usually refer to this as “real-time” parameter estimation (ie; the epidemic is still ongoing at the time of estimation).

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ASU AML 610: probability distributions important to modelling in the life and social sciences

[After reading this module, students should be familiar with probability distributions most important to modelling in the life and social sciences; Uniform, Normal, Poisson, Exponential, Gamma, Negative Binomial, and Binomial.]

Contents:
Introduction
Probability distributions in general
Probability density functions
Mean, variance, and moments of probability density functions
Mean, variance, and moments of a sample of random numbers
Uncertainty on sample mean and variance, and hypothesis testing
The Poisson distribution
The Exponential distribution
The memory-less property of the Exponential distribution
The relationship between the Exponential and Poisson distributions
The Gamma and Erlang distributions
The Negative Binomial distribution
The Binomial distribution


Introduction

There are various probability distributions that are important to be familiar with if one wants to model the spread of disease or biological populations (especially with stochastic models).  In addition, a good understanding of these various probability distributions is needed if one wants to fit model parameters to data, because the data always have underlying stochasticity, and that stochasticity feeds into uncertainties in the model parameters.  It is important to understand what kind of probability distributions typically underlie the stochasticity in epidemic or biological data.
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Basic Unix

In the Arizona State University AML610 course “Computational and Statistical Methods in Applied Mathematics”, we will be ultimately be using super computing resources at ASU and the NSF XSEDE initiative to fit the parameters of a biological model to data.  To do this, it is necessary to know basic Unix commands to copy, rename, and delete files and directories, and how to list directories and locate files.  We will also be compiling all our C++ programs from the Unix shell, and in the command line directing the output of our programs to files.
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Good practices in producing plots

Years ago I once had a mentor tell me that one of the hallmarks of a well-written paper is the figures; a reader should be able to read the abstract and introduction, and then, without reading any further, flip to the figures and the figures should provide much of the evidence supporting the hypothesis of the paper.  I’ve always kept this in mind in every paper I’ve since produced.  In this module, I’ll discuss various things you should focus on in producing good, clear, attractive plots.

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