Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology
Preprint, 2025

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes mixed-effects models widely applied in fields such as biology, pharmacokinetics, and sociology. In this work, we propose a novel methodology for scalable Bayesian inference in hierarchical mixed-effects models. Our framework first constructs amortized approximations of the likelihood and the posterior distribution, which are then rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. The framework is easily trainable, as it uses mixtures of experts but without neural networks, leading to parsimonious yet expressive surrogate models of the likelihood and the posterior. We demonstrate the effectiveness of our methodology using challenging stochastic models, such as mixed-effects stochastic differential equations emerging in systems biology-driven problems. However, the approach is broadly applicable and can accommodate both stochastic and deterministic models. We show that our approach can seamlessly handle inference for many parameters. Additionally, we applied our method to a real-data case study of mRNA transfection. When compared to exact pseudomarginal Bayesian inference, our approach proved to be both fast and competitive in terms of statistical accuracy.

likelihood-free inference

stochastic differential equations

hierarchical models

stochastic chemical reactions

Author

Henrik Häggström

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

University of Gothenburg

Sebastian Persson

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

University of Gothenburg

Marija Cvijovic

University of Gothenburg

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

Umberto Picchini

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

University of Gothenburg

Deep learning and likelihood-free Bayesian inference for stochastic modelling

CHAIR, 2020-01-01 -- 2024-12-31.

Swedish Research Council (VR) (2019-03924), 2020-01-01 -- 2023-12-31.

Subject Categories (SSIF 2025)

Probability Theory and Statistics

Computational Mathematics

DOI

10.48550/arXiv.2504.11279

More information

Created

4/23/2025