Likelihood-free nested sampling for parameter inference of biochemical reaction networks.

The development of mechanistic models of biological systems is a central part of Systems Biology. One major challenge in developing these models is the accurate inference of model parameters. In recent years, nested sampling methods have gained increased attention in the Systems Biology community due to the fact that they are parallelizable and provide error estimates with no additional computations. One drawback that severely limits the usability of these methods, however, is that they require the likelihood function to be available, and thus cannot be applied to systems with intractable likelihoods, such as stochastic models. Here we present a likelihood-free nested sampling method for parameter inference which overcomes these drawbacks. This method gives an unbiased estimator of the Bayesian evidence as well as samples from the posterior. We derive a lower bound on the estimators variance which we use to formulate a novel termination criterion for nested sampling. The presented method enables not only the reliable inference of the posterior of parameters for stochastic systems of a size and complexity that is challenging for traditional methods, but it also provides an estimate of the obtained variance. We illustrate our approach by applying it to several realistically sized models with simulated data as well as recently published biological data. We also compare our developed method with the two most popular other likeliood-free approaches: pMCMC and ABC-SMC. The C++ code of the proposed methods, together with test data, is available at the github web page https://github.com/Mijan/LFNS_paper.