Developer(s) | GNU Project |
---|---|
Stable release | 6.2.0 / 3 June 2020 |
Repository | |
Written in | C |
Operating system | Cross-platform |
Type | Numerical Analysis |
License | GNU General Public License |
Website | https://www.gnu.org/software/mcsim |
GNU MCSim is a suite of simulation software. It allows one to design one's own statistical or simulation models, perform Monte Carlo simulations, and Bayesian inference through (tempered) Markov chain Monte Carlo simulations. The latest version allows parallel computing of Monte Carlo or MCMC simulations.
GNU MCSim is a simulation and statistical inference tool for algebraic or differential equation systems, optimized for performing Monte Carlo analysis. The software comprises a model generator and a simulation engine:
Internally, the software uses the GNU Scientific Library for some of its numerical calculations.
The project began in 1991 in Berkeley when Don Maszle and Frederic Y. Bois translated in C and reorganized a program that Bois had developed at Harvard for his PhD thesis. The primary motivation for the work was to be able to quickly develop and easily maintain PBPK models. However, the syntax was defined with enough generality that many algebraic and first-order ordinary differential equations can be solved. The capability to perform efficient Monte Carlo simulations was added early on, for the research needs of the group. The code was made freely available from a server at UC Berkeley. Discussions with Stuart Beal at UCSF School of Pharmacy, led the team to investigate the use of Markov chain Monte Carlo techniques for PBPK models' calibration. The corresponding code was developed by Maszle, during a project in collaboration with Andrew Gelman, then professor at UC Berkeley Statistics Department. Additional code written by Ken Revzan allowed the definition and Bayesian calibration of hierarchical (multilevel) statistical models. At the time of these developments (around 1996) those capabilities were unique for a freely distributed, easily accessible, very powerful and versatile software. Since then the software has been consistently maintained and extended.
GNU MCSim is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.
The C source code is provided and can be compiled on any machine with a C compiler. The GNU Scientific Library needs to be also available on the target platform to use a few extra distributions in statistical models. To take advantage of the SBML translation capabilities, the LibSBLM library should be installed. Starting with version 6.0.0 the Sundials Cvodes integrator is also used. To take advantage of parallel computation (from version 6.2.0 on) a MPI library needs to be installed.
Statistics is a field of inquiry that studies the collection, analysis, interpretation, and presentation of data. It is applicable to a wide variety of academic disciplines, from the physical and social sciences to the humanities; it is also used and misused for making informed decisions in all areas of business and government.
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm.
Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability where probability expresses a degree of belief in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous experiments, or on personal beliefs about the event. This differs from a number of other interpretations of probability, such as the frequentist interpretation that views probability as the limit of the relative frequency of an event after many trials.
Physiologically based pharmacokinetic (PBPK) modeling is a mathematical modeling technique for predicting the absorption, distribution, metabolism and excretion (ADME) of synthetic or natural chemical substances in humans and other animal species. PBPK modeling is used in pharmaceutical research and drug development, and in health risk assessment for cosmetics or general chemicals.
OpenBUGS is a software application for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. OpenBUGS is the open source variant of WinBUGS. It runs under Microsoft Windows and Linux, as well as from inside the R statistical package. Versions from v3.0.7 onwards have been designed to be at least as efficient and reliable as WinBUGS over a range of test applications.
Bayesian inference of phylogeny uses a likelihood function to create a quantity called the posterior probability of trees using a model of evolution, based on some prior probabilities, producing the most likely phylogenetic tree for the given data. The Bayesian approach has become popular due to advances in computing speeds and the integration of Markov chain Monte Carlo (MCMC) algorithms. Bayesian inference has a number of applications in molecular phylogenetics and systematics.
Approximate Bayesian computation (ABC) constitutes a class of computational methods rooted in Bayesian statistics that can be used to estimate the posterior distributions of model parameters.
Jefferson Morris Gill is Distinguished Professor of Government, Professor of Mathematics & Statistics, the Director of the Center for Data Science, the Editor of Political Analysis, and a member of the Center for Behavioral Neuroscience at American University as of the Fall of 2017.
Just another Gibbs sampler (JAGS) is a program for simulation from Bayesian hierarchical models using Markov chain Monte Carlo (MCMC), developed by Martyn Plummer. JAGS has been employed for statistical work in many fields, for example ecology, management, and genetics.
Frédéric Yves Bois, Pharm.D.Ph.D. is a French biological scientist working in toxicology and bioinformatics. He is currently Research Director at the French Institut National de l'Environnement et des Risques (INERIS).
Stan is a probabilistic programming language for statistical inference written in C++. The Stan language is used to specify a (Bayesian) statistical model with an imperative program calculating the log probability density function.
In vitro to in vivo extrapolation (IVIVE) refers to the qualitative or quantitative transposition of experimental results or observations made in vitro to predicts phenomena in vivo, biological organisms.
The following outline is provided as an overview of and topical guide to machine learning. Machine learning is a subfield of soft computing within computer science that evolved from the study of pattern recognition and computational learning theory in artificial intelligence. In 1959, Arthur Samuel defined machine learning as a "field of study that gives computers the ability to learn without being explicitly programmed". Machine learning explores the study and construction of algorithms that can learn from and make predictions on data. Such algorithms operate by building a model from an example training set of input observations in order to make data-driven predictions or decisions expressed as outputs, rather than following strictly static program instructions.
Éric Moulines is a French researcher in statistical learning and signal processing. He received the silver medal from the CNRS in 2010, the France Télécom prize awarded in collaboration with the French Academy of Sciences in 2011. He was appointed a Fellow of the European Association for Signal Processing in 2012 and of the Institute of Mathematical Statistics in 2016. He is General Engineer of the Corps des Mines (X81).
ArviZ is a Python package for exploratory analysis of Bayesian models it offers data structures for manipulating data that it is common in Bayesian analysis, like numerical samples from the posterior, prior predictive and posterior predictive distributions as well as observed data. Additionally, many numerical/visual diagnostics and plots are available. The ArviZ name is derived from reading "rvs" as a word instead of spelling it and also using the particle "viz" usually used to abbreviate visualization.
Siddhartha Chib is an econometrician and statistician and Professor of Econometrics and Statistics at Washington University in St. Louis. His work is primarily in Bayesian statistics, econometrics, and Markov chain Monte Carlo methods.
Bois F., Maszle D., 1997, MCSim: A simulation program, Journal of Statistical Software, 2(9):http://www.stat.ucla.edu/journals/jss/v02/i09.
Jonsson F., Johanson G., 2003, The Bayesian population approach to physiological toxicokinetic-toxicodynamic models - An example using the MCSim software, Toxicology Letters 138:143-150.
Bois F., 2009, GNU MCSim: Bayesian statistical inference for SBML-coded systems biology models, Bioinformatics, 25:1453-1454, doi: 10.1093/bioinformatics/btp162.
Allen B.C., Hack E.C., Clewell H.J., 2007, Use of Markov chain Monte Carlo analysis with a physiologically-based pharmacokinetic model of methylmercury to estimate exposures in u.s. women of childbearing age, Risk Analysis, 27:947-959.
Covington T.R., Gentry P.R., et al., 2007, The use of Markov chain Monte Carlo uncertainty analysis to support a Public Health Goal for perchloroethylene, Regulatory Toxicology and Pharmacology, 47:1-18.
David R.M., Clewell H.J., et al., 2006, Revised assessment of cancer risk to dichloromethane II. Application of probabilistic methods to cancer risk determinations. Regulatory Toxicology and Pharmacology 45: 55-65.
Franks S.J., Spendiff M.K., et al., 2006, Physiologically based pharmacokinetic modelling of human exposure to 2-butoxyethanol, Toxicology Letters 162:164-173.
Hack E.C., 2006, Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models, Toxicology, 221:241-248.
Hack E.C., Chiu W.A, et al., 2006, Bayesian population analysis of a harmonized physiologically based pharmacokinetic model of trichloroethylene and its metabolites, Regulatory Toxicology and Pharmacology, 46:63-83.
Lyons M.A., Yang R.S.H, Mayeno A.N., Reisfeld B. 2008, Computational toxicology of chloroform: reverse dosimetry using Bayesian inference, Markov chain Monte Carlo simulation, and human biomonitoring data, Environmental Health Perspectives, 116:1040-1046.
Marino, D. J., H. Clewell, et al., 2006, Revised assessment of cancer risk to dichloromethane: part I Bayesian PBPK and dose-response modeling in mice, Regulatory Toxicology and Pharmacology 45:44-54.
Mezzetti M., Ibrahim J.G., et al., 2003, A Bayesian compartmental model for the evaluation of 1,3-butadiene metabolism, Journal of the Royal Statistical Society, Series C, 52:291-305.