Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome this limitation by using likelihood-free inference approaches (also known as Approximate Bayesian Computation, ABC) to perform full Bayesian inference on single-neuron models. Our approach builds on recent advances in ABC by learning a neural network which maps features of the observed data to the posterior distribution over parameters. We learn a Bayesian mixture-density network approximating the posterior over multiple rounds of adaptively chosen simulations. Furthermore, we propose an efficient approach for handling missing features and parameter settings for which the simulator fails, as well as a strategy for automatically learning relevant features using recurrent neural networks. On synthetic data, our approach efficiently estimates posterior distributions and recovers ground-truth parameters. On in-vitro recordings of membrane voltages, we recover multivariate posteriors over biophysical parameters, which yield model-predicted voltage traces that accurately match empirical data. Our approach will enable neuroscientists to perform Bayesian inference on complex neuron models without having to design model-specific algorithms, closing the gap between mechanistic and statistical approaches to single-neuron modelling.
Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept reject methods based on prior:predictive sampling. A number of recent developments aim to address this with extensions based on sequential Monte Carlo (SMC) strategies. We build on this here, introducing an ABC SMC method that uses data-based adaptive weights. This easily implemented and computationally trivial extension of ABC SMC can very substantially improve acceptance rates, as is demonstrated in a series of examples with simulated and real data sets, including a currently topical example from dynamic modelling in systems biology applications. Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce the number of simulations required. As computational resource is usually the main determinant of accuracy in ABC, GP-accelerated methods can thus enable more accurate inference in some models. GP models of the unknown log-likelihood function are used to exploit continuity and smoothness, reducing the required computation. We use a sequence of models that increase in accuracy, using intermediate models to rule out regions of the parameter space as implausible. The methods will not be suitable for all problems, but when they can be used, can result in significant computational savings. For the Ricker model, we are able to achieve accurate approximations to the posterior distribution using a factor of 100 fewer simulator evaluations than comparable Monte Carlo approaches, and for a population genetics model we are able to approximate the exact posterior for the first time.  Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in 's (2007) partial rejection control version. While this method is based upon the theoretical works of Del (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine importance sampling arguments bypasses this difficulty, in connection with the population Monte Carlo method of (2004), and it includes an automatic scaling of the forward kernel. When applied to a population genetics example, it compares favourably with two other versions of the approximate algorithm. Copyright 2009, Oxford University Press. We use variation at a set of eight human Y chromosome microsatellite loci to investigate the demographic history of the Y chromosome. Instead of assuming a population of constant size, as in most of the previous work on the Y chromosome, we consider a model which permits a period of recent population growth. We show that for most of the populations in our sample this model fits the data far better than a model with no growth. We estimate the demographic parameters of this model for each population and also the time to the most recent common ancestor. Since there is some uncertainty about the details of the microsatellite mutation process, we consider several plausible mutation schemes and estimate the variance in mutation size simultaneously with the demographic parameters of interest. Our finding of a recent common ancestor (probably in the last 120,000 years), coupled with a strong signal of demographic expansion in all populations, suggests either a recent human expansion from a small ancestral population, or natural selection acting on the Y chromosome. Many stochastic simulation approaches for generating observations from a posterior distribution depend on knowing a likelihood function. However, for many complex probability models, such likelihoods are either impossible or computationally prohibitive to obtain. Here we present a Markov chain Monte Carlo method for generating observations from a posterior distribution without the use of likelihoods. It can also be used in frequentist applications, in particular for maximum-likelihood estimation. The approach is illustrated by an example of ancestral inference in population genetics. A number of open problems are highlighted in the discussion.