Model Discrimination Using Markov Chain Monte Carlo Methods

Abstract

Model discrimination deals with situations where there are several candidate models available to represent a system. The objective is to find the “best” model among rival models with respect to prediction of system behavior. Empirical and mechanistic models are two important categories of models. Mechanistic models are developed based on physical mechanisms. These types of models can be applied for prediction purposes, but they are also developed to gain improved understanding of the underlying physical mechanism or to estimate physico-chemical parameters of interest. When model discrimination is applied to mechanistic models, the main goal is typically to determine the “correct” underlying physical mechanism. This study focuses on mechanistic models and presents a model discrimination procedure which is applicable to mechanistic models for the purpose of studying the underlying physical mechanism. Obtaining the data needed from the real system is one of the challenges particularly in applications where experiments are expensive or time consuming. Therefore, it is beneficial to get the maximum information possible from the real system using the least possible number of experiments. In this research a new approach to model discrimination is presented that takes advantage of Monte Carlo (MC) methods. It combines a design of experiments (DOE) method with an adaptation of MC model selection methods to obtain a sequential Bayesian Markov Chain Monte Carlo model discrimination framework which is general and usable for a wide range of model discrimination problems. The procedure has been applied to chemical engineering case studies and the promising results have been discussed. Four case studies, order of reaction, rate of FeIII formation, copolymerization, and RAFT polymerization, are presented in this study. The first three benchmark problems allowed us to refine the proposed approach. Moreover, applying the Sequential Bayesian Monte Carlo model discrimination framework in the RAFT problem made a contribution to the polymer community by recommending analysis an approach to selecting the correct mechanism.