Abstract
Bayesian inference is an important method in the life and natural sciences for learning from data. It provides information about parameter and prediction uncertainties. Yet, generating representative samples from the posterior distribution is often computationally challenging. Here, we present an approach that lowers the computational complexity of sample generation for dynamical models with scaling, offset, and noise parameters. The proposed method is based on the marginalization of the posterior distribution. We provide analytical results for a broad class of problems with conjugate priors and show that the method is suitable for a large number of applications. Subsequently, we demonstrate the benefit of the approach for applications from the field of systems biology. We report an improvement up to 50 times in the effective sample size per unit of time. As the scheme is broadly applicable, it will facilitate Bayesian inference in different research fields.