Numerical Fitting-based Likelihood Calculation to Speed up the Particle Filter

The likelihood calculation of a vast number of particles is the computational bottleneck for the particle filter in applications where the observation information is rich. For fast computing the likelihood of particles, a numerical fitting approach is proposed to construct the Likelihood Probability Density Function (Li-PDF) by using a comparably small number of so-called fulcrums. The likelihood of particles is thereby analytically inferred, explicitly or implicitly, based on the Li-PDF instead of directly computed by utilizing the observation, which can significantly reduce the computation and enables real time filtering. The proposed approach guarantees the estimation quality when an appropriate fitting function and properly distributed fulcrums are used. The details for construction of the fitting function and fulcrums are addressed respectively in detail. In particular, to deal with multivariate fitting, the nonparametric kernel density estimator is presented which is flexible and convenient for implicit Li-PDF implementation. Simulation comparison with a variety of existing approaches on a benchmark 1-dimensional model and multi-dimensional robot localization and visual tracking demonstrate the validity of our approach.Comment: 42 pages, 17 figures, 4 tables and 1 appendix. This paper is a draft/preprint of one paper submitted to the IEEE Transaction

Factorizing the Stochastic Galerkin System

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix equation whose matrix and right hand side depend on a set of parameters (e.g. a PDE with stochastic inputs semidiscretized in space) and examine the linear system arising from a similar Galerkin approximation of the solution. We derive a useful factorization of this system of equations, which yields bounds on the eigenvalues, clues to preconditioning, and a flexible implementation method for a wide array of problems. We complement this analysis with (i) a numerical study of preconditioners on a standard elliptic PDE test problem and (ii) a fluids application using existing CFD codes; the MATLAB codes used in the numerical studies are available online.Comment: 13 pages, 4 figures, 2 table

Simulated single molecule microscopy with SMeagol

SMeagol is a software tool to simulate highly realistic microscopy data based on spatial systems biology models, in order to facilitate development, validation, and optimization of advanced analysis methods for live cell single molecule microscopy data. Availability and Implementation: SMeagol runs on Matlab R2014 and later, and uses compiled binaries in C for reaction-diffusion simulations. Documentation, source code, and binaries for recent versions of Mac OS, Windows, and Ubuntu Linux can be downloaded from http://smeagol.sourceforge.net.Comment: v2: 14 pages including supplementary text. Pre-copyedited, author-produced version of an application note published in Bioinformatics following peer review. The version of record, and additional supplementary material is available online at: https://academic.oup.com/bioinformatics/article-lookup/doi/10.1093/bioinformatics/btw10

A finite state projection algorithm for the stationary solution of the chemical master equation

The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations that describes the evolution of probability density for each population vector in the state-space of the stochastic reaction dynamics. For many examples of interest, this state-space is infinite, making it difficult to obtain exact solutions of the CME. To deal with this problem, the Finite State Projection (FSP) algorithm was developed by Munsky and Khammash (Jour. Chem. Phys. 2006), to provide approximate solutions to the CME by truncating the state-space. The FSP works well for finite time-periods but it cannot be used for estimating the stationary solutions of CMEs, which are often of interest in systems biology. The aim of this paper is to develop a version of FSP which we refer to as the stationary FSP (sFSP) that allows one to obtain accurate approximations of the stationary solutions of a CME by solving a finite linear-algebraic system that yields the stationary distribution of a continuous-time Markov chain over the truncated state-space. We derive bounds for the approximation error incurred by sFSP and we establish that under certain stability conditions, these errors can be made arbitrarily small by appropriately expanding the truncated state-space. We provide several examples to illustrate our sFSP method and demonstrate its efficiency in estimating the stationary distributions. In particular, we show that using a quantised tensor train (QTT) implementation of our sFSP method, problems admitting more than 100 million states can be efficiently solved.Comment: 8 figure

A finite state projection algorithm for the stationary solution of the chemical master equation

The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations that describes the evolution of probability density for each population vector in the state-space of the stochastic reaction dynamics. For many examples of interest, this state-space is infinite, making it difficult to obtain exact solutions of the CME. To deal with this problem, the Finite State Projection (FSP) algorithm was developed by Munsky and Khammash (Jour. Chem. Phys. 2006), to provide approximate solutions to the CME by truncating the state-space. The FSP works well for finite time-periods but it cannot be used for estimating the stationary solutions of CMEs, which are often of interest in systems biology. The aim of this paper is to develop a version of FSP which we refer to as the stationary FSP (sFSP) that allows one to obtain accurate approximations of the stationary solutions of a CME by solving a finite linear-algebraic system that yields the stationary distribution of a continuous-time Markov chain over the truncated state-space. We derive bounds for the approximation error incurred by sFSP and we establish that under certain stability conditions, these errors can be made arbitrarily small by appropriately expanding the truncated state-space. We provide several examples to illustrate our sFSP method and demonstrate its efficiency in estimating the stationary distributions. In particular, we show that using a quantised tensor train (QTT) implementation of our sFSP method, problems admitting more than 100 million states can be efficiently solved.Comment: 8 figure