6,750 research outputs found
Rate estimation in partially observed Markov jump processes with measurement errors
We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump process into the framework of a general state space model. We do not use diffusion approximations. Markov chain Monte Carlo and particle filter type algorithms are introduced which allow sampling from the posterior distribution of the rate parameters and the Markov jump process also in data-poor scenarios. The algorithms are illustrated by applying them to rate estimation in a model for prokaryotic auto-regulation and the stochastic Oregonator, respectivel
The impact of temporal sampling resolution on parameter inference for biological transport models
Imaging data has become widely available to study biological systems at
various scales, for example the motile behaviour of bacteria or the transport
of mRNA, and it has the potential to transform our understanding of key
transport mechanisms. Often these imaging studies require us to compare
biological species or mutants, and to do this we need to quantitatively
characterise their behaviour. Mathematical models offer a quantitative
description of a system that enables us to perform this comparison, but to
relate these mechanistic mathematical models to imaging data, we need to
estimate the parameters of the models. In this work, we study the impact of
collecting data at different temporal resolutions on parameter inference for
biological transport models by performing exact inference for simple velocity
jump process models in a Bayesian framework. This issue is prominent in a host
of studies because the majority of imaging technologies place constraints on
the frequency with which images can be collected, and the discrete nature of
observations can introduce errors into parameter estimates. In this work, we
avoid such errors by formulating the velocity jump process model within a
hidden states framework. This allows us to obtain estimates of the
reorientation rate and noise amplitude for noisy observations of a simple
velocity jump process. We demonstrate the sensitivity of these estimates to
temporal variations in the sampling resolution and extent of measurement noise.
We use our methodology to provide experimental guidelines for researchers
aiming to characterise motile behaviour that can be described by a velocity
jump process. In particular, we consider how experimental constraints resulting
in a trade-off between temporal sampling resolution and observation noise may
affect parameter estimates.Comment: Published in PLOS Computational Biolog
Approximate Kalman-Bucy filter for continuous-time semi-Markov jump linear systems
The aim of this paper is to propose a new numerical approximation of the
Kalman-Bucy filter for semi-Markov jump linear systems. This approximation is
based on the selection of typical trajectories of the driving semi-Markov chain
of the process by using an optimal quantization technique. The main advantage
of this approach is that it makes pre-computations possible. We derive a
Lipschitz property for the solution of the Riccati equation and a general
result on the convergence of perturbed solutions of semi-Markov switching
Riccati equations when the perturbation comes from the driving semi-Markov
chain. Based on these results, we prove the convergence of our approximation
scheme in a general infinite countable state space framework and derive an
error bound in terms of the quantization error and time discretization step. We
employ the proposed filter in a magnetic levitation example with markovian
failures and compare its performance with both the Kalman-Bucy filter and the
Markovian linear minimum mean squares estimator
Inference for reaction networks using the Linear Noise Approximation
We consider inference for the reaction rates in discretely observed networks
such as those found in models for systems biology, population ecology and
epidemics. Most such networks are neither slow enough nor small enough for
inference via the true state-dependent Markov jump process to be feasible.
Typically, inference is conducted by approximating the dynamics through an
ordinary differential equation (ODE), or a stochastic differential equation
(SDE). The former ignores the stochasticity in the true model, and can lead to
inaccurate inferences. The latter is more accurate but is harder to implement
as the transition density of the SDE model is generally unknown. The Linear
Noise Approximation (LNA) is a first order Taylor expansion of the
approximating SDE about a deterministic solution and can be viewed as a
compromise between the ODE and SDE models. It is a stochastic model, but
discrete time transition probabilities for the LNA are available through the
solution of a series of ordinary differential equations. We describe how a
restarting LNA can be efficiently used to perform inference for a general class
of reaction networks; evaluate the accuracy of such an approach; and show how
and when this approach is either statistically or computationally more
efficient than ODE or SDE methods. We apply the LNA to analyse Google Flu
Trends data from the North and South Islands of New Zealand, and are able to
obtain more accurate short-term forecasts of new flu cases than another
recently proposed method, although at a greater computational cost
Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing
Branching processes are a class of continuous-time Markov chains (CTMCs) with
ubiquitous applications. A general difficulty in statistical inference under
partially observed CTMC models arises in computing transition probabilities
when the discrete state space is large or uncountable. Classical methods such
as matrix exponentiation are infeasible for large or countably infinite state
spaces, and sampling-based alternatives are computationally intensive,
requiring a large integration step to impute over all possible hidden events.
Recent work has successfully applied generating function techniques to
computing transition probabilities for linear multitype branching processes.
While these techniques often require significantly fewer computations than
matrix exponentiation, they also become prohibitive in applications with large
populations. We propose a compressed sensing framework that significantly
accelerates the generating function method, decreasing computational cost up to
a logarithmic factor by only assuming the probability mass of transitions is
sparse. We demonstrate accurate and efficient transition probability
computations in branching process models for hematopoiesis and transposable
element evolution.Comment: 18 pages, 4 figures, 2 table
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