An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks
KAUST DepartmentApplied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Permanent link to this recordhttp://hdl.handle.net/10754/621486
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Abstract© 2016 Taylor & Francis Group, LLC. ABSTRACT: In this work, we present an extension of the forward–reverse representation introduced by Bayer and Schoenmakers (Annals of Applied Probability, 24(5):1994–2032, 2014) to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, that is, SRNs conditional on their values in the extremes of given time intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the expectation-maximization algorithm to the phase I output. By selecting a set of overdispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.
CitationBayer C, Moraes A, Tempone R, Vilanova P (2016) An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks. Stochastic Analysis and Applications 34: 193–231. Available: http://dx.doi.org/10.1080/07362994.2015.1116396.
SponsorsThe work described in this paper was supported by King Abdullah University of Science and Technology (KAUST). A. Moraes, R. Tempone and P. Vilanova are members of the KAUST SRI Center for Uncertainty Quantification at the Computer, Electrical and Mathematical Science and Engineering Division, KAUST.
PublisherInforma UK Limited