Bayesian computation methods for inference in stochastic kinetic models (Q2424613): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5290928 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment closure based parameter inference of stochastic kinetic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle Markov Chain Monte Carlo Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delayed acceptance particle MCMC for exact inference in stochastic kinetic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chain Monte Carlo inference for Markov jump processes via the linear noise approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accelerating pseudo-marginal MCMC using Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods in Practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the efficiency of pseudo-marginal random walk Metropolis algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4828566 / rank
 
Normal rank

Latest revision as of 17:03, 19 July 2024

scientific article
Language Label Description Also known as
English
Bayesian computation methods for inference in stochastic kinetic models
scientific article

    Statements

    Bayesian computation methods for inference in stochastic kinetic models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    25 June 2019
    0 references
    Summary: In this paper we investigate Monte Carlo methods for the approximation of the posterior probability distributions in stochastic kinetic models (SKMs). SKMs are multivariate Markov jump processes that model the interactions among species in biological systems according to a set of usually unknown parameters. The tracking of the species populations together with the estimation of the interaction parameters is a Bayesian inference problem for which Markov chain Monte Carlo (MCMC) methods have been a typical computational tool. Specifically, the particle MCMC (pMCMC) method has been shown to be effective, while computationally demanding method applicable to this problem. Recently, it has been shown that an alternative approach to Bayesian computation, namely, the class of adaptive importance samplers, may be more efficient than classical MCMC-like schemes, at least for certain applications. For example, the nonlinear population Monte Carlo (NPMC) algorithm has yielded promising results with a low dimensional SKM (the classical predator-prey model). In this paper we explore the application of both pMCMC and NPMC to analyze complex autoregulatory feedback networks modelled by SKMs. We demonstrate numerically how the populations of the relevant species in the network can be tracked and their interaction rates estimated, even in scenarios with partial observations. NPMC schemes attain an appealing trade-off between accuracy and computational cost that can make them advantageous in many practical applications.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references