Extending the multi-level method for the simulation of stochastic biological systems

DOI10.1007/S11538-016-0178-9MaRDI QIDQ347028zbMATH OpenOpenAlexWikidataFDO

Authors Ruth E. Baker, Mike Giles, Christian A. Yates, Christopher G. Lester

Publication date 30 November 2016

Published in Bulletin of Mathematical Biology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.4069

zbMATH Keywords

stochastic simulationgene regulatory networksmulti-levelGillespie algorithmtau-leaping

Mathematics Subject Classification ID

Biochemistry, molecular biology (92C40) Probabilistic models, generic numerical methods in probability and statistics (65C20) Systems biology, networks (92C42) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Abstract: The multi-level method for discrete state systems, first introduced by Anderson and Higham [Multiscale Model. Simul. 10:146--179, 2012], is a highly efficient simulation technique that can be used to elucidate statistical characteristics of biochemical reaction networks. A single point estimator is produced in a cost-effective manner by combining a number of estimators of differing accuracy in a telescoping sum, and, as such, the method has the potential to revolutionise the field of stochastic simulation. The first term in the sum is calculated using an approximate simulation algorithm, and can be calculated quickly but is of significant bias. Subsequent terms successively correct this bias by combining estimators from approximate stochastic simulations algorithms of increasing accuracy, until a desired level of accuracy is reached. In this paper we present several refinements of the multi-level method which render it easier to understand and implement, and also more efficient. Given the substantial and complex nature of the multi-level method, the first part of this work (Sections 2 - 5) is written as a tutorial, with the aim of providing a practical guide to its use. The second part (Sections 6 - 8) takes on a form akin to a research article, thereby providing the means for a deft implementation of the technique, and concludes with a discussion of a number of open problems.

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Cited in

(11)

• Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes
• Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
• Multilevel rejection sampling for approximate Bayesian computation
• High cooperativity in negative feedback can amplify noisy gene expression
• Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions
• Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
• A method to coarse-grain multiagent stochastic systems with regions of multistability
• Tensor product approach to modelling epidemics on networks
• Robustly simulating biochemical reaction kinetics using multi-level Monte Carlo approaches
• Slow-scale split-step tau-leap method for stiff stochastic chemical systems
• Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices

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