Bayesian inference for Markov jump processes with informative observations

DOI10.1515/sagmb-2014-0070zbMath1311.92089arXiv1409.4362OpenAlexW2018259857WikidataQ50954539 ScholiaQ50954539MaRDI QIDQ2344257

Andrew Golightly, Darren J. Wilkinson

Publication date: 13 May 2015

Published in: Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.4362

zbMATH Keywords

sequential Monte Carlochemical Langevin equationlinear noise approximationMarkov jump processstochastic kinetic modelparticle marginal metropolis-Hastings

Mathematics Subject Classification ID

Bayesian inference (62F15) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items

Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes ⋮ Direct statistical inference for finite Markov jump processes via the matrix exponential ⋮ Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models ⋮ Accelerating inference for stochastic kinetic models ⋮ Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter ⋮ Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation ⋮ Variational inference for Markovian queueing networks ⋮ Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models ⋮ Efficient sampling of conditioned Markov jump processes ⋮ Likelihood free inference for Markov processes: a comparison

Uses Software

• Bridge.jl

Cites Work

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