An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

DOI10.1080/07362994.2015.1116396zbMATH Open1347.60106OpenAlexW1943592177MaRDI QIDQ2804510FDOQ2804510

Authors Christian Bayer, Alvaro Moraes, R. Tempone, Pedro Vilanova 

Publication date 29 April 2016

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04155

zbMATH Keywords

stochastic reaction networksMonte Carlo expectation-maximization algorithmcontinous-time Markov chainsforward-reverse algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Systems biology, networks (92C42) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: In this work, we present an extension to the context of Stochastic Reaction Networks (SRNs) of the forward-reverse representation introduced in "Simulation of forward-reverse stochastic representations for conditional diffusions", a 2014 paper by Bayer and Schoenmakers. We apply this stochastic representation in the computation of efficient approximations of expected values of functionals of SNR bridges, i.e., SRNs conditioned to its values in the extremes of given time-intervals. We then employ this SNR bridge-generation technique to the statistical inference problem of approximating the 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 (ODEs) approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization (EM) algorithm starting from the phase I output. By selecting a set of over dispersed seeds as initial points for phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are illustrated by numerical examples.

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Cites work

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Cited in

(9)

• Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
• A reaction network scheme which implements inference and learning for hidden Markov models
• An MM algorithm to estimate parameters in continuous-time Markov chains
• A reaction network scheme which implements the EM algorithm
• Stochastic rate parameter inference using the cross-entropy method
• Synthetic likelihood method for reaction network inference
• Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach
• Stochastic reaction networks with input processes: analysis and application to gene expression inference
• Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis

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