Rate estimation in partially observed Markov jump processes with measurement errors
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Abstract: We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump process into the framework of a general state space model. We do not use diffusion approximations. Markov chain Monte Carlo and particle filter type algorithms are introduced, which allow sampling from the posterior distribution of the rate parameters and the Markov jump process also in data-poor scenarios. The algorithms are illustrated by applying them to rate estimation in a model for prokaryotic auto-regulation and in the stochastic Oregonator, respectively.
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Cited in
(6)- Direct statistical inference for finite Markov jump processes via the matrix exponential
- Inverse Gillespie for inferring stochastic reaction mechanisms from intermittent samples
- Estimating models based on Markov jump processes given fragmented observation series
- Bayesian inference for Markov jump processes with informative observations
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