Rate estimation in partially observed Markov jump processes with measurement errors

DOI10.1007/S11222-011-9244-1zbMATH Open1322.62096arXiv1008.5246OpenAlexW2042382417MaRDI QIDQ746231FDOQ746231

Authors: Michael Amrein, H. R. Künsch 

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1008.5246

Recommendations

• Estimation for partially observed Markov processes
• Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
• Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes
• scientific article; zbMATH DE number 3938362
• On the estimation of partially observed continuous-time Markov chains
• On estimating the total rate of the unobserved processes
• scientific article; zbMATH DE number 1537439
• Estimation of jumplike processes with incomplete information
• Rate estimation for weak convergence of diffusion processes

zbMATH Keywords

Markov jump processBayesian inferenceparticle filterMarkov chain Monte Carlo methodsstochastic kineticsgeneral state space model

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05)

Cites Work

• Sequential Monte Carlo Methods in Practice
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Lewis' simulation method for point processes
• Following a moving target -- Monte Carlo inference for dynamic Bayesian models
• Stochastic modelling for systems biology.
• Bayesian inference for nonlinear multivariate diffusion models observed with error
• Title not available (Why is that?)
• Exact Filtering for Partially Observed Continuous Time Models
• Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Algorithms for the computation of the Smith normal form and their implementation on parallel machines
• Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution

Cited In (3)

• Inference for reaction networks using the linear noise approximation
• Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics
• Inverse Gillespie for inferring stochastic reaction mechanisms from intermittent samples

Uses Software

• R

This page was built for publication: Rate estimation in partially observed Markov jump processes with measurement errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q746231)