Rate estimation in partially observed Markov jump processes with measurement errors

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

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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)

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Cited In (6)

• 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
• Direct statistical inference for finite Markov jump processes via the matrix exponential
• Estimating models based on Markov jump processes given fragmented observation series
• Inverse Gillespie for inferring stochastic reaction mechanisms from intermittent samples
• Bayesian inference for Markov jump processes with informative observations

Uses Software

• R

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