تقرير
Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo
العنوان: | Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo |
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المؤلفون: | Catanach, Thomas A., Vo, Huy D., Munsky, Brian |
سنة النشر: | 2020 |
المجموعة: | Statistics |
مصطلحات موضوعية: | Statistics - Computation, 62C10, 62F15, 65C05, 65C40, 92C42, G.3, J.3 |
الوصف: | Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not directly measurable and must be inferred from experimental data. Bayesian inference provides a rigorous probabilistic framework for identifying these parameters by finding a posterior parameter distribution that captures their uncertainty. Traditional computational methods for solving inference problems such as Markov Chain Monte Carlo methods based on classical Metropolis-Hastings algorithm involve numerous serial evaluations of the likelihood function, which in turn requires expensive forward solutions of the chemical master equation (CME). We propose an alternative approach based on a multifidelity extension of the Sequential Tempered Markov Chain Monte Carlo (ST-MCMC) sampler. This algorithm is built upon Sequential Monte Carlo and solves the Bayesian inference problem by decomposing it into a sequence of efficiently solved subproblems that gradually increase model fidelity and the influence of the observed data. We reformulate the finite state projection (FSP) algorithm, a well-known method for solving the CME, to produce a hierarchy of surrogate master equations to be used in this multifidelity scheme. To determine the appropriate fidelity, we introduce a novel information-theoretic criteria that seeks to extract the most information about the ultimate Bayesian posterior from each model in the hierarchy without inducing significant bias. This novel sampling scheme is tested with high performance computing resources using biologically relevant problems. |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2001.01373 |
رقم الأكسشن: | edsarx.2001.01373 |
قاعدة البيانات: | arXiv |
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