On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-2

التفاصيل البيبلوغرافية
العنوان: On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-2
المؤلفون: Didier, Gustavo, Glatt-Holtz, Nathan E., Holbrook, Andrew J., Magee, Andrew F., Suchard, Marc A.
سنة النشر: 2023
المجموعة: Mathematics
Statistics
مصطلحات موضوعية: Statistics - Computation, Mathematics - Probability
الوصف: The continuous-time Markov chain (CTMC) is the mathematical workhorse of evolutionary biology. Learning CTMC model parameters using modern, gradient-based methods requires the derivative of the matrix exponential evaluated at the CTMC's infinitesimal generator (rate) matrix. Motivated by the derivative's extreme computational complexity as a function of state space cardinality, recent work demonstrates the surprising effectiveness of a naive, first-order approximation for a host of problems in computational biology. In response to this empirical success, we obtain rigorous deterministic and probabilistic bounds for the error accrued by the naive approximation and establish a "blessing of dimensionality" result that is universal for a large class of rate matrices with random entries. Finally, we apply the first-order approximation within surrogate-trajectory Hamiltonian Monte Carlo for the analysis of the early spread of SARS-CoV-2 across 44 geographic regions that comprise a state space of unprecedented dimensionality for unstructured (flexible) CTMC models within evolutionary biology.
Comment: To appear in the Proceedings of the National Academy of Sciences
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2306.15841
رقم الأكسشن: edsarx.2306.15841
قاعدة البيانات: arXiv