Variational Inference for Markov Jump Processes

author: Guido Sanguinetti, Department of Molecular Biology and Biotechnology, University of Sheffield
published: Nov. 6, 2007,   recorded: September 2007,   views: 611
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Description

Markov jump processes (MJPs) underpin our understanding of many important systems in science and technology. They provide a rigorous probabilistic framework to model the joint dynamics of groups (species) of interacting individuals, with applications ranging from information packets in a telecommunications network to epidemiology and population levels in the environment. These processes are usually non-linear and highly coupled, giving rise to non-trivial steady states (often referred to as emerging properties). Unfortunately, this also means that exact statistical inference is unfeasible and approximations must be made in the analysis of these systems. A traditional approach, which has been very successful throughout the past century, is to ignore the discrete nature of the processes and to approximate the stochastic process with a deterministic process whose behaviour is described by a system of non-linear, coupled ODEs. This approximation relies on the stochastic fluctuations being negligible compared to the average population counts. There are many important situations where this assumption is untenable: for example, stochastic fluctuations are reputed to be responsible for a number of important biological phenomena, from cell differentiation to pathogen virulence. Researchers are now able to obtain accurate estimates of the number of macromolecules of a certain species within a cell, prompting a need for practical statistical tools to handle discrete data.

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Reviews and comments:

Comment1 Sakura, March 24, 2008 at 5:42 a.m.:

Its very nice. I do more understand what MPJs is. Thank you very much.

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