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Bayesian inference for hybrid discrete-continuous stochastic kinetic models

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Article number114005
<mark>Journal publication date</mark>11/2014
<mark>Journal</mark>Inverse Problems
Issue number11
Volume30
Number of pages22
Publication StatusPublished
Early online date28/10/14
<mark>Original language</mark>English

Abstract

We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process, computational cost can be prohibitive for networks of realistic size and complexity. In this paper, we consider an inference scheme based on a novel hybrid simulator that classifies reactions as either "fast" or "slow" with fast reactions evolving as a continuous Markov process whilst the remaining slow reaction occurrences are modelled through a Markov jump process with time dependent hazards. A linear noise approximation (LNA) of fast reaction dynamics is employed and slow reaction events are captured by exploiting the ability to solve the stochastic differential equation driving the LNA. This simulation procedure is used as a proposal mechanism inside a particle MCMC scheme, thus allowing Bayesian inference for the model parameters. We apply the scheme to a simple application and compare the output with an existing hybrid approach and also a scheme for performing inference for the underlying discrete stochastic model.