An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

DOI10.1080/07362994.2015.1116396zbMath1347.60106arXiv1504.04155OpenAlexW1943592177MaRDI QIDQ2804510

Christian Bayer, Raúl Tempone, Pedro Vilanova, Alvaro Moraes

Publication date: 29 April 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.04155

zbMATH Keywords

stochastic reaction networksMonte Carlo expectation-maximization algorithmcontinous-time Markov chainsforward-reverse algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27) Systems biology, networks (92C42)

Related Items

Learning-based importance sampling via stochastic optimal control for stochastic reaction networks ⋮ Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis

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