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arXiv 1208.0843q-bio.QMcs.NAmath.NA
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离散随机化学反应网络二阶参数灵敏度的有限差分估计方法

A finite difference method for estimating second order parameter sensitivities of discrete stochastic chemical reaction networks

University of Wisconsin, Madison(威斯康星大学麦迪逊分校)

Elizabeth Skubak Wolf, David F. Anderson

AI总结:

提出一种耦合扰动过程的有限差分方法,以低方差高效估计离散随机化学反应网络期望的二阶参数导数,降低计算复杂度。

摘要:

我们提出了一种高效的有限差分方法,用于近似离散随机化学反应网络期望关于系统参数的二阶导数。该方法通过耦合扰动过程,比现有方法获得更低的方差,从而大幅降低解决给定问题所需的计算复杂度。此外,该方法易于实现,也适用于任何使用连续时间马尔可夫链建模动态的场景,例如群体过程。我们预计新方法在需要海森矩阵信息的优化算法中将会很有用。

英文摘要:

We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of the perturbed processes that yields a much lower variance than existing methods, thereby drastically lowering the computational complexity required to solve a given problem. Further, the method is simple to implement and will also prove useful in any setting in which continuous time Markov chains are used to model dynamics, such as population processes. We expect the new method to be useful in the context of optimization algorithms that require knowledge of the Hessian.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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