1. Efficient Low-Order Approximation of First-Passage Time Distributions.
- Author
-
Schnoerr, David, Cseke, Botond, Grima, Ramon, and Sanguinetti, Guido
- Subjects
- *
BAYESIAN analysis , *TRIMERIZATION , *STOCHASTIC processes - Abstract
We consider the problem of computing first-passage time distributions for reaction processes modeled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem for an auxiliary observation process. The solution can be approximated efficiently by solving a closed set of coupled ordinary differential equations (for the low-order moments of the process) whose size scales with the number of species. We apply it to an epidemic model and a trimerization process and show good agreement with stochastic simulations. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF