Weak noise approximate inference for diffusion models
author:
Andreas Ruttor,
TU Berlin
Description
The modelling of the Stochastic Kinetics of biochemical networks by stochastic differential
equations (SDE) has been successfully used as a basis for statistical inference for such
models. Since Monte Carlo based inference can be time consuming for SDEs, we suggest
a different approximate approach. The idea is that a diffusion model applies well to chemical
kinetics, when the number of molecules of each type is large. In this limit, also the number uctuations are small leading to a small diffusion term compared to the drift. This suggests
the application of a weak noise expansion.
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| Slides | |
| 0:00 | Weak noise approximate inference for diffusion models |
| 0:24 | Outline |
| 2:00 | Reactions |
| 3:47 | Lotka-Volterra process - 1 |
| 4:55 | Inference - 1 |
| 5:40 | Approximating diffusion model |
| 7:09 | Lotka-Volterra process - 2 |
| 7:35 | Inference - 2 |
| 8:43 | Inference - 3 |
| 9:54 | Weak noise approximation - 1 |
| 11:42 | Weak noise approximation - 2 |
| 12:47 | Posterior process - 1 |
| 14:26 | Posterior process - 2 |
| 17:03 | Parameter estimation - 1 |
| 18:08 | Parameter estimation - 2 |
| 18:58 | Parameter estimation - 3 |
| 19:48 | Conclusions and outlook |
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