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Efficient Statistical Inference for Stochastic Reaction Processes
Citation key Ruttor:2009:ESI
Author Andreas Ruttor and Manfred Opper
Pages 230601
Year 2009
DOI 10.1103/PhysRevLett.103.230601
Journal Phys. Rev. Lett.
Volume 103
Number 23
Abstract We address the problem of estimating unknown model parameters and state variables in stochastic reaction processes when only sparse and noisy measurements are available. Using an asymptotic system size expansion for the backward equation, we derive an efficient approximation for this problem. We demonstrate the validity of our approach on model systems and generalize our method to the case when some state variables are not observed.
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