The setting considered in this paper concerns a discrete-time multivariate population process under Markov modulation. Our objective is to estimate the model parameters, based on periodic observations of the network population vector. These parameters relate to the arrival, routing and departure processes, but also to the (unobservable) Markovian background process. When opting for the classical likelihood-based approach, the evaluation of the likelihood is problematic. We show however, how an accurate saddlepoint approximation can be used. Numerical experiments illustrate our method and show that even under relatively complicated conditions the parameters are estimated relatively precisely.
This paper considers a continuous-time quasi birth-death (qbd) process, which informally can be seen as a birth-death process of which the parameters are modulated by an external continuous-time Markov chain. The aim is to numerically approximate the time-dependent distribution of the resulting bivariate Markov process in an accurate and efficient way. An approach based on the Erlangization principle is proposed and formally justified. Its performance is investigated and compared with two existing approaches: one based on numerical evaluation of the matrix exponential underlying the qbd process, and one based on the uniformization technique. It is shown that in many settings the approach based on Erlangization is faster than the other approaches, while still being highly accurate. In the last part of the paper, we demonstrate the use of the developed technique in the context of the evaluation of the likelihood pertaining to a time series, which can then be optimized over its parameters to obtain the maximum likelihood estimator. More specifically, through a series of examples with simulated and real-life data, we show how it can be deployed in model selection problems that involve the choice between a qbd and its non-modulated counterpart.
Background
A birth–death process of which the births follow a hypoexponential distribution with L phases and are controlled by an on/off mechanism, is a population process which we call the on/off-seq-L process. It is a suitable model for the dynamics of a population of RNA molecules in a single living cell. Motivated by this biological application, our aim is to develop a statistical method to estimate the model parameters of the on/off-seq-L process, based on observations of the population size at discrete time points, and to apply this method to real RNA data.
Methods
It is shown that the on/off-seq-L process can be seen as a quasi birth–death process, and an Erlangization technique can be used to approximate the corresponding likelihood function. An extensive simulation-based numerical study is carried out to investigate the performance of the resulting estimation method.
Results and conclusion
A statistical method is presented to find maximum likelihood estimates of the model parameters for the on/off-seq-L process. Numerical complications related to the likelihood maximization are identified and analyzed, and solutions are presented. The proposed estimation method is a highly accurate method to find the parameter estimates. Based on real RNA data, the on/off-seq-3 process emerges as the best model to describe RNA transcription.
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