2011
DOI: 10.1063/1.3654135
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Moment estimation for chemically reacting systems by extended Kalman filtering

Abstract: In stochastic models of chemically reacting systems that contain bimolecular reactions, the dynamics of the moments of order up to n of the species populations do not form a closed system, in the sense that their time-derivatives depend on moments of order n + 1. To close the dynamics, the moments of order n + 1 are generally approximated by nonlinear functions of the lower order moments. If the molecule counts of some of the species have a high probability of becoming zero, such approximations may lead to imp… Show more

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Cited by 39 publications
(41 citation statements)
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“…Alternative methods set out to reduce the computational burden by tracking only low-order moments instead of the whole probability distribution. A standard scheme in this class is moment closure, which provides a means to capture the stochasticity of reactions while leveraging the scalability of ordinary differential equation models (18)(19)(20).Here we introduce a moment-based inference scheme for calibrating stochastic models with heterogeneous single-cell measurements. We show how by extending the method of moment closure by conditional moment equations one can properly account for extrinsic factors.…”
mentioning
confidence: 99%
See 1 more Smart Citation
“…Alternative methods set out to reduce the computational burden by tracking only low-order moments instead of the whole probability distribution. A standard scheme in this class is moment closure, which provides a means to capture the stochasticity of reactions while leveraging the scalability of ordinary differential equation models (18)(19)(20).Here we introduce a moment-based inference scheme for calibrating stochastic models with heterogeneous single-cell measurements. We show how by extending the method of moment closure by conditional moment equations one can properly account for extrinsic factors.…”
mentioning
confidence: 99%
“…Alternative methods set out to reduce the computational burden by tracking only low-order moments instead of the whole probability distribution. A standard scheme in this class is moment closure, which provides a means to capture the stochasticity of reactions while leveraging the scalability of ordinary differential equation models (18)(19)(20).…”
mentioning
confidence: 99%
“…(34) and (35)] with estimated values derived from available data or from sampling the master equation using Monte Carlo (Chevalier and El-Samad, 2011;Ruess et al, 2011). A technique proposed by Ruess et al (2011) employs a small number of Monte Carlo samples to obtain crude estimates of the higher-order moments. The resulting estimates are interpreted as noisy measurements of the true moment values and an extended Kalman filtering approach is then used to obtain more accurate estimates of these values.…”
Section: Moment Approximationmentioning
confidence: 99%
“…Specifically, in these applications interacting molecules play the role of interacting individuals (Balazsi et al, 2011;Goutsias and Jenkinson, 2013;Neuert et al, 2013). These developments have stimulated research on new methods for analyzing IBMs (see, e.g., Munsky and Khammash, 2006;Wolf et al, 2010;Ruess et al, 2011, which opened the path for using larger and more complicated models that are more suitable to represent the complex systems encountered in applications. As a consequence of these new modeling capabilities, problems that were for a long time solvable only using PLMs can now be analyzed (and hence receive renewed interest) in the context of IBMs.…”
Section: Introductionmentioning
confidence: 99%