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We consider the problem of estimating parameter sensitivity for Markovian models of reaction networks. Sensitivity values measure the responsiveness of an output to the model parameters. They help in analyzing the network, understanding its…

Probability · Mathematics 2014-04-18 Ankit Gupta , Mustafa Khammash

We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of…

Quantitative Methods · Quantitative Biology 2012-10-16 Elizabeth Skubak Wolf , David F. Anderson

We present an efficient finite difference method for the computation of parameter sensitivities that is applicable to a wide class of continuous time Markov chain models. The estimator for the method is constructed by coupling the perturbed…

Numerical Analysis · Mathematics 2012-05-14 David F. Anderson

Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump…

Information Theory · Computer Science 2013-08-02 Yannis Pantazis , Markos A. Katsoulakis , Dionisios G. Vlachos

Parametric sensitivity analysis is a critical component in the study of mathematical models of physical systems. Due to its simplicity, finite difference methods are used extensively for this analysis in the study of stochastically modeled…

Numerical Analysis · Mathematics 2020-09-03 David F. Anderson , Chaojie Yuan

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

Stochastic models for chemical reaction networks have become very popular in recent years. For such models, the estimation of parameter sensitivities is an important and challenging problem. Sensitivity values help in analyzing the network,…

Probability · Mathematics 2013-10-08 Ankit Gupta , Mustafa Khammash

Reaction-diffusion models are widely used to study spatially-extended chemical reaction systems. In order to understand how the dynamics of a reaction-diffusion model are affected by changes in its input parameters, efficient methods for…

Quantitative Methods · Quantitative Biology 2017-03-08 Christopher Lester , Christian A. Yates , Ruth E. Baker

We consider the important problem of estimating parameter sensitivities for stochastic models of reaction networks that describe the dynamics as a continuous-time Markov process over a discrete lattice. These sensitivity values are useful…

Probability · Mathematics 2018-01-12 Ankit Gupta , Muruhan Rathinam , Mustafa Khammash

We consider the problem of estimating parameter sensitivities for stochastic models of multiscale reaction networks. These sensitivity values are important for model analysis, and, the methods that currently exist for sensitivity estimation…

Probability · Mathematics 2018-10-02 Ankit Gupta , Mustafa Khammash

In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…

Molecular Networks · Quantitative Biology 2016-02-17 Georgios Arampatzis , Markos A. Katsoulakis , Yannis Pantazis

Stochasticity is a key characteristic of intracellular processes such as gene regulation and chemical signalling. Therefore, characterising stochastic effects in biochemical systems is essential to understand the complex dynamics of living…

Molecular Networks · Quantitative Biology 2019-03-04 David J. Warne , Ruth E. Baker , Matthew J. Simpson

In this article, we investigate various numerical methods for computing scaled or logarithmic sensitivities of the form $\partial \ln y/\partial \ln x$. The methods tested include One Point, Two Point, Five Point, and the Richardson…

Quantitative Methods · Quantitative Biology 2021-10-12 Evan Yip , Herbert Sauro

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations…

Numerical Analysis · Mathematics 2014-11-19 Elizabeth Skubak Wolf , David F. Anderson

We study two specific measures of quality of chemical reaction networks, Precision and Sensitivity. The two measures arise in the study of sensory adaptation, in which the reaction network is viewed as an input-output system. Given a step…

Dynamical Systems · Mathematics 2016-01-05 Tom F. A. de Greef , Saeed Masroor , Mark A. Peletier , Rudi A. Pendavingh

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

We present a computational procedure to characterize the signs of sensitivities of steady states to parameter perturbations in chemical reaction networks.

Quantitative Methods · Quantitative Biology 2013-12-31 Eduardo D. Sontag

Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires…

Quantitative Methods · Quantitative Biology 2019-06-13 Michael Backenköhler , Luca Bortolussi , Verena Wolf

The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…

Computation · Statistics 2025-10-14 Kannon Hossain , Roger Sidje , Fahad Mostafa

The behavior of some stochastic chemical reaction networks is largely unaffected by slight inaccuracies in reaction rates. We formalize the robustness of state probabilities to reaction rate deviations, and describe a formal connection…

Computational Complexity · Computer Science 2009-01-28 David Soloveichik
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