Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

Estimation of the infinitesimal generator by square-root approximation

In recent years, for the analysis of molecular processes, the estimation of time-scales and transition rates has become fundamental. Estimating the transition rates between molecular conformations is-from a mathematical point of view-an invariant subspace projection problem. We present a method to project the infinitesimal generator acting on function space to a low-dimensional rate matrix. This projection can be performed in two steps. First, we discretize the conformational space in a Voronoi tessellation, then the transition rates between adjacent cells is approximated by the geometric average of the Boltzmann weights of the Voronoi cells. This method demonstrates that there is a direct relation between the potential energy surface of molecular structures and the transition rates of conformational changes. We will show also that this approximation is correct and converges to the generator of the Smoluchowski equation in the limit of infinitely small Voronoi cells. We present results for a two dimensional diffusion process and alanine dipeptide as a high-dimensional system.

Sensitivity estimation for stochastic models of biochemical reaction networks in the presence of extrinsic variability

Determining the sensitivity of certain system states or outputs to variations in parameters facilitates our understanding of the inner working of that system and is an essential design tool for the de novo construction of robust systems. In cell biology, the output of interest is often the response of a certain reaction network to some input (e.g., stressors or nutrients) and one aims to quantify the sensitivity of this response in the presence of parameter heterogeneity. We argue that for such applications, parametric sensitivities in their standard form do not paint a complete picture of a system's robustness since one assumes that all cells in the population have the same parameters and are perturbed in the same way. Here, we consider stochasticreaction networks in which the parameters are randomly distributed over the population and propose a new sensitivity index that captures the robustness of system outputs upon changes in the characteristics of the parameter distribution, rather than the parameters themselves. Subsequently, we make use of Girsanov's likelihood ratio method to construct a Monte Carlo estimator of this sensitivity index. However, it turns out that this estimator has an exceedingly large variance. To overcome this problem, we propose a novel estimation algorithm that makes use of a marginalization of the path distribution of stochasticreaction networks and leads to Rao-Blackwellized estimators with reduced variance.