Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing
نویسندگان
چکیده
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, and sampling-based alternatives are computationally intensive, requiring a large integration step to impute over all possible hidden events. Recent work has successfully applied generating function techniques to computing transition probabilities for linear multitype branching processes. While these techniques often require significantly fewer computations than matrix exponentiation, they also become prohibitive in applications with large populations. We propose a compressed sensing framework that significantly accelerates the generating function method, decreasing computational cost up to a logarithmic factor by only assuming the probability mass of transitions is sparse. We demonstrate accurate and efficient transition probability computations in branching process models for hematopoiesis and transposable element evolution.
منابع مشابه
Supplementary Material: Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing
متن کامل
Effcient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, an...
متن کاملA Block-Wise random sampling approach: Compressed sensing problem
The focus of this paper is to consider the compressed sensing problem. It is stated that the compressed sensing theory, under certain conditions, helps relax the Nyquist sampling theory and takes smaller samples. One of the important tasks in this theory is to carefully design measurement matrix (sampling operator). Most existing methods in the literature attempt to optimize a randomly initiali...
متن کاملBirth(death)/birth-death processes and their computable transition probabilities with statistical applications
Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for evaluating finite-time transition probabilities of bivariate processes, however, has restricted statistical inference in these models. Researchers rely on computation...
متن کاملBirth/birth-death processes and their computable transition probabilities with biological applications.
Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for evaluating finite-time transition probabilities of bivariate processes, however, has restricted statistical inference in these models. Researchers rely on computation...
متن کامل