Steady-state parameter sensitivity in stochastic modeling via trajectory reweighting.
نویسندگان
چکیده
Parameter sensitivity analysis is a powerful tool in the building and analysis of biochemical network models. For stochastic simulations, parameter sensitivity analysis can be computationally expensive, requiring multiple simulations for perturbed values of the parameters. Here, we use trajectory reweighting to derive a method for computing sensitivity coefficients in stochastic simulations without explicitly perturbing the parameter values, avoiding the need for repeated simulations. The method allows the simultaneous computation of multiple sensitivity coefficients. Our approach recovers results originally obtained by application of the Girsanov measure transform in the general theory of stochastic processes [A. Plyasunov and A. P. Arkin, J. Comput. Phys. 221, 724 (2007)]. We build on these results to show how the method can be used to compute steady-state sensitivity coefficients from a single simulation run, and we present various efficiency improvements. For models of biochemical signaling networks, the method has a particularly simple implementation. We demonstrate its application to a signaling network showing stochastic focussing and to a bistable genetic switch, and present exact results for models with linear propensity functions.
منابع مشابه
Formal approach on modeling and predicting of software system security: Stochastic petri net
To evaluate and predict component-based software security, a two-dimensional model of software security is proposed by Stochastic Petri Net in this paper. In this approach, the software security is modeled by graphical presentation ability of Petri nets, and the quantitative prediction is provided by the evaluation capability of Stochastic Petri Net and the computing power of Markov chain. Each...
متن کاملSensitivity analysis of Markov regenerative stochastic Petri nets
Sensitivity analysis, i.e., the analysis of the eflect of small variations in system parameters on the output measures can be studied b y computing the derivatives of the output measures with respect t o the parameter. This paper presents an algorithm for parametric sensitivity analysis of Markov Regenerative Stochastic Petri Nets (MRSPN). MRSPNs are a true generalization of stochastic Petri ne...
متن کاملLongest Path in Networks of Queues in the Steady-State
Due to the importance of longest path analysis in networks of queues, we develop an analytical method for computing the steady-state distribution function of longest path in acyclic networks of queues. We assume the network consists of a number of queuing systems and each one has either one or infinite servers. The distribution function of service time is assumed to be exponential or Erlang. Fu...
متن کاملSimultaneous high hydrogen content-synthesis gas production and in-situ CO2 removal via sorption-enhanced reaction process: modeling, sensitivity analysis and multi-objective optimization using NSGA-II algorithm
The main focus of this study is improvement of the steam-methane reforming (SMR) process by in-situ CO2 removal to produce high hydrogen content synthesis gas. Sorption-enhanced (SE) concept is applied to improve process performance. In the proposed structure, the solid phase CO2 adsorbents and pre-reformed gas stream are introduced to a gas-flowing solids-fixed bed reactor (GFSFBR). One dimens...
متن کاملProxels Applied to Sensitivity Analysis and Optimization of Discrete Stochastic Models
Simulation-based optimization or parameter tuning of discrete stochastic models becomes necessary, when no analytic expression for the goal function is available. Sensitivity analysis on the other hand is used to determine the required degree of detail that is needed when building a model. Both of these tasks are similar in the sense that one needs to repeatedly simulate a model with only sligh...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- The Journal of chemical physics
دوره 136 10 شماره
صفحات -
تاریخ انتشار 2012