Preconditioned Bayesian Regression for Stochastic Chemical Kinetics

被引:15
作者
Alexanderian, Alen [1 ]
Rizzi, Francesco [2 ]
Rathinam, Muruhan [3 ]
Le Maitre, Olivier P. [4 ]
Knio, Omar M. [2 ]
机构
[1] Univ Texas Austin, Inst Computat Engn & Sci, Austin, TX 78712 USA
[2] Duke Univ, Dept Mech Engn & Mat Sci, Durham, NC 27708 USA
[3] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21250 USA
[4] LIMSI CNRS, F-91403 Orsay, France
关键词
Polynomial chaos; Bayesian regression; Preconditioner; Stochastic simulation algorithm; Chemical kinetics; POLYNOMIAL CHAOS EXPANSION; UNCERTAINTY QUANTIFICATION; SENSITIVITY-ANALYSIS; SIMULATION; INTEGRATION; INFERENCE; DYNAMICS; SCHEME;
D O I
10.1007/s10915-013-9745-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We develop a preconditioned Bayesian regression method that enables sparse polynomial chaos representations of noisy outputs for stochastic chemical systems with uncertain reaction rates. The approach is based on the definition of an appropriate multiscale transformation of the state variables coupled with a Bayesian regression formalism. This enables efficient and robust recovery of both the transient dynamics and the corresponding noise levels. Implementation of the present approach is illustrated through applications to a stochastic Michaelis-Menten dynamics and a higher dimensional example involving a genetic positive feedback loop. In all cases, a stochastic simulation algorithm (SSA) is used to compute the system dynamics. Numerical experiments show that Bayesian preconditioning algorithms can simultaneously accommodate large noise levels and large variability with uncertain parameters, and that robust estimates can be obtained with a small number of SSA realizations.
引用
收藏
页码:592 / 626
页数:35
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