Moment closure based parameter inference of stochastic kinetic models

  • Authors:
  • Peter Milner;Colin S. Gillespie;Darren J. Wilkinson

  • Affiliations:
  • Newcastle University, Newcastle upon Tyne, UK;Newcastle University, Newcastle upon Tyne, UK;Newcastle University, Newcastle upon Tyne, UK

  • Venue:
  • Statistics and Computing
  • Year:
  • 2013

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Abstract

Parameter inference for stochastic kinetic models is a topic that spans many disciplines. Although it is possible to carry out exact inference using partial observations of a stochastic process, it is often computationally impractical. In this paper we use the moment closure approximation of the underlying stochastic process as a fast approximation of the likelihood. We show that this approximation is fast and accurate, even when the population numbers are small.