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Physical Sciences and Mathematics Commons

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University of Massachusetts Amherst

Mathematics

Sensitivity analysis

Publication Year

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Full-Text Articles in Physical Sciences and Mathematics

Parametric Sensitivity Analysis For Biochemical Reaction Networks Based On Pathwise Information Theory, Yannis Pantazis, Markos Katsoulakis, Dionisios G. Vlachos Oct 2013

Parametric Sensitivity Analysis For Biochemical Reaction Networks Based On Pathwise Information Theory, Yannis Pantazis, Markos Katsoulakis, Dionisios G. Vlachos

Markos Katsoulakis

Background: Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump stochastic processes with a large number of parameters that need to be suitably calibrated against experimental data. In this direction, the parameter sensitivity analysis of reaction networks is an essential mathematical and computational tool, yielding information regarding the robustness and the identifiability of model parameters. However, existing sensitivity analysis approaches such as variants of the finite difference method can have an overwhelming computational cost in models with a high-dimensional parameter space. …


Parametric Sensitivity Analysis For Stochastic Molecular Systems Using Information Theoretic Metrics, Anastasios Tsourtis, Yannis Pantazis, Markos Katsoulakis, Vagelis Harmandaris Jan 2013

Parametric Sensitivity Analysis For Stochastic Molecular Systems Using Information Theoretic Metrics, Anastasios Tsourtis, Yannis Pantazis, Markos Katsoulakis, Vagelis Harmandaris

Markos Katsoulakis

Background Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump stochastic processes with a large number of parameters that need to be suitably calibrated against experimental data. In this direction, the parameter sensitivity analysis of reaction networks is an essential mathematical and computational tool, yielding information regarding the robustness and the identifiability of model parameters. However, existing sensitivity analysis approaches such as variants of the finite difference method can have an overwhelming computational cost in models with a high-dimensional parameter space. …


A Relative Entropy Rate Method For Path Space Sensitivity Analysis Of Stationary Complex Stochastic Dynamics, Yannis Pantazis, Markos Katsoulakis Jan 2012

A Relative Entropy Rate Method For Path Space Sensitivity Analysis Of Stationary Complex Stochastic Dynamics, Yannis Pantazis, Markos Katsoulakis

Markos Katsoulakis

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the relative entropy rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of suitable observables in path space for the relative entropy rate and the corresponding Fisher information matrix. The stationary regime is crucial for stochastic dynamics and here allows us to address the sensitivity analysis of complex systems, including examples of processes with complex landscapes that exhibit metastability, non-reversible systems from a statistical mechanics perspective, and high-dimensional, spatially distributed models. All these systems exhibit, typically non-Gaussian stationary probability …