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Statistical Applications in Genetics and Molecular Biology

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Volume 14, Issue 2


Volume 10 (2011)

Volume 9 (2010)

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Volume 1 (2002)

Bayesian inference for Markov jump processes with informative observations

Andrew Golightly / Darren J. Wilkinson
Published Online: 2015-01-15 | DOI: https://doi.org/10.1515/sagmb-2014-0070


In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is straightforward, Bayesian inference typically proceeds through computationally intensive methods such as (particle) MCMC. Such methods ostensibly require the ability to simulate trajectories from the conditioned jump process. When observations are highly informative, use of the forward simulator is likely to be inefficient and may even preclude an exact (simulation based) analysis. We therefore propose three methods for improving the efficiency of simulating conditioned jump processes. A conditioned hazard is derived based on an approximation to the jump process, and used to generate end-point conditioned trajectories for use inside an importance sampling algorithm. We also adapt a recently proposed sequential Monte Carlo scheme to our problem. Essentially, trajectories are reweighted at a set of intermediate time points, with more weight assigned to trajectories that are consistent with the next observation. We consider two implementations of this approach, based on two continuous approximations of the MJP. We compare these constructs for a simple tractable jump process before using them to perform inference for a Lotka-Volterra system. The best performing construct is used to infer the parameters governing a simple model of motility regulation in Bacillus subtilis.

Keywords: chemical Langevin equation (CLE); linear noise approximation (LNA); Markov jump process (MJP); particle marginal Metropolis-Hastings (PMMH); sequential Monte Carlo (SMC); stochastic kinetic model (SKM)


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About the article

Corresponding author: Andrew Golightly, School of Mathematics and Statistics, Newcastle University, Herschel Building, Newcastle-Upon-Tyne, NE1 7RU, UK, e-mail:

Published Online: 2015-01-15

Published in Print: 2015-04-01

Citation Information: Statistical Applications in Genetics and Molecular Biology, Volume 14, Issue 2, Pages 169–188, ISSN (Online) 1544-6115, ISSN (Print) 2194-6302, DOI: https://doi.org/10.1515/sagmb-2014-0070.

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