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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Scalable algorithms for Markov process parameter inference

## Scalable algorithms for Markov process parameter inferenceAdd to your list(s) Download to your calendar using vCal - Darren Wilkinson (Newcastle University)
- Friday 08 April 2016, 09:45-10:30
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact INI IT. SDBW03 - Advances in numerical and analytic approaches for the study of non-spatial stochastic dynamical systems in molecular biology Inferring the parameters of continuous-time Markov process models using partial discrete-time observations is an important practical problem in many fields of scientific research. Such models are very often “intractable”, in the sense that the transition kernel of the process cannot be described in closed form, and is difficult to approximate well. Nevertheless, it is often possible to forward simulate realisations of trajectories of the process using stochastic simulation. There have been a number of recent developments in the literature relevant to the parameter estimation problem, involving a mixture of approximate, sequential and Markov chain Monte Carlo methods. This talk will compare some of the different “likelihood free” algorithms that have been proposed, including sequential ABC and particle marginal Metropolis Hastings, paying particular attention to how well they scale with model complexity. Emphasis will be placed on the problem of Bayesian pa rameter inference for the rate constants of stochastic biochemical network models, using noisy, partial high-resolution time course data. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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