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A finite state projection method for steady-state sensitivity analysis of stochastic reaction networks

Dürrenberger, Patrik; Gupta, Ankit; Khammash, Mustafa

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  <dc:creator>Dürrenberger, Patrik</dc:creator>
  <dc:creator>Gupta, Ankit</dc:creator>
  <dc:creator>Khammash, Mustafa</dc:creator>

Consider the standard stochastic reaction network model where the dynamics is given by a continuous-time Markov chain over a discrete lattice. For such models, estimation of parameter sensitivities is an important problem, but the existing computational approaches to solve this problem usually require time-consuming Monte Carlo simulations of the reaction dynamics. Therefore, these simulation-based approaches can only be expected to work over finite time-intervals, while it is often of interest in applications to examine the sensitivity values at the steady-state after the Markov chain has relaxed to its stationary distribution. The aim of this paper is to present a computational method for the estimation of steady-state parameter sensitivities, which instead of using simulations relies on the recently developed stationary finite state projectionalgorithm [Gupta et al., J. Chem. Phys. 147, 154101 (2017)] that provides an accurate estimate of the stationary distribution at a fixed set of parameters. We show that sensitivity values at these parameters can be estimated from the solution of a Poisson equation associated with the infinitesimal generator of the Markov chain. We develop an approach to numerically solve the Poisson equation, and this yields an efficient estimator for steady-state parameter sensitivities. We illustrate this method using several examples.</dc:description>
  <dc:source>The Journal of Chemical Physics 150(13)</dc:source>
  <dc:title>A finite state projection method for steady-state sensitivity analysis of stochastic reaction networks</dc:title>
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