Fast Adaptive Uniformization of the Chemical Master Equation
- Speaker
Verena Wolf
, Saarland University
- Date and Time
Wednesday, February 17th, 2010 at 13.30
- Location
Polacksbaken, room 1145
- Abstract
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Within systems biology there is an increasing interest in the stochastic behavior of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous-time Markov chain (CTMC).
The uniformization technique is an efficient method to compute probability distributions if the number of states of the CTMC is manageable. However, the size of a CTMC that represents a biochemical reaction network is usually far beyond what is feasible.
In this talk I will present an on-the-fly variant of uniformization, which improves the original algorithm at the cost of a small approximation error. The main idea is to restrict the analysis to subsets of states that are significant during certain time intervals. By means of several examples, I will show that our approach is particularly well-suited for biochemical reaction networks.