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Variational inference for Markov jump processes

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems 20 (NIPS 2007)
EditorsJ.C. Platt, D. Koller, Y. Singer, S.T. Roweis
Pages1105-1112
Number of pages8
Publication statusPublished - 2008

Abstract

Markov jump processes play an important role in a large number of application domains. However, realistic systems are analytically intractable and they have traditionally been analysed using simulation based techniques, which do not provide a framework for statistical inference. We propose a mean field approximation to perform posterior inference and parameter estimation. The approximation allows a practical solution to the inference problem, {while still retaining a good degree of accuracy.} We illustrate our approach on two biologically motivated systems.

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