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Efficient Steady State Analysis of Multimodal Markov Chains

机译:多峰马尔可夫链的有效稳态分析

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We consider the problem of computing the steady state distribution of Markov chains describing cellular processes. Our main contribution is a numerical algorithm that approximates the steady state distribution in the presence of multiple modes. This method tackles two problems that occur during the analysis of systems with multimodal distributions: stiffness preventing fast convergence of iterative methods and largeness of the state space leading to excessive memory requirements and prohibiting direct solutions. We use drift arguments to locate the relevant parts of the state space, that is, parts containing 1-e of the steady state probability. In order to separate the widely varying time scales of the model we apply stochastic complementation techniques. The memory requirements of our method are low because we exploit accurate approximations based on inexact matrix vector multiplications. We test the performance of our method on two challenging examples from biology.
机译:我们考虑计算描述细胞过程的马尔可夫链的稳态分布的问题。我们的主要贡献是一种数值算法,可以在多种模式下近似稳态分布。此方法解决了在分析具有多峰分布的系统时发生的两个问题:刚性阻止了迭代方法的快速收敛,状态空间过大导致了过多的内存需求,并禁止了直接解决方案。我们使用漂移参数来定位状态空间的相关部分,即包含稳态概率1-e的部分。为了分离模型的广泛变化的时间尺度,我们应用了随机互补技术。我们的方法对内存的要求很低,因为我们基于不精确的矩阵矢量乘法来利用精确的近似值。我们在生物学上两个具有挑战性的例子中测试了我们方法的性能。

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