Exploring behaviors of SDE models of biological systems using change of measures Conference

Jha, SK, Langmead, CJ. (2011). Exploring behaviors of SDE models of biological systems using change of measures . 111-116. 10.1109/ICCABS.2011.5729862

cited authors

  • Jha, SK; Langmead, CJ

authors

abstract

  • We introduce a method for solving the following problem: given a Stochastic Differential Equation (SDE) model describing the dynamics of a biological system, algorithmically decide whether the model satisfies a given high-level behavioral specification. Our proposed solution uses a combination of Bayesian statistical hypothesis testing, Girsanov's theorem for change of measures, and independent but non-identically distributed (i.i.d.) sampling algorithms. Our use of non-i.i.d. sampling contributes to the state of the art in statistical verification of stochastic systems by providing an effective means for exposing rare events, while retaining the ability to compute bounds on the probability that those events occur. © 2011 IEEE.

publication date

  • April 14, 2011

Digital Object Identifier (DOI)

International Standard Book Number (ISBN) 13

start page

  • 111

end page

  • 116