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Sensitivity Analysis of Discrete Stochastic Biochemical Reaction Models

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used sensitivity analysis can be particularly challenging, as accurate finite difference computations typically require a large number of simulations for both nominal and perturbed values of the parameters. We introduce the Common Random Number (CRN) method in conjunction with Gillespie’s stochastic simulation algorithm, which exploits positive correlations between sample paths of nominal and perturbed systems. We also propose a new method called the Common Reaction Path (CRP) method, which utilizes the random time change representation of discrete state Markov processes. We demonstrate that the improved accuracy of these methods (and particularly CRP) leads to dramatic speedups in sensitivity estimation.
Type of Seminar:
Public Seminar
Prof. Mustafa Khammash
Director Center for Control, Dynamical-systems, and Computation (CCDC), University of California at Santa Barbara
Nov 06, 2009   15:15 /

ETZ E6, Gloriastrasse 35, Zurich
Contact Person:

John Lygeros
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Biographical Sketch:
Mustafa Khammash is the Director of the Center for Control, Dynamical systems, and Computations (CCDC) and a Professor of Mechanical Engineering at the University of California at Santa Barbara (UCSB). He received his B.S. degree from Texas A&M University in 1986 and his Ph.D. from Rice University in 1990, both in electrical engineering. Before joining UCSB in 2002 he was with the Electrical Engineering Department at Iowa State University. Khammash’s current research interest uses control theory for the quantitative analysis of biological networks with the goal of reverse engineering their complexity. He is also developing computational methods for the analysis of stochastic dynamics and their applications in the area of Systems Biology. Khammash is a Fellow of the IEEE and the recipient of the National Science Foundation Young Investigator Award, the Japan Society for the Promotion of Science (JSPS) Fellowship, and the ISU Foundation Early Achievement in Research and Scholarship Award.