Open Access
2014 Sensitivity analysis for stochastic chemical reaction networks with multiple time-scales
Ankit Gupta, Mustafa Khammash
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Electron. J. Probab. 19: 1-53 (2014). DOI: 10.1214/EJP.v19-3246


Stochastic models for chemical reaction networks have become very popular in recent years. For such models, the estimation of parameter sensitivities is an important and challenging problem. Sensitivity values help in analyzing the network, understanding its robustness properties and also in identifying the key reactions for a given outcome. Most of the methods that exist in the literature for the estimation of parameter sensitivities, rely on Monte Carlo simulations using Gillespie's stochastic simulation algorithm or its variants. It is well-known that such simulation methods can be prohibitively expensive when the network contains reactions firing at different time-scales, which is a feature of many important biochemical networks. For such networks, it is often possible to exploit the time-scale separation and approximately capture the original dynamics by simulating a "reduced" model, which is obtained by eliminating the fast reactions in a certain way. The aim of this paper is to tie these model reduction techniques with sensitivity analysis. We prove that under some conditions, the sensitivity values for the reduced model can be used to approximately recover the sensitivity values for the original model. Through an example we illustrate how our result can help in sharply reducing the computational costs for the estimation of parameter sensitivities for reaction networks with multiple time-scales. To prove our result, we use coupling arguments based on the random time change representation of Kurtz. We also exploit certain connections between the distributions of the occupation times of Markov chains and multi-dimensional wave equations.


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Ankit Gupta. Mustafa Khammash. "Sensitivity analysis for stochastic chemical reaction networks with multiple time-scales." Electron. J. Probab. 19 1 - 53, 2014.


Accepted: 5 July 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1327.60137
MathSciNet: MR3238779
Digital Object Identifier: 10.1214/EJP.v19-3246

Primary: 60J10
Secondary: 60H35 , 60J22 , 60J27 , 65C05

Keywords: Chemical reaction network , coupling , multiscale network , parameter sensitivity , Random time change , reduced models , time-scale separation

Vol.19 • 2014
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