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An integrated framework for analysis of stochastic models of biochemical reactions
1. An integrated framework for analysis of stochastic
models of biochemical reactions
Michał Komorowski
Imperial College London
Theoretical Systems Biology Group
21/03/11
Michał Komorowski Stochastic biochemical reactions 21/03/11 1 / 31
2. Outline
1 Motivation: models and data
2 Modeling framework
3 Inference: examples
4 Sensitivity, Fisher Information, statistical model analysis
Michał Komorowski Stochastic biochemical reactions 21/03/11 2 / 31
22. Modelling chemical kinetics
Chemical master equation
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 7 / 31
23. Modelling chemical kinetics
Chemical master equation
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 7 / 31
24. Modelling chemical kinetics
Chemical master equation
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 7 / 31
25. Modelling chemical kinetics
Chemical master equation
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 7 / 31
26. How about inference ?
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 8 / 31
27. How about inference ?
Chemical master equation
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 8 / 31
28. How about inference ?
Chemical master equation (likelihood-free methods, e.g. ABC)
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 8 / 31
29. How about inference ?
Chemical master equation (likelihood-free methods, e.g. ABC)
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation (least squares)
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 8 / 31
30. How about inference ?
Chemical master equation (likelihood-free methods, e.g. ABC)
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation (least squares)
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation (data augmentation)
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 8 / 31
31. How about inference ?
Chemical master equation (likelihood-free methods, e.g. ABC)
l
dPt (x)
= Pt (x − S·j )fj (x − S·j ) − Pt (x)fj (x)
dt
j=1
Macroscopic rate equation (least squares)
dϕ
= S F(ϕ) F(ϕ) = (f1 (ϕ), ..., fk (ϕ))
dt
Diffusion approximation (data augmentation)
dx = S F(x)dt + S diag F(x) dW
Linear noise approximation (explicite likelihood)
x(t) = ϕ(t) + ξ(t)
dξ = S ϕ F(ϕ)ξdt + S diag F(ϕ) dW
Michał Komorowski Stochastic biochemical reactions Modelling 21/03/11 8 / 31
32. Model equations
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 9 / 31
33. Model equations
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 9 / 31
34. Model equations
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 9 / 31
35. Model equations
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 9 / 31
36. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
37. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
38. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
39. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
40. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
41. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
42. Distribution of data
Vector of measurements
xQ ≡ (xt1 , . . . , xtn ) for Q ∈ {TS, TP, DT}
time-series (TS) e.g. fluorescent microscopy
end-time-point (TP) e.g. fluorescent cytometry
deterministic (DT) e.g. population data
xQ ∼ MVN(µ(Θ), ΣQ (Θ))
µ(Θ) = (ϕ(t1 ), ..., ϕ(tn ))
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
ΣQ (Θ)(i,j) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 10 / 31
43. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
44. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
45. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
46. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
47. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
48. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
49. Advantages of the framework
Inference
Explicit likelihood
Time-series, end-time-point data
Very low computational cost, compared to other methods
Hidden variables
Measurement error
Michał Komorowski Stochastic biochemical reactions Inference 21/03/11 11 / 31
50. Hierarchical model for degradation rates: CHX
experiment
40
30
fluorescence level
20
10
0
0 2 4 6 8 10
time (h)
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 12 / 31
61. Fluorescent proteins as transcriptional reporters in
single cells
Observed fluorescence and
time-course of endogenous protein
differ
fluorescence intensity (a.u.)
200 400 600 800
GH3 rat pituitary cells with EGFP
linked to prolactin gene promoter
Trascription is triggered at the start of
the experiment
No data on mRNA level
0
0 5 10 15 20 25
Informative prior on mRNA and
time (hours)
protein degradation rate
Experiment: Claire Harper, Mike White;
Department of Biology, University of Liverpool
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 14 / 31
62. Fluorescent proteins as transcriptional reporters in
single cells
Observed fluorescence and
time-course of endogenous protein
differ
fluorescence intensity (a.u.)
200 400 600 800
GH3 rat pituitary cells with EGFP
linked to prolactin gene promoter
Trascription is triggered at the start of
the experiment
No data on mRNA level
0
0 5 10 15 20 25
Informative prior on mRNA and
time (hours)
protein degradation rate
Experiment: Claire Harper, Mike White;
Department of Biology, University of Liverpool
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 14 / 31
63. Fluorescent proteins as transcriptional reporters in
single cells
Observed fluorescence and
time-course of endogenous protein
differ
fluorescence intensity (a.u.)
200 400 600 800
GH3 rat pituitary cells with EGFP
linked to prolactin gene promoter
Trascription is triggered at the start of
the experiment
No data on mRNA level
0
0 5 10 15 20 25
Informative prior on mRNA and
time (hours)
protein degradation rate
Experiment: Claire Harper, Mike White;
Department of Biology, University of Liverpool
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 14 / 31
64. Fluorescent proteins as transcriptional reporters in
single cells
Observed fluorescence and
time-course of endogenous protein
differ
fluorescence intensity (a.u.)
200 400 600 800
GH3 rat pituitary cells with EGFP
linked to prolactin gene promoter
Trascription is triggered at the start of
the experiment
No data on mRNA level
0
0 5 10 15 20 25
Informative prior on mRNA and
time (hours)
protein degradation rate
Experiment: Claire Harper, Mike White;
Department of Biology, University of Liverpool
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 14 / 31
65. Fluorescent proteins as transcriptional reporters in
single cells
Observed fluorescence and
time-course of endogenous protein
differ
fluorescence intensity (a.u.)
200 400 600 800
GH3 rat pituitary cells with EGFP
linked to prolactin gene promoter
Trascription is triggered at the start of
the experiment
No data on mRNA level
0
0 5 10 15 20 25
Informative prior on mRNA and
time (hours)
protein degradation rate
Experiment: Claire Harper, Mike White;
Department of Biology, University of Liverpool
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 14 / 31
66. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
67. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
68. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
69. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
dr = (kr (t) − γr r)dt
dp = (kp r − γp p)dt
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
70. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
dr = (kr (t) − γr r)dt+ kr (t) + γr r dWr
dp = (kp r − γp p)dt + kp r + γp pdWp
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
71. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
dr = (kr (t) − γr r)dt+ kr (t) + γr r dWr
dp = (kp r − γp p)dt + kp r + γp pdWp
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
72. Fluorescent proteins as transcriptional reporters in
single cells
Calculating back to the transcription level
Model:
dr = (kr (t) − γr r)dt+ kr (t) + γr r dWr
dp = (kp r − γp p)dt + kp r + γp pdWp
p(obs) = λp
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 15 / 31
73. Inference results
We estimated scaling factor λ = 2.11 (1.24 - 3.56)
Translation in absolute units kp =0.46 (0.14 - 1.51)
Transcription profile in absolute units
¨
Finkenstadt B., Heron E.,Komorowski M. et al.Reconstruction of transcriptional dynamics, Bioinformatics 24, 2008
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 16 / 31
74. Inference results
We estimated scaling factor λ = 2.11 (1.24 - 3.56)
Translation in absolute units kp =0.46 (0.14 - 1.51)
Transcription profile in absolute units
¨
Finkenstadt B., Heron E.,Komorowski M. et al.Reconstruction of transcriptional dynamics, Bioinformatics 24, 2008
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 16 / 31
75. Inference results
We estimated scaling factor λ = 2.11 (1.24 - 3.56)
Translation in absolute units kp =0.46 (0.14 - 1.51)
Transcription profile in absolute units
¨
Finkenstadt B., Heron E.,Komorowski M. et al.Reconstruction of transcriptional dynamics, Bioinformatics 24, 2008
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 16 / 31
76. Sensitivity for stochastic systems: motivation
Difference in response to perturbations in parameters
Deterministic model ( DT) e.g. population average
Time-series stochastic model (TS) e.g. fluorescent microscopy
Time-point stochastic model (TP) e.g. flow cytometry
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 17 / 31
77. Sensitivity for stochastic systems: motivation
Difference in response to perturbations in parameters
Deterministic model ( DT) e.g. population average
Time-series stochastic model (TS) e.g. fluorescent microscopy
Time-point stochastic model (TP) e.g. flow cytometry
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 17 / 31
78. Sensitivity for stochastic systems: motivation
Difference in response to perturbations in parameters
Deterministic model ( DT) e.g. population average
Time-series stochastic model (TS) e.g. fluorescent microscopy
Time-point stochastic model (TP) e.g. flow cytometry
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 17 / 31
79. Sensitivity for stochastic systems: motivation
Difference in response to perturbations in parameters
Deterministic model ( DT) e.g. population average
Time-series stochastic model (TS) e.g. fluorescent microscopy
Time-point stochastic model (TP) e.g. flow cytometry
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 17 / 31
80. Implications
Sensitivity
Robustness - global sensitivity analysis
Information content of data
Optimal experimental design
Idetifiability
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 18 / 31
81. Implications
Sensitivity
Robustness - global sensitivity analysis
Information content of data
Optimal experimental design
Idetifiability
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 18 / 31
82. Implications
Sensitivity
Robustness - global sensitivity analysis
Information content of data
Optimal experimental design
Idetifiability
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 18 / 31
83. Implications
Sensitivity
Robustness - global sensitivity analysis
Information content of data
Optimal experimental design
Idetifiability
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 18 / 31
84. Implications
Sensitivity
Robustness - global sensitivity analysis
Information content of data
Optimal experimental design
Idetifiability
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 18 / 31
85. Sensitivity and Fisher Information
Classical sensitivity coefficients for an observable X and
parameter θ
∂X
∂θ
Stochastic case: observable X is drawn from a distribution ψ
2
∂ log ψ(X, θ)
I(θ) = E
∂θ
For stochastic model of chemical reactions evaluated using Monte
Carlo simulations
Can be evaluated via numerical integration of ODEs
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 19 / 31
86. Sensitivity and Fisher Information
Classical sensitivity coefficients for an observable X and
parameter θ
∂X
∂θ
Stochastic case: observable X is drawn from a distribution ψ
2
∂ log ψ(X, θ)
I(θ) = E
∂θ
For stochastic model of chemical reactions evaluated using Monte
Carlo simulations
Can be evaluated via numerical integration of ODEs
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 19 / 31
87. Sensitivity and Fisher Information
Classical sensitivity coefficients for an observable X and
parameter θ
∂X
∂θ
Stochastic case: observable X is drawn from a distribution ψ
2
∂ log ψ(X, θ)
I(θ) = E
∂θ
For stochastic model of chemical reactions evaluated using Monte
Carlo simulations
Can be evaluated via numerical integration of ODEs
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 19 / 31
88. Sensitivity and Fisher Information
Classical sensitivity coefficients for an observable X and
parameter θ
∂X
∂θ
Stochastic case: observable X is drawn from a distribution ψ
2
∂ log ψ(X, θ)
I(θ) = E
∂θ
For stochastic model of chemical reactions evaluated using Monte
Carlo simulations
Can be evaluated via numerical integration of ODEs
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 19 / 31
89. Model equations - reminder
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Fisher information
∂µ T ∂µ 1 ∂Σ −1 ∂Σ
I(θ) = Σ(θ) + trace(Σ−1 Σ )
∂θ ∂θ 2 ∂θ ∂θ
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 20 / 31
90. Model equations - reminder
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Fisher information
∂µ T ∂µ 1 ∂Σ −1 ∂Σ
I(θ) = Σ(θ) + trace(Σ−1 Σ )
∂θ ∂θ 2 ∂θ ∂θ
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 20 / 31
91. Model equations - reminder
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Fisher information
∂µ T ∂µ 1 ∂Σ −1 ∂Σ
I(θ) = Σ(θ) + trace(Σ−1 Σ )
∂θ ∂θ 2 ∂θ ∂θ
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 20 / 31
92. Model equations - reminder
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Fisher information
∂µ T ∂µ 1 ∂Σ −1 ∂Σ
I(θ) = Σ(θ) + trace(Σ−1 Σ )
∂θ ∂θ 2 ∂θ ∂θ
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 20 / 31
93. Model equations - reminder
LNA implies Gaussian distribution
x(t) ∼ MVN(ϕ(t), V(t))
Mean ϕ(t) given as s solution of the rate equation
Variances
dV(t)
= A(ϕ, Θ, t)V + VA(ϕ, Θ, t)T + E(ϕ, Θ, t)E(ϕ, Θ, t)T
dt
Covariances
cov(x(s), x(t)) = V(s)Φ(s, t)T for s ≥ t
dΦ(ti , s)
= A(ϕ, Θ, s)Φ(ti , s), Φ(ti , ti ) = I
ds
Fisher information
∂µ T ∂µ 1 ∂Σ −1 ∂Σ
I(θ) = Σ(θ) + trace(Σ−1 Σ )
∂θ ∂θ 2 ∂θ ∂θ
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 20 / 31
94. Model equations - reminder
Fisher information
∂µ T ∂µ 1 ∂Σ −1 ∂Σ
I(θ) = Σ(θ) + trace(Σ−1 Σ )
∂θ ∂θ 2 ∂θ ∂θ
Covariance matrix
V(ti ) for i = j Q ∈ {TS, TP}
σ2I for i = j Q ∈ {DT}
(i,j)
ΣQ (Θ) =
0 for i < j Q ∈ {TP, DT}
V(ti )Φ(ti , tj )T for i < j Q ∈ {TS}
Michał Komorowski Stochastic biochemical reactions Fisher Information 21/03/11 21 / 31
95. Example: expression of a gene
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 22 / 31
96. Response to parameter perturbations:
stochastic vs deterministic case
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 23 / 31
100. Response to parameter perturbations:
stochastic vs deterministic case
Influence of temporal correlations
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 24 / 31
104. Amount of information in the data
Only protein level is measured
Measurements are taken from a stationary state
# of identifiable parameters optimal sampling frequency
(non-zero eigenvalues)
Type TS TP DT
Stationary 4 2 1
Perturbation 4 4 3
Perturbation: 5-fold increased initial conditions
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 25 / 31
105. Amount of information in the data
Only protein level is measured
Measurements are taken from a stationary state
# of identifiable parameters optimal sampling frequency
(non-zero eigenvalues)
Type TS TP DT
Stationary 4 2 1
Perturbation 4 4 3
Perturbation: 5-fold increased initial conditions
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 25 / 31
106. Amount of information in the data
Only protein level is measured
Measurements are taken from a stationary state
# of identifiable parameters optimal sampling frequency
(non-zero eigenvalues)
Type TS TP DT
Stationary 4 2 1
Perturbation 4 4 3
Perturbation: 5-fold increased initial conditions
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 25 / 31
107. Amount of information in the data
Only protein level is measured
Measurements are taken from a stationary state
# of identifiable parameters optimal sampling frequency
(non-zero eigenvalues)
Type TS TP DT
Stationary 4 2 1
Perturbation 4 4 3
Perturbation: 5-fold increased initial conditions
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 25 / 31
108. Amount of information in the data
Only protein level is measured
Measurements are taken from a stationary state
# of identifiable parameters optimal sampling frequency
(non-zero eigenvalues)
Type TS TP DT
Stationary 4 2 1
Perturbation 4 4 3
Perturbation: 5-fold increased initial conditions
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 25 / 31
109. Amount of information in the data
Only protein level is measured
Measurements are taken from a stationary state
# of identifiable parameters optimal sampling frequency
(non-zero eigenvalues)
Type TS TP DT
Stationary 4 2 1
Perturbation 4 4 3
Perturbation: 5-fold increased initial conditions
Michał Komorowski Stochastic biochemical reactions Examples 21/03/11 25 / 31