Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks
Georgios Arampatzis, Markos A. Katsoulakis, Yannis Pantazis

TL;DR
This paper introduces a two-step sensitivity analysis method for high-dimensional stochastic reaction networks, combining Fisher Information Matrix-based screening with finite-difference gradient estimation to efficiently identify sensitive parameters and accelerate computations.
Contribution
The paper presents a novel combined sensitivity analysis strategy that leverages Fisher Information and variance reduction techniques for faster parameter screening in complex stochastic systems.
Findings
Efficiently identifies insensitive parameters in high-dimensional networks.
Achieves several-fold speedup over existing methods.
Accurately estimates sensitivities of remaining parameters.
Abstract
In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out…
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