Stochastic reaction networks (SRNs) model stochastic effects for various applications, including intracellular chemical or biological processes and epidemiology. A typical challenge in practical problems modeled by SRNs is that only a few state variables can be dynamically observed. Given the measurement trajectories, one can estimate the conditional probability distribution of unobserved (hidden) state variables by solving a stochastic filtering problem. In this setting, the conditional distribution evolves over time according to an extensive or potentially infinite-dimensional system of coupled ordinary differential equations with jumps, known as the filtering equation. The current numerical filtering techniques, such as the Filtered Finite State Projection (DAmbrosio et al., 2022), are hindered by the curse of dimensionality, significantly affecting their computational performance. To address these limitations, we propose to use a dimensionality reduction technique based on the Markovian projection (MP), initially introduced for forward problems (Ben Hammouda et al., 2024). In this work, we explore how to adapt the existing MP approach to the filtering problem and introduce a novel version of the MP, the Filtered MP, that guarantees the consistency of the resulting estimator. The novel method combines a particle filter with reduced variance and solving the filtering equations in a low-dimensional space, exploiting the advantages of both approaches. The analysis and empirical results highlight the superior computational efficiency of projection methods compared to the existing filtered finite state projection in the large dimensional setting.

Motivated by the pressing challenges in the digital twin development for biomanufacturing systems, we introduce an adjoint sensitivity analysis (SA) approach to expedite the learning of mechanistic model parameters. In this paper, we consider enzymatic stochastic reaction networks representing a multi-scale bioprocess mechanistic model that allows us to integrate disparate data from diverse production processes and leverage the information from existing macro-kinetic and genome-scale models. To support forward prediction and backward reasoning, we develop a convergent adjoint SA algorithm studying how the perturbations of model parameters and inputs (e.g., initial state) propagate through enzymatic reaction networks and impact on output trajectory predictions. This SA can provide a sample efficient and interpretable way to assess the sensitivities between inputs and outputs accounting for their causal dependencies. Our empirical study underscores the resilience of these sensitivities and illuminates a deeper comprehension of the regulatory mechanisms behind bioprocess through sensitivities.

International Centre for Theoretical Physics Asia-Pacific, Beijing/Hangzhou, China The stochastic reaction network in which chemical species evolve through a set of reactions is widely used to model stochastic processes in physics, chemistry and biology. To characterize the evolving joint probability distribution in the state space of species counts requires solving a system of ordinary differential equations, the chemical master equation, where the size of the counting state space increases exponentially with the type of species, making it challenging to investigate the stochastic reaction network. Here, we propose a machine-learning approach using the variational autoregressive network to solve the chemical master equation. Training the autoregressive network employs the policy gradient algorithm in the reinforcement learning framework, which does not require any data simulated in prior by another method. Different from simulating single trajectories, the approach tracks the time evolution of the joint probability distribution, and supports direct sampling of configurations and computing their normalized joint probabilities. We apply the approach to representative examples in physics and biology, and demonstrate that it accurately generates the probability distribution over time. The variational autoregressive network exhibits a plasticity in representing the multimodal distribution, cooperates with the conservation law, enables time-dependent reaction rates, and is efficient for high-dimensional reaction networks with allowing a flexible upper count limit. The results suggest a general approach to investigate stochastic reaction networks based on modern machine learning. The stochastic reaction network is a standard model for stochastic processes in physics [1], chemistry [2, 3], biology [4], and ecology [5, 6]. Representative examples include the birth-death process [7], the model of spontaneous asymmetric synthesis [8], and gene regulatory networks [9].

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a method to learn a continuous-time Markov chain's transition rate functions from fully observed time series. In contrast with existing methods, our method allows for transition rates to depend nonlinearly on both state variables and external covariates. The Gillespie algorithm is used to generate trajectories of stochastic systems where propensity functions (reaction rates) are known. Our method can be viewed as the inverse: given trajectories of a stochastic reaction network, we generate estimates of the propensity functions. While previous methods used linear or log-linear methods to link transition rates to covariates, we use neural networks, increasing the capacity and potential accuracy of learned models. In the chemical context, this enables the method to learn propensity functions from non-mass-action kinetics. We test our method with synthetic data generated from a variety of systems with known transition rates. We show that our method learns these transition rates with considerably more accuracy than log-linear methods, in terms of mean absolute error between ground truth and predicted transition rates. We also demonstrate an application of our methods to open-loop control of a continuous-time Markov chain.