Statistically testing the validity of analytical and computational approximations to the chemical master equation

Abstract

The master equation is used extensively to model chemical reaction systems with stochastic dynamics. However, and despite its phenomenological simplicity, it is not in general possible to compute the solution of this equation. Drawing exact samples from the master equation is possible, but can be computationally demanding, especially when estimating high-order statistical summaries or joint probability distributions. As a consequence, one often relies on analytical approximations to the solution of the master equation or on computational techniques that draw approximative samples from this equation. Unfortunately, it is not in general possible to check whether a particular approximation scheme is valid. The main objective of this paper is to develop an effective methodology to address this problem based on statistical hypothesis testing. By drawing a moderate number of samples from the master equation, the proposed techniques use the well-known Kolmogorov-Smirnov statistic to reject the validity of a given approximation method or accept it with a certain level of confidence. Our approach is general enough to deal with any master equation and can be used to test the validity of any analytical approximation method or any approximative sampling technique of interest. A number of examples, based on the Schlögl model of chemistry and the SIR model of epidemiology, clearly illustrate the effectiveness and potential of the proposed statistical framework. © 2013 AIP Publishing LLC.