Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations

In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate with these advanced technologies, i.e., how to estimate latent dynamic states of an intracellular multiscale stochastic reaction network from time-course measurements of fluorescent reporters. A good solution to this problem can further improve scientists' ability to extract information about intracellular systems from time-course experiments. A straightforward approach to this filtering problem is to use a particle filter where particles are generated by simulation of the full model and weighted according to observations. However, the exact simulation of the full dynamic model usually takes an impractical amount of computational time and prevents this type of particle filters from being used for real-time applications, such as transcription regulation networks. Inspired by the recent development of hybrid approximations to multiscale chemical reaction networks, we approach the filtering problem in an alternative way. We first prove that accurate solutions to the filtering problem can be constructed by solving the filtering problem for a reduced model that represents the dynamics as a hybrid process. The model reduction is based on exploiting the time-scale separations in the original network and, therefore, can greatly reduce the computational effort required to simulate the dynamics. As a result, we are able to develop efficient particle filters to solve the filtering problem for the original model by applying particle filters to the reduced model. We illustrate the accuracy and the computational efficiency of our approach using several numerical examples.