Mingkai Yu

Mingkai Yu

Researcher in applied mathematics

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publications

State and parameter estimation from exact partial state observation in stochastic reaction networks

Published in The Journal of Chemical Physics, 2021

A novel particle filter method for state and parameter estimation in stochastic reaction networks based on exact partial state observations in continuous time.

Recommended citation: Muruhan Rathinam and Mingkai Yu, "State and parameter estimation from exact partial state observation in stochastic reaction networks," The Journal of Chemical Physics, vol. 154, no. 3, 2021, p. 034103.
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Stochastic Filtering of Reaction Networks Partially Observed in Time Snapshots

Published in Journal of Computational Physics, 2024

A new particle filtering algorithm (the targeting method) for stochastic reaction networks observed only at discrete time snapshots. Uses inhomogeneous Poisson proposals to enable exact interpolation between observations.

Recommended citation: Muruhan Rathinam and Mingkai Yu, "Stochastic Filtering of Reaction Networks Partially Observed in Time Snapshots," Journal of Computational Physics, vol. 515, 2024, p. 113265.
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