Maximum-entropy moment-closure for stochastic systems on networks

Moment-closure methods are popular tools for simplifying the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower dimensional distributions. Whilst undoubtedly useful, several such methods suffer from issues of non-uniqueness and inconsistency. These problems are solved by an approach based on the maximization of entropy, which is motivated, derived and implemented in this paper. A series of numerical experiments are also presented, detailing the application of the method to the susceptible–infected–recovered model of epidemics, as well as cautionary examples showing the sensitivity of moment-closure techniques in general.

• Publication year

  2011

• Venue

  Journal of Statistical Mechanics: Theory and Experiment

• Publication date

  2011-03-25

• Fields of study

  Biology, Mathematics, Physics, Computer Science

• Identifiers
  DOI 10.1088/1742-5468/2011/05/P05007arXiv 1103.4980
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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