A. Angius, A. Horváth
The parameter estimation of stochastic reaction networks is often performed by applying the principle of maximum likelihood. In this paper we describe how the Expectation-Maximisation (EM) method, which is a technique for maximum likelihood estimation in case of incomplete data, can be adopted to estimate kinetic rates of reaction networks. In particular, because of the huge state space of the underlying CTMC, it is convenient to use such a variant of the EM approach, namely the Monte Carlo EM (MCEM) method, which makes use of simulation for the analysis of the model. We show that in case of mass action kinetics the application of the MCEM method results in an efficient and surprisingly simple estimation procedure. We provide examples to illustrate the characteristics of the approach and show that it is applicable in case of systems of reactions involving several species.