论文标题

路径权重采样:随机轨迹之间的互信息的精确蒙特卡洛计算

Path Weight Sampling: Exact Monte Carlo Computation of the Mutual Information between Stochastic Trajectories

论文作者

Reinhardt, Manuel, Tkačik, Gašper, Wolde, Pieter Rein ten

论文摘要

大多数天然和工程的信息处理系统通过随时间变化的信号传输信息。计算这些信号的时间特征中的信息传输速率或所编码的信息,需要在输入信号和输出信号之间作为时间的函数,即输入和输出轨迹之间的相互信息。然而,由于轨迹空间的高维质,这是很困难的,并且所有现有的技术都需要近似。我们提出了一种称为路径权重采样(PWS)的精确蒙特卡洛技术,该技术首次可以为任何由主方程描述的随机系统计算输入和输出轨迹之间的相互信息。主要思想是使用主方程来评估给定输入轨迹的单个输出轨迹的确切条件概率,并通过轨迹空间中的Monte Carlo采样平均进行平均以获取相互信息。我们提出了三种PWS的变体,这些变体都使用标准随机模拟算法生成轨迹。虽然直接PWS是一种蛮力方法,但Rosenbluth-Rosenbluth PWS利用了信号轨迹采样和聚合物采样之间的类比,而热力学整合PWS基于可逆的工作计算计算轨迹空间。 PW还可以使具有隐藏内部状态的系统以及具有从输出到输入的反馈的系统之间计算输入和输出轨迹之间的共同信息。通过182个耦合化学反应组成的细菌趋化系统将PW应用于细菌趋化系统,不仅证明了该方案高效,而且还表明受体簇的数量比迄今为止所相信的小得多,而其大小则大得多。

Most natural and engineered information-processing systems transmit information via signals that vary in time. Computing the information transmission rate or the information encoded in the temporal characteristics of these signals, requires the mutual information between the input and output signals as a function of time, i.e. between the input and output trajectories. Yet, this is notoriously difficult because of the high-dimensional nature of the trajectory space, and all existing techniques require approximations. We present an exact Monte Carlo technique called Path Weight Sampling (PWS) that, for the first time, makes it possible to compute the mutual information between input and output trajectories for any stochastic system that is described by a master equation. The principal idea is to use the master equation to evaluate the exact conditional probability of an individual output trajectory for a given input trajectory, and average this via Monte Carlo sampling in trajectory space to obtain the mutual information. We present three variants of PWS, which all generate the trajectories using the standard stochastic simulation algorithm. While Direct PWS is a brute-force method, Rosenbluth-Rosenbluth PWS exploits the analogy between signal trajectory sampling and polymer sampling, and Thermodynamic Integration PWS is based on a reversible work calculation in trajectory space. PWS also makes it possible to compute the mutual information between input and output trajectories for systems with hidden internal states as well as systems with feedback from output to input. Applying PWS to the bacterial chemotaxis system, consisting of 182 coupled chemical reactions, demonstrates not only that the scheme is highly efficient, but also that the number of receptor clusters is much smaller than hitherto believed, while their size is much larger.

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