Maximum-entropy moment-closure for stochastic systems on networks

Reference:

Rogers, T., 2011. Maximum-entropy moment-closure for stochastic systems on networks. Journal of Statistical Mechanics-Theory and Experiment, 2011 (May), P05007.

Related documents:

Official URL:

http://dx.doi.org/10.1088/1742-5468/2011/05/P05007

Related URLs:

• http://arxiv.org/abs/1103.4980

Abstract

Moment-closure methods are popular tools to simplify 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 maximisation of entropy, which is motivated, derived and implemented in this article. A series of numerical experiments are also presented, detailing the application of the method to the Susceptible-Infective-Recovered model of epidemics, as well as cautionary examples showing the sensitivity of moment-closure techniques in general.

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