%0 Journal Article %1 Rogers2011 %A Rogers, Tim %D 2011 %I IOP Publishing %J J. Stat. Mech. %K approximation graphs maximum-entropy moment-closure networks pair-approximation %N 05 %P P05007 %R 10.1088/1742-5468/2011/05/P05007 %T Maximum-entropy moment-closure for stochastic systems on networks %V 2011 %X 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.

@article{Rogers2011, abstract = {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.}, added-at = {2011-05-10T16:25:22.000+0200}, author = {Rogers, Tim}, biburl = {https://www.bibsonomy.org/bibtex/27bac877216c9ff7de01c439471d890ba/rincedd}, doi = {10.1088/1742-5468/2011/05/P05007}, file = {Rogers2011 - Maximum-entropy moment-closure for stochastic systems on networks.pdf:Contact Processes/Rogers2011 - Maximum-entropy moment-closure for stochastic systems on networks.pdf:PDF}, groups = {public}, interhash = {2b55322641439936329ca524531cb7b5}, intrahash = {a44426432c72815ae1a9f283471063ef}, journal = {J. Stat. Mech.}, keywords = {approximation graphs maximum-entropy moment-closure networks pair-approximation}, number = 05, pages = {P05007}, publisher = {IOP Publishing}, timestamp = {2011-05-10T16:39:26.000+0200}, title = {Maximum-entropy moment-closure for stochastic systems on networks}, username = {rincedd}, volume = 2011, year = 2011 }