Tensor-train approximation of the chemical master equation and its application for parameter inference.

In this work, we perform Bayesian inference tasks for the chemical master equation in the tensor-train format. The tensor-train approximation has been proven to be very efficient in representing high-dimensional data arising from the explicit representation of the chemical master equation solution. An additional advantage of representing the probability mass function in the tensor-train format is that parametric dependency can be easily incorporated by introducing a tensor product basis expansion in the parameter space.