Advances in experimental and imaging techniques have allowed for unprecedented insights into the dynamical processes within individual cells. However, many facets of intracellular dynamics remain hidden, or can be measured only indirectly. This makes it challenging to reconstruct the regulatory networks that govern the biochemical processes underlying various cell functions. Current estimation techniques for inferring reaction rates frequently rely on marginalization over unobserved processes and states. Even in simple systems this approach can be computationally challenging, and can lead to large uncertainties and lack of robustness in parameter estimates. Therefore we will require alternative approaches to efficiently uncover the interactions in complex biochemical networks.