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We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

The development of mechanistic models of biological systems is a central part of Systems Biology. One major task in developing these models is the inference of the correct model parameters. Due to the size of most realistic models and their…

Quantitative Methods · Quantitative Biology 2016-06-28 Jan Mikelson , Mustafa Khammash

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

This is an expository article on the score-based diffusion models, with a particular focus on the formulation via stochastic differential equations (SDE). After a gentle introduction, we discuss the two pillars in the diffusion modeling --…

Machine Learning · Computer Science 2025-07-08 Wenpin Tang , Hanyang Zhao

A possibility to use an integral operator for establishing the link between physical and structural levels of materials in modeling diffusion processes is considered. We show how to perform the transition from the stochastic description of…

Materials Science · Physics 2007-05-23 A. L. Svistkov , A. V. Ilinykh

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via…

Quantitative Methods · Quantitative Biology 2016-04-19 Daniel Wilson , Ruth E. Baker

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

Statistical Mechanics · Physics 2017-07-04 Jordan M. Horowitz

Researchers have employed stochastic simulations to determine the validity of their theoretical findings and to study analytically intractable spreading dynamics. In both cases, the correctness and efficiency of the simulation algorithm are…

Populations and Evolution · Quantitative Biology 2023-02-07 Guohao Dou

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

The use of mathematical methods for the analysis of chemical reaction systems has a very long history, and involves many types of models: deterministic versus stochastic, continuous versus discrete, and homogeneous versus spatially…

Molecular Networks · Quantitative Biology 2018-05-29 Polly Y. Yu , Gheorghe Craciun

In Bhattacharya et al. (Science Advances, 2020), a set of chemical reactions involved in the dynamics of actin waves in cells was studied. Both at the microscopic level, where the individual chemical reactions are directly modelled using…

Analysis of PDEs · Mathematics 2023-02-01 Christian Hamster , Peter van Heijster

We investigate the potential of numerical algorithms to decipher the kinetic parameters involved in multi-step chemical reactions. To this end we study a dimerization kinetics of protein as a model system. We follow the dimerization…

Biological Physics · Physics 2014-12-24 Srijeeta Talukder , Shrabani Sen , Ralf Metzler , Suman K Banik , Pinaki Chaudhury

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…

Statistics Theory · Mathematics 2016-08-16 Jaime A. Londoño

This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…

Computational Physics · Physics 2020-08-11 Zhibao Zheng

The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…

Numerical Analysis · Mathematics 2015-04-28 Romain Veltz

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of simulated models and morphologies have exceeded the capacity of any…

Quantitative Methods · Quantitative Biology 2016-10-10 Weiliang Chen , Erik De Schutter

This chapter provides a brief introduction to the theory and practice of spatial stochastic simulations. It begins with an overview of different methods available for biochemical simulations highlighting their strengths and limitations.…

Quantitative Methods · Quantitative Biology 2018-10-02 Sanjana Gupta , Jacob Czech , Robert Kuczewski , Thomas M. Bartol , Terrence J. Sejnowski , Robin E. C. Lee , James R. Faeder
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