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Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

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

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Numerical Analysis · Mathematics 2024-02-13 Paweł Przybyłowicz

Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the…

Quantitative Methods · Quantitative Biology 2016-09-28 Margaritis Voliotis , Philipp Thomas , Ramon Grima , Clive G. Bowsher

Exploiting the information provided by the molecular noise of a biological process has proven to be valuable in extracting knowledge about the underlying kinetic parameters and sources of variability from single cell measurements. However,…

Quantitative Methods · Quantitative Biology 2013-08-30 Jakob Ruess , Andreas Milias-Argeitis , John Lygeros

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

In the following paper we consider a simulation technique for stochastic trees. One of the most important areas in computational genetics is the calculation and subsequent maximization of the likelihood function associated to such models.…

Computation · Statistics 2015-05-20 Ajay Jasra , Maria De Iorio , Marc Chadeau-Hyam

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

In a stochastic reaction network setting we consider the problem of tracking the fate of individual molecules. We show that using the classical large volume limit results, we may approximate the dynamics of a single tracked molecule in a…

Probability · Mathematics 2023-01-05 Daniele Cappelletti , Grzegorz A. Rempala

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Tim Brüdigam

Interactions between genes and gene products give rise to complex circuits that enable cells to process information and respond to external signals. Theoretical studies often describe these interactions using continuous, stochastic, or…

Molecular Networks · Quantitative Biology 2007-05-23 Madalena Chaves , Reka Albert , Eduardo D. Sontag

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Regulatory gene networks contain generic modules like those involving feedback loops, which are essential for the regulation of many biological functions. We consider a class of self-regulated genes which are the building blocks of many…

Subcellular Processes · Quantitative Biology 2008-10-02 Thomas Fournier , Jean-Pierre Gabriel , Christian Mazza , Jerome Pasquier , Jose Galbete , Nicolas Mermod

Cellular signaling networks have evolved to cope with intrinsic fluctuations, coming from the small numbers of constituents, and the environmental noise. Stochastic chemical kinetics equations govern the way biochemical networks process…

Quantitative Methods · Quantitative Biology 2009-11-13 Yueheng Lan , Peter G. Wolynes , Garegin A. Papoian

Biochemical reaction networks are subjected to large fluctuations attributable to small molecule numbers, yet underlie reliable biological functions. Most theoretical approaches describe them as purely deterministic or stochastic dynamical…

Molecular Networks · Quantitative Biology 2013-06-11 Jingkui Wang , Marc Lefranc , Quentin Thommen

Understanding how stochastic gene expression is regulated in biological systems using snapshots of single-cell transcripts requires state-of-the-art methods of computational analysis and statistical inference. A Bayesian approach to…

Quantitative Methods · Quantitative Biology 2018-12-10 Yen Ting Lin , Nicolas E. Buchler

Stochastic models of chemical reaction networks are an important tool to describe and analyze noise effects in cell biology. When chemical species and reaction rates in a reaction system have different orders of magnitude, the associated…

Probability · Mathematics 2020-09-15 German Enciso , Jinsu Kim

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros