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Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

Domain theory has a long history of applications in theoretical computer science and mathematics. In this article, we explore the relation of domain theory to probability theory and stochastic processes. The goal is to establish a theory in…

Logic · Mathematics 2020-02-06 Michael Mislove

The modelling and analysis of biological systems has deep roots in Mathematics, specifically in the field of ordinary differential equations (ODEs). Alternative approaches based on formal calculi, often derived from process algebras or term…

Programming Languages · Computer Science 2010-11-03 Mario Coppo , Ferruccio Damiani , Maurizio Drocco , Elena Grassi , Eva Sciacca , Salvatore Spinella , Angelo Troina

We develop and implement a Bayesian approach for the estimation of the shape of a two dimensional annular domain enclosing a Stokes flow from sparse and noisy observations of the enclosed fluid. Our setup includes the case of direct…

Optimization and Control · Mathematics 2023-07-19 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

In order to obtain a stochastic model that accounts for the stochastic aspects of the dynamics of a business process, usually the following steps are taken. Given an event log, a process tree is obtained through a process discovery…

Computation and Language · Computer Science 2025-04-09 András Horváth , Paolo Ballarini , Pierre Cry

Scientific inference involves obtaining the unknown properties or behavior of a system in the light of what is known, typically, without changing the system. Here we propose an alternative to this approach: a system can be modified in a…

Statistical Mechanics · Physics 2019-03-11 Nathaniel Rupprecht , Dervis Vural

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

Speculative optimisation relies on the estimation of the probabilities that certain properties of the control flow are fulfilled. Concrete or estimated branch probabilities can be used for searching and constructing advantageous speculative…

Programming Languages · Computer Science 2013-07-18 Alessandra Di Pierro , Herbert Wiklicky

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

We propose an extension with immediate multiactions of discrete time stochastic Petri Box Calculus (dtsPBC), presented by I.V. Tarasyuk. The resulting algebra dtsiPBC is a discrete time analogue of stochastic Petri Box Calculus (sPBC) with…

Logic in Computer Science · Computer Science 2017-02-27 Igor V. Tarasyuk , Hermenegilda Macià , Valentín Valero

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical data analysis and signal processing and (ii) characterising classes of dynamical…

Chaotic Dynamics · Physics 2015-06-18 Lucas Lacasa

In this paper, we continue to explore the consistence and usability of Probability Bracket Notation (PBN) proposed in our previous articles. After a brief review of PBN with dimensional analysis, we investigate probability spaces in terms…

Probability · Mathematics 2009-10-15 Xing M. Wang

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

Markov decision processes (MDPs) are a popular model for decision-making in the presence of uncertainty. The conventional view of MDPs in verification treats them as state transformers with probabilities defined over sequences of states and…

Formal Languages and Automata Theory · Computer Science 2025-07-25 Yun Chen Tsai , Kittiphon Phalakarn , S. Akshay , Ichiro Hasuo

This article is a tutorial on Markov chain Monte Carlo simulations and their statistical analysis. The theoretical concepts are illustrated through many numerical assignments from the author's book on the subject. Computer code (in Fortran)…

Statistical Mechanics · Physics 2016-08-31 Bernd A. Berg

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

The paper introduces a simple way of recording and manipulating general stochastic processes without explicit reference to a probability measure. In the new calculus, operations traditionally presented in a measure-specific way are instead…

Mathematical Finance · Quantitative Finance 2021-04-08 Aleš Černý , Johannes Ruf
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