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Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

Stochastic kinetic models describe systems across biology, chemistry, and physics where discrete events and small populations render deterministic approximations inadequate. Parameter inference and inverse design in these systems require…

Computational Physics · Physics 2026-03-06 Francesco Mottes , Qian-Ze Zhu , Michael P. Brenner

We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…

Machine Learning · Computer Science 2019-11-22 Pablo Samuel Castro

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

Molecular Dynamics (MD) simulations are fundamental computational tools for the study of proteins and their free energy landscapes. However, sampling protein conformational changes through MD simulations is challenging due to the relatively…

Biomolecules · Quantitative Biology 2023-07-20 Diego E. Kleiman , Hassan Nadeem , Diwakar Shukla

Markov State Modeling has recently emerged as a key technique for analyzing rare events in thermal equilibrium molecular simulations and finding metastable states. Here we export this technique to the study of friction, where strongly…

Statistical Mechanics · Physics 2016-11-09 F. Pellegrini , F. P. Landes , A. Laio , S. Prestipino , E. Tosatti

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

We propose a numerical technique for parameter inference in Markov models of biological processes. Based on time-series data of a process we estimate the kinetic rate constants by maximizing the likelihood of the data. The computation of…

Quantitative Methods · Quantitative Biology 2011-02-15 Aleksandr Andreychenko , Linar Mikeev , David Spieler , Verena Wolf

Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to…

Biological Physics · Physics 2015-06-18 Matthew R. Perkett , Michael F. Hagan

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Determining the adsorption isotherms is an issue of significant importance in preparative chromatography. A modern technique for estimating adsorption isotherms is to solve an inverse problem so that the simulated batch separation coincides…

Applications · Statistics 2022-11-24 Jiaji Su , Zhigang Yao , Cheng Li , Ye Zhang

The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…

Probability · Mathematics 2012-03-01 David F. Anderson , Masanori Koyama

A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones (or core sets) to build Markov State Models (MSMs). If the optimized metastability…

Statistical Mechanics · Physics 2016-08-03 Enrico Guarnera , Eric Vanden-Eijnden

Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate…

Methodology · Statistics 2016-05-04 Maria DeYoreo , Athanasios Kottas

Consider the standard stochastic reaction network model where the dynamics is given by a continuous-time Markov chain over a discrete lattice. For such models, estimation of parameter sensitivities is an important problem, but the existing…

Quantitative Methods · Quantitative Biology 2019-05-01 Patrik Dürrenberger , Ankit Gupta , Mustafa Khammash

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

Statistical Mechanics · Physics 2011-03-07 Cecile Monthus

Markov state models (MSMs) are a powerful tool to analyze and coarse-grain complex dynamical data into interpretable kinetic processes. This capability is particularly important in heterogeneous catalysis, where a medley of reactants and…

Statistical Mechanics · Physics 2026-05-11 Caitlin A. McCandler , Chatipat Lorpaiboon , Timothy C. Berkelbach , Jutta Rogal

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…

Computation · Statistics 2019-12-16 Joseph Guinness , Ilse C. F. Ipsen
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