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We present a new stochastic framework for studying ship capsize. It is a synthesis of two strands of transition state theory. The first is an extension of deterministic transition state theory to dissipative non-autonomous systems, together…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
Our objective is to sample the node set of a large unknown graph via crawling, to accurately estimate a given metric of interest. We design a random walk on an appropriately defined weighted graph that achieves high efficiency by…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
Biochemical reaction networks frequently consist of species evolving on multiple timescales. Stochastic simulations of such networks are often computationally challenging and therefore various methods have been developed to obtain sensible…
Given a state transition matrix (STM), we reinvestigate the problem of constructing the sparest input matrix with a fixed number of inputs to guarantee controllability. We give a new and simple graph theoretic characterization for the…
The study of vertex centrality measures is a key aspect of network analysis. Naturally, such centrality measures have been generalized to groups of vertices; for popular measures it was shown that the problem of finding the most central…
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…
We study a large family of graph covering problems, whose definitions rely on distances, for graphs of bounded cyclomatic number (that is, the minimum number of edges that need to be removed from the graph to destroy all cycles). These…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
The dynamic behaviour of stochastic spreading processes on a network model based on k-regular graphs is investigated. The contact process and the susceptible-infected-susceptible model for the spread of epidemics are considered as prototype…
Graphs are commonly used to model various complex systems, including social networks, power grids, transportation networks, and biological systems. In many applications, the connectivity of these networks can be expressed through the Mean…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…
Graphs are a prevalent tool in data science, as they model the inherent structure of the data. They have been used successfully in unsupervised and semi-supervised learning. Typically they are constructed either by connecting nearest…
We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of certain interacting chains in which the interaction is given…
Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement…
We study rare transitions in Markovian open quantum systems driven with Gaussian noise, applying transition path and interface sampling methods to trajectories generated by stochastic Schr\"odinger dynamics. Interface and path sampling…
Assuming a steady-state condition within a cell, metabolic fluxes satisfy an under-determined linear system of stoichiometric equations. Characterizing the space of fluxes that satisfy such equations along with given bounds (and possibly…
The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…