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In this work, we perform Bayesian inference tasks for the chemical master equation in the tensor-train format. The tensor-train approximation has been proven to be very efficient in representing high dimensional data arising from the…

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

We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…

Optimization and Control · Mathematics 2024-12-10 Stefania Bellavia , Greta Malaspina , Benedetta Morini

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

Computation · Statistics 2023-08-30 Tabea Rebafka , Estelle Kuhn , Catherine Matias

Astrochemical simulations are a powerful tool for revealing chemical evolution in the interstellar medium. Astrochemical calculations require efficient processing of large matrices for the chemical networks. The large chemical reaction…

Instrumentation and Methods for Astrophysics · Physics 2023-12-11 Kazutaka Motoyama , Ruben Krasnopolsky , Hsien Shang , Kento Aida , Eisaku Sakane

Since gene regulatory systems contain sometimes only a small number of molecules, these systems are not described well by macroscopic rate equations; a master equation approach is needed for such cases. We develop an approximation scheme…

Biological Physics · Physics 2015-05-20 Jun Ohkubo

It is increasingly realized that taking stochastic effects into account is important in order to study biological cells. However, the corresponding mathematical formulation, the chemical master equation (CME), suffers from the curse of…

Numerical Analysis · Mathematics 2023-09-18 Lukas Einkemmer , Julian Mangott , Martina Prugger

Enhanced sampling algorithms have emerged as powerful methods to extend the utility of molecular dynamics simulations and allow the sampling of larger portions of the configuration space of complex systems in a given amount of simulation…

Statistical Mechanics · Physics 2022-12-19 Jérôme Hénin , Tony Lelièvre , Michael R. Shirts , Omar Valsson , Lucie Delemotte

The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…

Probability · Mathematics 2019-10-30 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…

Optimization and Control · Mathematics 2015-12-25 Vikram Krishnamurthy

Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…

Computational Engineering, Finance, and Science · Computer Science 2024-11-22 Alexander Leguizamon-Robayo , Antonio Jiménez-Pastor , Micro Tribastone , Max Tschaikowski , Andrea Vandin

The chemical birth-death process, whose chemical master equation (CME) is exactly solvable, is a paradigmatic toy problem often used to get intuition for how stochasticity affects chemical kinetics. In a certain limit, it can be…

Quantitative Methods · Quantitative Biology 2019-10-22 John J. Vastola

A fast algorithm for the approximate multiplication of matrices with decay is introduced; the Sparse Approximate Matrix Multiply (SpAMM) reduces complexity in the product space, a different approach from current methods that economize…

Data Structures and Algorithms · Computer Science 2010-11-17 Matt Challacombe , Nicolas Bock

Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…

Numerical Analysis · Mathematics 2011-12-07 Martin G. Riedler

We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…

Numerical Analysis · Mathematics 2010-04-02 Dustin Cartwright

We introduce expandable partial propensity direct method (EPDM) - a new exact stochastic simulation algorithm suitable for systems involving many interacting molecular species. The algorithm is especially efficient for sparsely populated…

Data Structures and Algorithms · Computer Science 2016-10-05 Anton V. Bernatskiy , Elizaveta A. Guseva

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

Optimization and Control · Mathematics 2020-11-13 Yoshihiro Kanno

Approximation algorithms for classical constraint satisfaction problems are one of the main research areas in theoretical computer science. Here we define a natural approximation version of the QMA-complete local Hamiltonian problem and…

Quantum Physics · Physics 2016-10-25 Sevag Gharibian , Julia Kempe

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-09-09 L. Brim , J. Fabriková , S. Dražan , D. Šafránek