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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…

Molecular Networks · Quantitative Biology 2017-04-20 Jae Kyoung Kim , Grzegorz A. Rempala , Hye-Won Kang

Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…

Machine Learning · Computer Science 2025-05-26 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Data Structures and Algorithms · Computer Science 2015-11-05 Siddhartha Banerjee , Peter Lofgren

Single-cell data reveal the presence of biological stochasticity between cells of identical genome and environment, in particular highlighting the transcriptional bursting phenomenon. To account for this property, gene expression may be…

Molecular Networks · Quantitative Biology 2026-05-19 Mathilde Gaillard , Ulysse Herbach

Sampling from complex target distributions is a challenging task fundamental to Bayesian inference. Parallel tempering (PT) addresses this problem by constructing a Markov chain on the expanded state space of a sequence of distributions…

Computation · Statistics 2023-01-18 Nikola Surjanovic , Saifuddin Syed , Alexandre Bouchard-Côté , Trevor Campbell

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

In this study, we have developed a parallel version of the random time simulation algorithm. Firstly, we gave a rigorous basis of the random time description of the stochastic process of chemical reaction network time evolution. And then we…

Molecular Networks · Quantitative Biology 2021-03-02 Chuanbo Liu , Jin Wang

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

The purpose of this article is to lay the mathematical foundations of a well known numerical approach in computational statistical physics and molecular dynamics, namely the parallel replica dynamics introduced by A.F. Voter. The aim of the…

Probability · Mathematics 2011-05-25 C. Le Bris , T. Lelièvre , M. Luskin , D. Perez

The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution using Monte Carlo methods such as the Stochastic Simulation…

Quantitative Methods · Quantitative Biology 2015-06-18 Benjamin Hepp , Ankit Gupta , Mustafa Khammash

Stochastic reaction networks, which are usually modeled as continuous-time Markov chains on $\mathbb Z^d_{\ge 0}$, and simulated via a version of the "Gillespie algorithm," have proven to be a useful tool for the understanding of processes,…

Probability · Mathematics 2025-07-15 David F. Anderson , Aidan S. Howells

Reaction-diffusion models are widely used to study spatially-extended chemical reaction systems. In order to understand how the dynamics of a reaction-diffusion model are affected by changes in its input parameters, efficient methods for…

Quantitative Methods · Quantitative Biology 2017-03-08 Christopher Lester , Christian A. Yates , Ruth E. Baker

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…

Statistics Theory · Mathematics 2007-06-13 Sergey Plyasunov

In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…

Molecular Networks · Quantitative Biology 2016-02-17 Georgios Arampatzis , Markos A. Katsoulakis , Yannis Pantazis

The interplay between stochastic chemical reactions and diffusion can generate rich spatiotemporal patterns. While the timescale for individual reaction or diffusion events may be very fast, the timescales for organization can be much…

Statistical Mechanics · Physics 2023-12-12 Schuyler B. Nicholson , Todd R. Gingrich

The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…

Numerical Analysis · Mathematics 2014-02-18 James Brannick , Karsten Kahl , Sonja Sokolovic

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

Computation · Statistics 2021-07-28 Saifuddin Syed , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…

Quantitative Methods · Quantitative Biology 2018-01-31 Sanjana Gupta , Liam Hainsworth , Justin S. Hogg , Robin E. C. Lee , James R. Faeder