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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

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

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

Reaction networks in the bulk and on surfaces are widespread in physical, chemical and biological systems. In macroscopic systems, which include large populations of reactive species, stochastic fluctuations are negligible and the reaction…

Statistical Mechanics · Physics 2007-10-12 Baruch Barzel , Ofer Biham , Raz Kupferman

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 kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process, computational cost can be prohibitive for networks of…

Computation · Statistics 2015-06-18 Chris Sherlock , Andrew Golightly , Colin Gillespie

The stochastic simulation algorithm commonly known as Gillespie's algorithm is now used ubiquitously in the modelling of biological processes in which stochastic effects play an important role. In well-mixed scenarios at the sub-cellular…

Quantitative Methods · Quantitative Biology 2019-07-23 Christian A Yates , Matthew J Ford , Richard L Mort

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…

Quantitative Methods · Quantitative Biology 2020-01-10 Christopher Lester

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

Multiscale models allow for the treatment of complex phenomena involving different scales, such as remodeling and growth of tissues, muscular activation, and cardiac electrophysiology. Numerous numerical approaches have been developed to…

Numerical Analysis · Mathematics 2018-06-28 Marco Favino , Alessio Quaglino , Sonia Pozzi , Rolf Krause , Igor Pivkin

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Biochemical reaction networks are an amalgamation of reactions where each reaction represents the interaction of different species. Generally, these networks exhibit a multi-scale behavior caused by the high variability in reaction rates…

Quantitative Methods · Quantitative Biology 2023-04-14 Derya Altıntan , Bastian Alt , Heinz Koeppl

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Computation · Statistics 2022-09-07 David J. Warne , Thomas P. Prescott , Ruth E. Baker , Matthew J. Simpson

Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires…

Quantitative Methods · Quantitative Biology 2019-06-13 Michael Backenköhler , Luca Bortolussi , Verena Wolf

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Chemical reaction network is an important method for modeling and exploring complex biological processes, bio-chemical interactions and the behavior of different dynamics in system biology. But, formulating such reaction kinetics takes…

Artificial Intelligence · Computer Science 2025-03-28 Sadikshya Gyawali , Ashwini Mandal , Manish Dahal , Manish Awale , Sanjay Rijal , Shital Adhikari , Vaghawan Ojha

Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…

Computation · Statistics 2020-09-28 Joris Tavernier , Jaak Simm , Adam Arany , Karl Meerbergen , Yves Moreau

A goal of systems biology is to understand the dynamics of intracellular systems. Stochastic chemical kinetic models are often utilized to accurately capture the stochastic nature of these systems due to low numbers of molecules. Collecting…

Computation · Statistics 2015-03-17 Jarad Niemi , Matthew Wheeler