English
Related papers

Related papers: Implementing a Method for Stochastization of One-S…

200 papers

Is it possible to understand the intricacies of a dynamical system not solely from its input/output pattern, but also by observing the behavior of other systems within the same class? This central question drives the study presented in this…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Marco Forgione , Filippo Pura , Dario Piga

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The procedure of stochastization of one-step process was formulated. It allows…

Mathematical Physics · Physics 2016-03-08 M. Hnatich , E. G. Eferina , A. V. Korolkova , D. S. Kulyabov , L. A. Sevastyanov

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

An approach is introduced for comparing the estimated states of stochastic compartmental models for an epidemic or biological process with analytically obtained solutions from the corresponding system of ordinary differential equations…

Populations and Evolution · Quantitative Biology 2023-06-30 Alison C Hale , Christopher P Jewell

We take up the challenge of designing realistic computational models of large interacting cell populations. The goal is essentially to bring Gillespie's celebrated stochastic methodology to the level of an interacting population of cells.…

Computational Engineering, Finance, and Science · Computer Science 2018-10-26 Stefan Engblom

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

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

Models invoking the chemical master equation are used in many areas of science, and, hence, their simulation is of interest to many researchers. The complexity of the problems at hand often requires considerable computational power, so a…

Biological Physics · Physics 2016-03-02 Fabian Spill , Philip K. Maini , Helen Byrne

Software Engineering and the implementation of software has become a challenging task as many tools, frameworks and languages must be orchestrated into one functioning piece. This complexity increases the need for testing and analysis…

Software Engineering · Computer Science 2018-06-27 Hannes Thaller

The Bootstrap method application in simulation supposes that value of random variables are not generated during the simulation process but extracted from available sample populations. In the case of Hierarchical Bootstrap the function of…

Artificial Intelligence · Computer Science 2013-03-29 A. Andronov , M. Fioshin

Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…

Optimization and Control · Mathematics 2020-10-26 Harsha Gangammanavar , Suvrajeet Sen

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

An algorithm is proposed for solving stochastic and finite sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of the stochastic gradient estimates are within…

Optimization and Control · Mathematics 2018-06-27 Frank E. Curtis , Katya Scheinberg , Rui Shi

This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…

Artificial Intelligence · Computer Science 2013-04-11 Homer L. Chin , Gregory F. Cooper

The work is devoted to the analysis of the Resampling method proposed by A. Andronov and to the analysis of the Resampling method application possibility to the estimation and simulation of the calculation and logical systems reliability.…

Applications · Statistics 2013-04-25 Maxim Fioshin

Process discovery algorithms automatically extract process models from event logs, but high variability often results in complex and hard-to-understand models. To mitigate this issue, trace clustering techniques group process executions…

Machine Learning · Computer Science 2025-12-11 Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

Artificial Intelligence · Computer Science 2012-12-05 Eric Mjolsness

We present an algorithm for the stochastic simulation of gene expression and heterogeneous population dynamics. The algorithm combines an exact method to simulate molecular-level fluctuations in single cells and a constant-number Monte…

Computational Physics · Physics 2016-08-24 Daniel A. Charlebois , Jukka Intosalmi , Dawn Fraser , Mads Kaern