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This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

We consider the problem of verifying stochastic models of biochemical networks against behavioral properties expressed in temporal logic terms. Exact probabilistic verification approaches such as, for example, CSL/PCTL model checking, are…

Computational Engineering, Finance, and Science · Computer Science 2009-12-15 Paolo Ballarini , Michele Forlin , Tommaso Mazza , Davide Prandi

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Rare properties remain a challenge for statistical model checking (SMC) due to the quadratic scaling of variance with rarity. We address this with a variance reduction framework based on lightweight importance splitting observers. These…

Logic in Computer Science · Computer Science 2015-04-29 Cyrille Jegourel , Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Augmenting mechanistic ordinary differential equation (ODE) models with machine-learnable structures is an novel approach to create highly accurate, low-dimensional models of engineering systems incorporating both expert knowledge and…

Dynamical Systems · Mathematics 2022-06-22 Sandor Beregi , David A. W. Barton , Djamel Rezgui , Simon A. Neild

One of the popular measures of central tendency that provides better representation and interesting insights of the data compared to the other measures like mean and median is the metric mode. If the analytical form of the density function…

Machine Learning · Computer Science 2019-06-04 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Prabuchandran K. J. , Shalabh Bhatnagar

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

Robots are soon going to be deployed in non-industrial environments. Before society can take such a step, it is necessary to endow complex robotic systems with mechanisms that make them reliable enough to operate in situations where the…

Robotics · Computer Science 2020-07-24 Livia Lestingi , Mehrnoosh Askarpour , Marcello M. Bersani , Matteo Rossi

Aggregate load modeling is of fundamental importance for systematic analysis and design of various demand response strategies. Instead of keeping track of the trajectories of individual loads, the aggregate modeling problem focuses on…

Systems and Control · Computer Science 2017-08-22 Lin Zhao , Wei Zhang

We study the problem of Out-of-Distribution (OOD) detection, that is, detecting whether a learning algorithm's output can be trusted at inference time. While a number of tests for OOD detection have been proposed in prior work, a formal…

Machine Learning · Statistics 2023-09-19 Akshayaa Magesh , Venugopal V. Veeravalli , Anirban Roy , Susmit Jha

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

Network-based clustering methods frequently require the number of communities to be specified \emph{a priori}. Moreover, most of the existing methods for estimating the number of communities assume the number of communities to be fixed and…

Methodology · Statistics 2022-01-14 Chetkar Jha , Mingyao Li , Ian Barnett

This paper presents a novel framework for the modeling of biological networks. It makes use of recent tools analyzing the robust satisfaction of properties of (hybrid) dynamical systems. The main challenge of this approach as applied to…

Computational Engineering, Finance, and Science · Computer Science 2012-08-22 Nicolas Mobilia , Alexandre Donzé , Jean Marc Moulis , Éric Fanchon

Statistical model checking estimates probabilities and expectations of interest in probabilistic system models by using random simulations. Its results come with statistical guarantees. However, many tools use unsound statistical methods…

Logic in Computer Science · Computer Science 2025-09-15 Carlos E. Budde , Arnd Hartmanns , Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

It is well known, mainly because of the work of Kurtz, that density dependent Markov chains can be approximated by sets of ordinary differential equations (ODEs) when their indexing parameter grows very large. This approximation cannot…

Performance · Computer Science 2014-04-04 Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich , Alessio Angius , Gianfranco Balbo

In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…

Risk Management · Quantitative Finance 2009-07-31 Gareth W. Peters , Pavel V. Shevchenko , Mario V. Wüthrich

A feature often observed in epidemiological networks is significant heterogeneity in degree. A popular modelling approach to this has been to consider large populations with highly heterogeneous discrete contact rates. This paper defines an…

Populations and Evolution · Quantitative Biology 2014-03-13 Thomas House

The quasi-steady state approximation and time-scale separation are commonly applied methods to simplify models of biochemical reaction networks based on ordinary differential equations (ODEs). The concentrations of the "fast" species are…

Dynamical Systems · Mathematics 2016-05-10 Meritxell Sáez , Carsten Wiuf , Elisenda Feliu