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The calculation of physical quantities by lattice QCD simulations requires in some important cases the determination of the inverse of a very large matrix. In this article we describe how stochastic estimator methods can be applied to this…

High Energy Physics - Lattice · Physics 2007-05-23 S. Güsken

Stochastic formalisms are necessary to describe the behavior of many biological systems. However, there remains a lack of numerical methods available to calculate the stationary probability distributions of stochastic reaction networks. We…

Computation · Statistics 2018-06-19 Michail Vlysidis , Andrew C. Schiek , Yiannis N. Kaznessis

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

We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…

Molecular Networks · Quantitative Biology 2015-05-28 Shunsuke Teraguchi , Yutaro Kumagai , Alexis Vandenbon , Shizuo Akira , Daron M Standley

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

Auto-regulatory feedback loops are one of the most common network motifs. A wide variety of stochastic models have been constructed to understand how the fluctuations in protein numbers in these loops are influenced by the kinetic…

Subcellular Processes · Quantitative Biology 2020-04-22 James Holehouse , Zhixing Cao , Ramon Grima

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of…

Quantitative Methods · Quantitative Biology 2012-10-16 Elizabeth Skubak Wolf , David F. Anderson

In this study, we propose a predictive model composed of a recurrent neural network including parametric bias and stochastic elements, and an environmentally adaptive robot control method including variance minimization using the model.…

Robotics · Computer Science 2024-12-12 Kento Kawaharazuka , Koki Shinjo , Yoichiro Kawamura , Kei Okada , Masayuki Inaba

We consider the problem of estimating the dynamic latent states of an intracellular multiscale stochastic reaction network from time-course measurements of fluorescent reporters. We first prove that accurate solutions to the filtering…

Methodology · Statistics 2020-09-09 Zhou Fang , Ankit Gupta , Mustafa Khammash

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…

Methodology · Statistics 2020-04-10 Evan Baker , Peter Challenor , Matt Eames

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…

Computational Physics · Physics 2007-05-23 Sergey Plyasunov

In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…

Quantitative Methods · Quantitative Biology 2022-07-27 Zhou Fang , Ankit Gupta , Mustafa Khammash

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…

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology,…

Molecular Networks · Quantitative Biology 2015-06-15 Ankit Gupta , Corentin Briat , Mustafa Khammash

Any strategy used to distribute a robot ensemble over a set of sequential tasks is subject to inaccuracy due to robot-level uncertainties and environmental influences on the robots' behavior. We approach the problem of inaccuracy during…

Robotics · Computer Science 2022-12-21 Thales C. Silva , Victoria Edwards , M. Ani Hsieh

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a…

Mathematical Physics · Physics 2009-11-10 D. Holcman , Z. Schuss