Related papers: Stochastic approximation to MBAR and TRAM: batch-w…
The importance of stochasticity within biological systems has been shown repeatedly during the last years and has raised the need for efficient stochastic tools. We present SABRE, a tool for stochastic analysis of biochemical reaction…
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…
Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…
We study sample average approximations (SAA) of chance constrained programs. SAA methods typically approximate the actual distribution in the chance constraint using an empirical distribution constructed from random samples assumed to be…
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…
An issue for molecular dynamics simulations is that events of interest often involve timescales that are much longer than the simulation time step, which is set by the fastest timescales of the model. Because of this timescale separation,…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
Models of reaction chemistry based on the stochastic simulation algorithm (SSA) have become a crucial tool for simulating complicated biological reaction networks due to their ability to handle extremely complicated reaction networks and to…
State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…
Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…
We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…
We present a new and efficient method for computing the transition pathways, free energy barriers, and transition rates in complex systems with relatively smooth energy landscapes. The method proceeds by evolving strings, i.e. smooth curves…
Stochastic resetting is known for its ability to accelerate search processes and induce non-equilibrium steady states. Here, we compare the relaxation times and resulting steady states of resetting and thermal relaxation for Brownian motion…
In many longitudinal studies, the covariate and response are often intermittently observed at irregular, mismatched and subject-specific times. How to deal with such data when covariate and response are observed asynchronously is an often…
We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…
Automatic target recognition (ATR) is an important use case for synthetic aperture radar (SAR) image interpretation. Recent years have seen significant advancements in SAR ATR technology based on semi-supervised learning. However, existing…
We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…
Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…
As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…
Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…