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Stochastic models for chemical reaction networks have become very popular in recent years. For such models, the estimation of parameter sensitivities is an important and challenging problem. Sensitivity values help in analyzing the network,…

Probability · Mathematics 2013-10-08 Ankit Gupta , Mustafa Khammash

Stochastic reaction network models arise in intracellular chemical reactions, epidemiological models and other population process models, and are a class of continuous time Markov chains which have the nonnegative integer lattice as state…

Numerical Analysis · Mathematics 2024-07-26 Muruhan Rathinam , Mingkai Yu

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…

Molecular Networks · Quantitative Biology 2016-10-19 Brian K. Chu , Margaret J. Tse , Royce R. Sato , Elizabeth L. Read

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

Computational Physics · Physics 2008-02-03 Hans E. Plesser , Dietmar Wendt

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

Parameter sensitivity analysis is a powerful tool in the building and analysis of biochemical network models. For stochastic simulations, parameter sensitivity analysis can be computationally expensive, requiring multiple simulations for…

Computational Physics · Physics 2015-06-04 Patrick B. Warren , Rosalind J. Allen

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Computation · Statistics 2015-03-10 Jason Xu , Vladimir N. Minin

Big networks express various large-scale networks in many practical areas such as computer networks, internet of things, cloud computation, manufacturing systems, transportation networks, and healthcare systems. This paper analyzes such big…

Systems and Control · Computer Science 2016-04-06 Quan-Lin Li

We introduce a queueing-based sampling framework for continuous-time temporal networks. We focus on a Markovian parametrization in which link start times follow a homogeneous Poisson process and link durations are exponentially distributed.…

Physics and Society · Physics 2026-02-23 Samuel Koovely

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which…

Machine Learning · Computer Science 2012-12-12 Uri Nodelman , Christian R. Shelton , Daphne Koller

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

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

Methodology · Statistics 2022-01-26 Roufeh Asghari , Amin Hassan Zadeh

Modeling stochasticity in gene regulatory networks is an important and complex problem in molecular systems biology. To elucidate intrinsic noise, several modeling strategies such as the Gillespie algorithm have been used successfully. This…

Molecular Networks · Quantitative Biology 2013-01-18 David Murrugarra , Alan Veliz-Cuba , Boris Aguilar , Seda Arat , Reinhard Laubenbacher

We introduce a class of continuous-time bivariate phase-type distributions for modeling dependencies from common shocks. The construction uses continuous-time Markov processes that evolve identically until an internal common-shock event,…

Statistics Theory · Mathematics 2025-12-01 Martin Bladt , Oscar Peralta , Jorge Yslas

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…

Probability · Mathematics 2012-03-01 David F. Anderson , Masanori Koyama

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's Stochastic Simulation Algorithm (SSA) for chemical…

Quantitative Methods · Quantitative Biology 2015-06-11 Eric Mjolsness

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie…

Molecular Networks · Quantitative Biology 2016-10-12 Andrew Duncan , Radek Erban , Konstantinos Zygalakis