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Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal

The model of chemical reaction networks is among the oldest and most widely studied and used in natural science. The model describes reactions among abstract chemical species, for instance $A + B \to C$, which indicates that if a molecule…

Data Structures and Algorithms · Computer Science 2026-02-16 Joshua Petrack , David Doty

Many multiagent dynamics, including various collective dynamics occurring on networks, can be modeled as a stochastic process in which the agents in the system change their state over time in interaction with each other. The Gillespie…

Physics and Society · Physics 2022-12-19 Naoki Masuda , Christian L. Vestergaard

We develop a new methodology for the efficient computation of epidemic final size distributions for a broad class of Markovian models. We exploit a particular representation of the stochastic epidemic process to derive a method which is…

Populations and Evolution · Quantitative Biology 2015-01-06 Andrew J. Black , J. V. Ross

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via…

Quantitative Methods · Quantitative Biology 2016-04-19 Daniel Wilson , Ruth E. Baker

Many physical and biological processes are stochastic in nature. Computational models and simulations of such processes are a mathematical and computational challenge. The basic stochastic simulation algorithm was published by D. Gillespie…

Quantitative Methods · Quantitative Biology 2009-11-13 Azi Lipshtat

In this paper we survey recent work on the use of statistical model checking techniques for biological applications. We begin with an overview of the basic modelling techniques for biochemical reactions and their corresponding stochastic…

Logic in Computer Science · Computer Science 2014-11-04 Paolo Zuliani

Gillespie's direct method for stochastic simulation of chemical kinetics is a staple of computational systems biology research. However, the algorithm requires explicit enumeration of all reactions and all chemical species that may arise in…

Quantitative Methods · Quantitative Biology 2018-02-01 Ryan Suderman , Eshan D. Mitra , Yen Ting Lin , Keesha E. Erickson , Song Feng , William S. Hlavacek

Rule-based models have been successfully used to represent different aspects of the COVID-19 pandemic, including age, testing, hospitalisation, lockdowns, immunity, infectivity, behaviour, mobility and vaccination of individuals. These…

Populations and Evolution · Quantitative Biology 2022-10-25 David Alonso , Steffen Bauer , Markus Kirkilionis , Lisa Maria Kreusser , Luca Sbano

We developed a model and a software package for stochastic simulations of transmission of COVID-19 and other similar infectious diseases, that takes into account contact network structures and geographical distribution of population…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexander Temerev , Liudmila Rozanova , Olivia Keiser , Janne Estill

In the light of several major epidemic events that emerged in the past two decades, and emphasized by the COVID-19 pandemics, the non-Markovian spreading models occurring on complex networks gained significant attention from the scientific…

Physics and Society · Physics 2021-11-30 Igor Tomovski , Lasko Basnarkov , Alajdin Abazi

We propose a faster algorithm for individual based simulations for adaptive dynamics based on a simple modification to the standard Gillespie Algorithm for simulating stochastic birth-death processes. We provide an analytical explanation…

Populations and Evolution · Quantitative Biology 2016-01-29 Vaibhav Madhok

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

We propose the $S$-leaping algorithm for the acceleration of Gillespie's stochastic simulation algorithm that combines the advantages of the two main accelerated methods; the $\tau$-leaping and $R$-leaping algorithms. These algorithms are…

The initial transient phase of an emerging epidemic is of critical importance for data-driven model building, model-based prediction of the epidemic trend, and articulation of control/prevention strategies. In principle, quantitative models…

Physics and Society · Physics 2023-07-06 Mi Feng , Liang Tian , Ying-Cheng Lai , Changsong Zhou

Higher-order dynamics refer to mechanisms where collective mutual or synchronous interactions differ fundamentally from their pairwise counterparts through the concept of many-body interactions. Phenomena absent in pairwise models, such as…

Physics and Society · Physics 2025-09-25 Hugo P. Maia , Wesley Cota , Yamir Moreno , Silvio C. Ferreira

Based on a rate equation model for single-mode two-level lasers, two algorithms for stochastically simulating the dynamics and steady-state behaviour of micro- and nanolasers are described in detail. Both methods lead to steady-state photon…

Optics · Physics 2020-10-21 Emil Cortes André , Jesper Mork , Martijn Wubs

Traditional epidemic detection algorithms make decisions using only local information. We propose a novel approach that explicitly models spatial information fusion from several metapopulations. Our method also takes into account…

Computation · Statistics 2015-09-15 Michael Ludkovski , Katherine Shatskikh

In an experimental study of single enzyme reactions, it has been proposed that the rate constants of the enzymatic reactions fluctuate randomly, according to a given distribution. To quantify the uncertainty arising from random rate…

Quantitative Methods · Quantitative Biology 2012-02-07 Chia Ying Lee

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…