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This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Biochemical systems are inherently stochastic, particularly those with small-molecule populations. The spatial distribution of molecules plays a critical role and requires the inclusion of spatial coordinates in their analysis. Stochastic…

Molecular Networks · Quantitative Biology 2025-05-15 Manuel Eduardo Hernández-García , Eduardo Moreno-Barbosa , Jorge Velázquez-Castro

Moment dynamics in stochastic chemical kinetics often involve an infinite chain of coupled equations, where lower-order moments depend on higher-order ones, making them analytically intractable. Moment bounding via semidefinite programming…

Optimization and Control · Mathematics 2026-04-07 Tomoki Sadatoshi , Antonis Papachristodoulou , Yutaka Hori

Sensitivity analysis of biochemical reactions aims at quantifying the dependence of the reaction dynamics on the reaction rates. The computation of the parameter sensitivities, however, poses many computational challenges when taking…

Molecular Networks · Quantitative Biology 2018-11-07 Vo Hong Thanh , Roberto Zunino , Corrado Priami

Regulatory networks describe the interactions between molecular or cellular regulators, like transcription factors and genes in gene regulatory networks, kinases and their receptors in signalling networks, or neurons in neural networks. A…

Molecular Networks · Quantitative Biology 2022-12-29 Niklas Bonacker , Johannes Berg

In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Felix Brändle , Nicolas Chatzikiriakos , Andrea Iannelli , Frank Allgöwer

This paper deals with the problem of estimating second-order parameter sensitivities for stochastic reaction networks, where the reaction dynamics is modeled as a continuous time Markov chain over a discrete state space. Estimation of such…

Probability · Mathematics 2014-07-29 Ankit Gupta , Mustafa Khammash

Biological structure and function depend on complex regulatory interactions between many genes. A wealth of gene expression data is available from high-throughput genome-wide measurement technologies, but effective gene regulatory network…

Molecular Networks · Quantitative Biology 2016-03-28 Arwen Vanice Bradley , Ye Henry Li , Bokyung Choi , Wing Hung Wong

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Statistics Theory · Mathematics 2020-07-31 Fei Lu , Mauro Maggioni , Sui Tang

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

Single-cell gene expression measurements encode variability spanning molecular noise, cell-to-cell heterogeneity, and technical artifacts. Mechanistic stochastic models provide powerful approaches to disentangle these sources, yet inferring…

Quantitative Methods · Quantitative Biology 2025-09-19 Christopher E. Miles

Stochastic Chemical Reaction Networks are continuous time Markov chain models that describe the time evolution of the molecular counts of species interacting stochastically via discrete reactions. Such models are ubiquitous in systems and…

Quantitative Methods · Quantitative Biology 2024-02-01 Theodore W. Grunberg , Domitilla Del Vecchio

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

We consider the problem of estimating parameter sensitivities for stochastic models of multiscale reaction networks. These sensitivity values are important for model analysis, and, the methods that currently exist for sensitivity estimation…

Probability · Mathematics 2018-10-02 Ankit Gupta , Mustafa Khammash

Living organisms maintain stable functioning amid environmental fluctuations through homeostasis, a property that preserves a system's behavior despite changes in environmental conditions. To elucidate homeostasis in stochastic biochemical…

Systems and Control · Electrical Eng. & Systems 2025-08-11 Akito Igarashi , Yutaka Hori

Obtaining initial conditions and parameterizations leading to a model consistent with available measurements or safety specifications is important for many applications. Examples include model (in-)validation, prediction, fault diagnosis,…

Optimization and Control · Mathematics 2013-03-20 Stefan Streif , Philipp Rumschinski , Didier Henrion , Rolf Findeisen

The design of biological systems is hindered by uncertainty arising from both intrinsic stochasticity of biomolecular reactions and variability across laboratory or experimental conditions. In this work, we present a sequential framework to…

Machine Learning · Computer Science 2026-05-08 Michal Kobiela , Diego A. Oyarzún , Michael U. Gutmann

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Stochastic parameterizations are increasingly being used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parameterizations is…

Computation · Statistics 2019-10-23 Guillermo Scheffler , Juan Ruiz , Manuel Pulido

We consider stochastic reaction networks modeled by continuous-time Markov chains. Such reaction networks often contain many reactions, potentially occurring at different time scales, and have unknown parameters (kinetic rates, total…

Probability · Mathematics 2023-02-20 Linard Hoessly , Carsten Wiuf
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