Related papers: Simulation and inference methods for non-Markovian…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…
In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…
Simplified stochastic models are widely used in the study of frequency-resolved noise propagation in biochemical reaction networks, a common measure being the coherence between random fluctuations in molecule number trajectories. Such…
Motivated by applications in large-scale and multi-agent reinforcement learning, we study the non-asymptotic performance of stochastic approximation (SA) schemes with delayed updates under Markovian sampling. While the effect of delays has…
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…
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…
Compartment models with delay terms are widely used across a range of disciplines. The motivation to include delay terms varies across different contexts. In epidemiological and pharmacokinetic models, the delays are often used to represent…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor…
Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…
Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…
We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…
Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…
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…
Biological systems typically involve large numbers of components with complex, highly parallel interactions and intrinsic stochasticity. To model this complexity, numerous programming languages based on process calculi have been developed,…
A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…
This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…
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…
Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and…