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This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

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

The development of mechanistic models of biological systems is a central part of Systems Biology. One major task in developing these models is the inference of the correct model parameters. Due to the size of most realistic models and their…

Quantitative Methods · Quantitative Biology 2016-06-28 Jan Mikelson , Mustafa Khammash

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

Single-cell studies often show significant phenotypic variability due to the stochastic nature of intra-cellular biochemical reactions. When the numbers of molecules, e.g., transcription factors and regulatory enzymes, are in low abundance,…

Quantitative Methods · Quantitative Biology 2015-06-17 Kyung Hyuk Kim , Hong Qian , Herbert M. Sauro

Stochastic models of chemical reaction networks are an important tool to describe and analyze noise effects in cell biology. When chemical species and reaction rates in a reaction system have different orders of magnitude, the associated…

Probability · Mathematics 2020-09-15 German Enciso , Jinsu Kim

We address the problem of simulation and parameter inference for chemical reaction networks described by the chemical Langevin equation, a stochastic differential equation (SDE) representation of the dynamics of the chemical species. This…

Methodology · Statistics 2025-08-18 Petar Jovanovski , Andrew Golightly , Umberto Picchini , Massimiliano Tamborrino

Stochastic reaction networks, which are usually modeled as continuous-time Markov chains on $\mathbb Z^d_{\ge 0}$, and simulated via a version of the "Gillespie algorithm," have proven to be a useful tool for the understanding of processes,…

Probability · Mathematics 2025-07-15 David F. Anderson , Aidan S. Howells

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

To facilitate a rapid response to pandemic threats, this paper focuses on developing a mechanistic simulation model for in vitro transcription (IVT) process, a crucial step in mRNA vaccine manufacturing. To enhance production and support…

Molecular Networks · Quantitative Biology 2023-06-22 Keqi Wang , Wei Xie , Hua Zheng

Model parameter inference is a universal problem across science. This challenge is particularly pronounced in developmental biology, where faithful mechanistic descriptions require spatial-stochastic models with numerous parameters, yet…

Biological Physics · Physics 2024-07-16 Michael A. Ramirez-Sierra , Thomas R. Sokolowski

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

The molecular evolution in a gene regulatory network is classically modeled by Markov jump processes. However, the direct simulation of such models is extremely time consuming. Indeed, even the simplest Markovian model, such as the…

Probability · Mathematics 2012-11-30 Aurélie Muller-Gueudin

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein.…

Molecular Networks · Quantitative Biology 2015-06-18 Chinmaya Gupta , José Manuel López , Robert Azencott , Matthew R Bennett , Krešimir Josić , William Ott

We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…

Neurons and Cognition · Quantitative Biology 2026-02-10 Ahmed ElGazzar , Marcel van Gerven

Biochemical reaction networks are an amalgamation of reactions where each reaction represents the interaction of different species. Generally, these networks exhibit a multi-scale behavior caused by the high variability in reaction rates…

Quantitative Methods · Quantitative Biology 2023-04-14 Derya Altıntan , Bastian Alt , Heinz Koeppl

Nature presents multiple intriguing examples of processes which proceed at high precision and regularity. This remarkable stability is frequently counter to modelers' experience with the inherent stochasticity of chemical reactions in the…

Molecular Networks · Quantitative Biology 2015-12-31 Andreas Milias-Argeitis , Stefan Engblom , Pavol Bauer , Mustafa Khammash

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler
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