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Discrete-state stochastic models have become a well-established approach to describe biochemical reaction networks that are influenced by the inherent randomness of cellular events. In the last years severalmethods for accurately…
We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…
We consider the problem of inferring the unknown parameters of a stochastic biochemical network model from a single measured time-course of the concentration of some of the involved species. Such measurements are available, e.g., from…
Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…
The interplay between stochastic chemical reactions and diffusion can generate rich spatiotemporal patterns. While the timescale for individual reaction or diffusion events may be very fast, the timescales for organization can be much…
Rule-based modelling allows to represent molecular interactions in a compact and natural way. The underlying molecular dynamics, by the laws of stochastic chemical kinetics, behaves as a continuous-time Markov chain. However, this Markov…
In the first part of this paper we give a short review of the hierarchy of stochastic models, related to physical chemistry. In the basement of this hierarchy there are two models --- stochastic chemical kinetics and the Kac model for…
This article surveys recent advancements of strategy designs for persistent robotic surveillance tasks with the focus on stochastic approaches. The problem describes how mobile robots stochastically patrol a graph in an efficient way where…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
Chemical reaction network theory is a field of applied mathematics concerned with modeling chemical systems, and can be used in other contexts such as in systems biology to study cellular signaling pathways or epidemiology to study the…
Stochastic dynamic models have been extensively used for the description of processes with uncertainties arising in the operations research, behavioral sciences, and many other application areas. A large class of the problems from these…
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…
We study the effects of fast spatial movement of molecules on the dynamics of chemical species in a spatially heterogeneous chemical reaction network using a compartment model. The reaction networks we consider are either single- or…
In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…
In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…
We give a overview of stochastic models of evolution that have found applications in genetics, ecology and linguistics for an audience of nonspecialists, especially statistical physicists. In particular, we focus mostly on neutral models in…
In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response.…
Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…
A stochastic reaction-diffusion model is studied on a networked support. In each patch of the network two species are assumed to interact following a non-normal reaction scheme. When the interaction unit is replicated on a directed linear…
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…