Related papers: An "All Possible Steps" Approach to the Accelerate…
Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie…
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…
Discrete stochastic processes are prevalent in natural systems, with applications in physics, biochemistry, epidemiology, sociology, and finance. While analytic solutions often cannot be derived, existing simulation frameworks can generate…
The stochastic simulation algorithm (SSA) is widely used to perform exact forward simulation of discrete stochastic processes in biology. However, the computational cost, driven by sequential event-by-event sampling across large ensembles,…
We present a novel multiscale simulation approach for modeling stochasticity in chemical reaction networks. The approach seamlessly integrates exact-stochastic and "leaping" methodologies into a single "partitioned leaping" algorithmic…
The Gillespie algorithm and its extensions are commonly used for the simulation of chemical reaction networks. A limitation of these algorithms is that they have to process and update the system after every reaction, requiring significant…
Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…
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…
Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…
Determining the number of algorithm runs is a critical aspect of experimental design, as it directly influences the experiment's duration and the reliability of its outcomes. This paper introduces an empirical approach to estimating the…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
In this paper, we propose a relaxation to the stochastic ruler method originally described by Yan and Mukai in 1992 for asymptotically determining the global optima of discrete simulation optimization problems. The `original' version of the…
We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscopic, non-Poissonian…
Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
Stochastic approximation algorithms are iterative procedures which are used to approximate a target value in an environment where the target is unknown and direct observations are corrupted by noise. These algorithms are useful, for…
The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…
We show that stochastic acceleration can be achieved under the perturbed iterate framework (Mania et al., 2017) in asynchronous lock-free optimization, which leads to the optimal incremental gradient complexity for finite-sum objectives. We…
Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…