Stochastic Modeling of Plant Virus Propagation with Biological Control
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Robust Stochastic Chemical Reaction Networks and Bounded Tau-Leaping
JOURNAL OF COMPUTATIONAL BIOLOGY Volume 16, Number 3, 2009 © Mary Ann Liebert, Inc. Pp. 501–522 DOI: 10.1089/cmb.2008.0063 Robust Stochastic Chemical Reaction Networks and Bounded Tau-Leaping DAVID SOLOVEICHIK ABSTRACT The behavior of some stochastic chemical reaction networks is largely unaffected by slight inaccuracies in reaction rates. We formalize the robustness of state probabilities to reaction rate deviations, and describe a formal connection between robustness and efficiency of simulation. Without robustness guarantees, stochastic simulation seems to require compu- tational time proportional to the total number of reaction events. Even if the concentration (molecular count per volume) stays bounded, the number of reaction events can be linear in the duration of simulated time and total molecular count. We show that the behavior of robust systems can be predicted such that the computational work scales linearly with the duration of simulated time and concentration, and only polylogarithmically in the total molecular count. Thus our asymptotic analysis captures the dramatic speedup when molecular counts are large, and shows that for bounded concentrations the computation time is essentially invariant with molecular count. Finally, by noticing that even robust stochastic chemical reaction networks are capable of embedding complex computational problems, we argue that the linear dependence on simulated time and concentration is likely optimal. Key words: tau-leaping, computational complexity, stochastic processes, robustness. 1. INTRODUCTION HE STOCHASTIC CHEMICAL REACTION NETWORK (SCRN) model of chemical kinetics is used in Tchemistry, physics, and computational biology. It describes interactions involving integer number of molecules as Markov jump processes (Érdi and Tóth, 1989; Gillespie, 1992; McQuarrie, 1967; van Kampen, 1997), and is used in domains where the traditional model of deterministic continuous mass action kinetics is invalid due to small molecular counts. -
On Sampling from the Multivariate T Distribution by Marius Hofert
CONTRIBUTED RESEARCH ARTICLES 129 On Sampling from the Multivariate t Distribution by Marius Hofert Abstract The multivariate normal and the multivariate t distributions belong to the most widely used multivariate distributions in statistics, quantitative risk management, and insurance. In contrast to the multivariate normal distribution, the parameterization of the multivariate t distribution does not correspond to its moments. This, paired with a non-standard implementation in the R package mvtnorm, provides traps for working with the multivariate t distribution. In this paper, common traps are clarified and corresponding recent changes to mvtnorm are presented. Introduction A supposedly simple task in statistics courses and related applications is to generate random variates from a multivariate t distribution in R. When teaching such courses, we found several fallacies one might encounter when sampling multivariate t distributions with the well-known R package mvtnorm; see Genz et al.(2013). These fallacies have recently led to improvements of the package ( ≥ 0.9-9996) which we present in this paper1. To put them in the correct context, we first address the multivariate normal distribution. The multivariate normal distribution The multivariate normal distribution can be defined in various ways, one is with its stochastic represen- tation X = m + AZ, (1) where Z = (Z1, ... , Zk) is a k-dimensional random vector with Zi, i 2 f1, ... , kg, being independent standard normal random variables, A 2 Rd×k is an (d, k)-matrix, and m 2 Rd is the mean vector. The covariance matrix of X is S = AA> and the distribution of X (that is, the d-dimensional multivariate normal distribution) is determined solely by the mean vector m and the covariance matrix S; we can thus write X ∼ Nd(m, S). -
EFFICIENT ESTIMATION and SIMULATION of the TRUNCATED MULTIVARIATE STUDENT-T DISTRIBUTION
Efficient estimation and simulation of the truncated multivariate student-t distribution Zdravko I. Botev, Pierre l’Ecuyer To cite this version: Zdravko I. Botev, Pierre l’Ecuyer. Efficient estimation and simulation of the truncated multivariate student-t distribution. 2015 Winter Simulation Conference, Dec 2015, Huntington Beach, United States. hal-01240154 HAL Id: hal-01240154 https://hal.inria.fr/hal-01240154 Submitted on 8 Dec 2015 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Proceedings of the 2015 Winter Simulation Conference L. Yilmaz, W. K V. Chan, I. Moon, T. M. K. Roeder, C. Macal, and M. Rosetti, eds. EFFICIENT ESTIMATION AND SIMULATION OF THE TRUNCATED MULTIVARIATE STUDENT-t DISTRIBUTION Zdravko I. Botev Pierre L’Ecuyer School of Mathematics and Statistics DIRO, Universite´ de Montreal The University of New South Wales C.P. 6128, Succ. Centre-Ville Sydney, NSW 2052, AUSTRALIA Montreal´ (Quebec),´ H3C 3J7, CANADA ABSTRACT We propose an exponential tilting method for exact simulation from the truncated multivariate student-t distribution in high dimensions as an alternative to approximate Markov Chain Monte Carlo sampling. The method also allows us to accurately estimate the probability that a random vector with multivariate student-t distribution falls in a convex polytope. -
Stochastic Simulation APPM 7400
Stochastic Simulation APPM 7400 Lesson 1: Random Number Generators August 27, 2018 Lesson 1: Random Number Generators Stochastic Simulation August27,2018 1/29 Random Numbers What is a random number? Lesson 1: Random Number Generators Stochastic Simulation August27,2018 2/29 Random Numbers What is a random number? “You mean like... 5?” Lesson 1: Random Number Generators Stochastic Simulation August27,2018 2/29 Random Numbers What is a random number? “You mean like... 5?” Formal definition from probability: A random number is a number uniformly distributed between 0 and 1. Lesson 1: Random Number Generators Stochastic Simulation August27,2018 2/29 Random Numbers What is a random number? “You mean like... 5?” Formal definition from probability: A random number is a number uniformly distributed between 0 and 1. (It is a realization of a uniform(0,1) random variable.) Lesson 1: Random Number Generators Stochastic Simulation August27,2018 2/29 Random Numbers Here are some realizations: 0.8763857 0.2607807 0.7060687 0.0826960 Density 0.7569021 . 0 2 4 6 8 10 0.0 0.2 0.4 0.6 0.8 1.0 sample Lesson 1: Random Number Generators Stochastic Simulation August27,2018 3/29 Random Numbers Here are some realizations: 0.8763857 0.2607807 0.7060687 0.0826960 Density 0.7569021 . 0 2 4 6 8 10 0.0 0.2 0.4 0.6 0.8 1.0 sample Lesson 1: Random Number Generators Stochastic Simulation August27,2018 3/29 Random Numbers Here are some realizations: 0.8763857 0.2607807 0.7060687 0.0826960 Density 0.7569021 . -
Multivariate Stochastic Simulation with Subjective Multivariate Normal
MULTIVARIATE STOCHASTIC SIMULATION WITH SUBJECTIVE MULTIVARIATE NORMAL DISTRIBUTIONS1 Peter J. Ince2 and Joseph Buongiorno3 Abstract.-In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectivelyassessed multivariate normal distributions. The method requires subjective estimates of the 99-percent confidence interval for the expected value of each random variable and of the partial correlations among the variables. The technique can be used to generate pseudorandom data corresponding to the specified distribution. If the subjective parameters do not yield a positive definite covariance matrix, the technique determines minimal adjustments in variance assumptions needed to restore positive definiteness. The method is validated and then applied to a capital investment simulation for a new papermaking technology.In that example, with ten correlated random variables, no significant difference was detected between multivariate stochastic simulation results and results that ignored the correlation. In general, however, data correlation could affect results of stochastic simulation, as shown by the validation results. INTRODUCTION MONTE CARLO TECHNIQUE Generally, a mathematical model is used in stochastic The Monte Carlo simulation technique utilizes three simulation studies. In addition to randomness, correlation may essential elements: (1) a mathematical model to calculate a exist among the variables or parameters of such models.In the discrete numerical result or outcome as a function of one or case of forest ecosystems, for example, growth can be more discrete variables, (2) a sequence of random (or influenced by correlated variables, such as temperatures and pseudorandom) numbers to represent random probabilities, and precipitations. -
Stochastic Simulation
Agribusiness Analysis and Forecasting Stochastic Simulation Henry Bryant Texas A&M University Henry Bryant (Texas A&M University) Agribusiness Analysis and Forecasting 1 / 19 Stochastic Simulation In economics we use simulation because we can not experiment on live subjects, a business, or the economy without injury. In other fields they can create an experiment Health sciences they feed (or treat) lots of lab rats on different chemicals to see the results. Animal science researchers feed multiple pens of steers, chickens, cows, etc. on different rations. Engineers run a motor under different controlled situations (temp, RPMs, lubricants, fuel mixes). Vets treat different pens of animals with different meds. Agronomists set up randomized block treatments for a particular seed variety with different fertilizer levels. Henry Bryant (Texas A&M University) Agribusiness Analysis and Forecasting 2 / 19 Probability Distributions Parametric and Non-Parametric Distributions Parametric Dist. have known and well defined parameters that force their shapes to known patterns. Normal Distribution - Mean and Standard Deviation. Uniform - Minimum and Maximum Bernoulli - Probability of true Beta - Alpha, Beta, Minimum, Maximum Non-Parametric Distributions do not have pre-set shapes based on known parameters. The parameters are estimated each time to make the shape of the distribution fit the data. Empirical { Actual Observations and their Probabilities. Henry Bryant (Texas A&M University) Agribusiness Analysis and Forecasting 3 / 19 Typical Problem for Risk Analysis We have a stochastic variable that needs to be included in a business model. For example: Price forecast has residuals we could not explain and they are the stochastic component we need to simulate. -
Stochastic Vs. Deterministic Modeling of Intracellular Viral Kinetics R
J. theor. Biol. (2002) 218, 309–321 doi:10.1006/yjtbi.3078, available online at http://www.idealibrary.com on Stochastic vs. Deterministic Modeling of Intracellular Viral Kinetics R. Srivastavawz,L.Youw,J.Summersy and J.Yinnw wDepartment of Chemical Engineering, University of Wisconsin, 3633 Engineering Hall, 1415 Engineering Drive, Madison, WI 53706, U.S.A., zMcArdle Laboratory for Cancer Research, University of Wisconsin Medical School, Madison, WI 53706, U.S.A. and yDepartment of Molecular Genetics and Microbiology, University of New Mexico School of Medicine, Albuquerque, NM 87131, U.S.A. (Received on 5 February 2002, Accepted in revised form on 3 May 2002) Within its host cell, a complex coupling of transcription, translation, genome replication, assembly, and virus release processes determines the growth rate of a virus. Mathematical models that account for these processes can provide insights into the understanding as to how the overall growth cycle depends on its constituent reactions. Deterministic models based on ordinary differential equations can capture essential relationships among virus constituents. However, an infection may be initiated by a single virus particle that delivers its genome, a single molecule of DNA or RNA, to its host cell. Under such conditions, a stochastic model that allows for inherent fluctuations in the levels of viral constituents may yield qualitatively different behavior. To compare modeling approaches, we developed a simple model of the intracellular kinetics of a generic virus, which could be implemented deterministically or stochastically. The model accounted for reactions that synthesized and depleted viral nucleic acids and structural proteins. Linear stability analysis of the deterministic model showed the existence of two nodes, one stable and one unstable. -
Random Numbers and Stochastic Simulation
Stochastic Simulation and Randomness Random Number Generators Quasi-Random Sequences Scientific Computing: An Introductory Survey Chapter 13 – Random Numbers and Stochastic Simulation Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign Copyright c 2002. Reproduction permitted for noncommercial, educational use only. Michael T. Heath Scientific Computing 1 / 17 Stochastic Simulation and Randomness Random Number Generators Quasi-Random Sequences Stochastic Simulation Stochastic simulation mimics or replicates behavior of system by exploiting randomness to obtain statistical sample of possible outcomes Because of randomness involved, simulation methods are also known as Monte Carlo methods Such methods are useful for studying Nondeterministic (stochastic) processes Deterministic systems that are too complicated to model analytically Deterministic problems whose high dimensionality makes standard discretizations infeasible (e.g., Monte Carlo integration) < interactive example > < interactive example > Michael T. Heath Scientific Computing 2 / 17 Stochastic Simulation and Randomness Random Number Generators Quasi-Random Sequences Stochastic Simulation, continued Two main requirements for using stochastic simulation methods are Knowledge of relevant probability distributions Supply of random numbers for making random choices Knowledge of relevant probability distributions depends on theoretical or empirical information about physical system being simulated By simulating large number of trials, probability -
Simulation of Stochastic Kinetic Models
Simulation of Stochastic Kinetic Models Andrew Golightly & Colin S. Gillespie School of Mathematics & Statistics, Newcastle University, UK A growing realisation of the importance of stochasticity in cell and molecular processes has stimulated the need for statistical models that incorporate intrinsic (and extrinsic) variability. In this chapter we consider stochastic kinetic models of reaction networks leading to a Markov jump process rep- resentation of a system of interest. Traditionally, the stochastic model is characterised by a chemical master equation. Whilst the intractability of such models can preclude a direct analysis, simulation can be straightforward and may present the only practical approach to gaining insight into a system's dynamics. We review exact simulation procedures before considering some efficient approximate alternatives. Keywords: stochastic simulation; Markov jump process; time discretisation. 1 Introduction Computational systems biology is typically concerned with developing dynamic simu- lation models of biological processes. Such models can be used to test understanding of systems of interest and perform in silico experimentation. Statistical methods based on the macroscopic rate equation (MRE), which describes the thermodynamic limit of a system via a set of coupled ordinary differential equations (ODEs) have been widely used [1, 2]. Such an approach may be appropriate when describing average concentrations within a population of cells or when modelling more global physiology, for example, at a tissue or organ level [3]. Single cell experiments and studies of noise in regulatory networks have revealed the importance of stochastic effects in intra-cellular processes and The R code used in this chapter can be downloaded from the github repository: https://github.com/csgillespie/In-silico-Systems-Biology 1 in turn, this has motivated the need for models that incorporate intrinsic stochasticity [4]. -
Arxiv:2008.11456V2 [Physics.Optics]
Efficient stochastic simulation of rate equations and photon statistics of nanolasers Emil C. Andr´e,1 Jesper Mørk,1, 2 and Martijn Wubs1,2, ∗ 1Department of Photonics Engineering, Technical University of Denmark, Ørsteds Plads 345A, DK-2800 Kgs. Lyngby, Denmark 2NanoPhoton - Center for Nanophotonics, Technical University of Denmark, Ørsteds Plads 345A, DK-2800 Kgs. Lyngby, Denmark Based on a rate equation model for single-mode two-level lasers, two algorithms for stochastically simulating the dynamics and steady-state behaviour of micro- and nanolasers are described in detail. Both methods lead to steady-state photon numbers and statistics characteristic of lasers, but one of the algorithms is shown to be significantly more efficient. This algorithm, known as Gillespie’s First Reaction Method (FRM), gives up to a thousandfold reduction in computation time compared to earlier algorithms, while also circumventing numerical issues regarding time-increment size and ordering of events. The FRM is used to examine intra-cavity photon distributions, and it is found that the numerical results follow the analytics exactly. Finally, the FRM is applied to a set of slightly altered rate equations, and it is shown that both the analytical and numerical results exhibit features that are typically associated with the presence of strong inter-emitter correlations in nanolasers. I. INTRODUCTION transitions from thermal to coherent emission, and we will investigate the prospects of introducing effectively Optical cavities on the micro- and nanometer scale can altered rates of emission in the rate equations as a way reduce the number of available modes for light emission to qualitatively describe the effects of collective inter- and increase the coupling of spontaneously emitted light emitter correlations. -
Numerical Studies of Higher Order Tau-Leaping Methods
NUMERICAL STUDIES OF HIGHER ORDER TAU-LEAPING METHODS by Anuj Dhoj Thapa A thesis presented to Ryerson University in partial fulfillment of the requirements for the degree of Master of Science in the program of Applied Mathematics Toronto, Ontario, Canada, 2018 c Anuj Dhoj Thapa, 2018 AUTHOR'S DECLARATION FOR ELECTRONIC SUBMISSION OF A THESIS I hereby declare that I am the sole author of this thesis. This is a true copy of the thesis, including any required final revisions, as accepted by my examiners. I authorize Ryerson University to lend this thesis to other institutions or individuals for the purpose of scholarly research. I further authorize Ryerson University to reproduce this thesis by photocopying or by other means, in total or in part, at the request of other institutions or individuals for the purpose of scholarly research. I understand that my thesis may be made electronically available to the public. ii NUMERICAL STUDIES OF HIGHER ORDER TAU-LEAPING METHODS Master of Science, 2018 Anuj Dhoj Thapa Applied Mathematics Program Ryerson University Abstract Gillespie's algorithm, also known as the Stochastic Simulation Algorithm (SSA), is an exact simulation method for the Chemical Master Equation model of well-stirred biochemical systems. However, this method is computationally intensive when some fast reactions are present in the system. The tau-leap scheme developed by Gillespie can speed up the stochastic simulation of these biochemically reacting systems with negligible loss in accuracy. A number of tau-leaping methods were proposed, including the explicit tau-leaping and the implicit tau-leaping strategies. Nonetheless, these schemes have low order of accuracy. -
Simulation and the Monte Carlo Method
SIMULATION AND THE MONTE CARLO METHOD Third Edition Reuven Y. Rubinstein Technion Dirk P. Kroese University of Queensland Copyright © 2017 by John Wiley & Sons, Inc. All rights reserved. Published by John Wiley & Sons, Inc., Hoboken, New Jersey. Published simultaneously in Canada. Library of Congress Cataloging-in-Publication Data: Names: Rubinstein, Reuven Y. | Kroese, Dirk P. Title: Simulation and the Monte Carlo method. Description: Third edition / Reuven Rubinstein, Dirk P. Kroese. | Hoboken, New Jersey : John Wiley & Sons, Inc., [2017] | Series: Wiley series in probability and statistics | Includes bibliographical references and index. Identifiers: LCCN 2016020742 (print) | LCCN 2016023293 (ebook) | ISBN 9781118632161 (cloth) | ISBN 9781118632208 (pdf) | ISBN 9781118632383 (epub) Subjects: LCSH: Monte Carlo method. | Digital computer simulation. | Mathematical statistics. | Sampling (Statistics) Classification: LCC QA298 .R8 2017 (print) | LCC QA298 (ebook) | DDC 518/.282--dc23 LC record available at https://lccn.loc.gov/2016020742 Printed in the United States of America CONTENTS Preface xiii Acknowledgments xvii 1 Preliminaries 1 1.1 Introduction 1 1.2 Random Experiments 1 1.3 Conditional Probability and Independence 2 1.4 Random Variables and Probability Distributions 4 1.5 Some Important Distributions 5 1.6 Expectation 6 1.7 Joint Distributions 7 1.8 Functions of Random Variables 11 1.8.1 Linear Transformations 12 1.8.2 General Transformations 13 1.9 Transforms 14 1.10 Jointly Normal Random Variables 15 1.11 Limit Theorems 16