Inference of kinetic Ising model on sparse graphs

Based on dynamical cavity method, we propose an approach to the inference of kinetic Ising model, which asks to reconstruct couplings and external fields from given time-dependent output of original system. Our approach gives an exact result on tree graphs and a good approximation on sparse graphs, it can be seen as an extension of Belief Propagation inference of static Ising model to kinetic Ising model. While existing mean field methods to the kinetic Ising inference e.g., na\" ive mean-field, TAP equation and simply mean-field, use approximations which calculate magnetizations and correlations at time $t$ from statistics of data at time $t-1$, dynamical cavity method can use statistics of data at times earlier than $t-1$ to capture more correlations at different time steps. Extensive numerical experiments show that our inference method is superior to existing mean-field approaches on diluted networks.Comment: 9 pages, 3 figures, comments are welcom

Moment Closure - A Brief Review

Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation describes the evolution of one "moment", a suitable coarse-grained quantity computable from the full state space. If the system is too large for analytical and/or numerical methods, then one aims to reduce it by finding a moment closure relation expressing "higher-order moments" in terms of "lower-order moments". In this brief review, we focus on highlighting how moment closure methods occur in different contexts. We also conjecture via a geometric explanation why it has been difficult to rigorously justify many moment closure approximations although they work very well in practice.Comment: short survey paper (max 20 pages) for a broad audience in mathematics, physics, chemistry and quantitative biolog

Model reduction of biochemical reactions networks by tropical analysis methods

We discuss a method of approximate model reduction for networks of biochemical reactions. This method can be applied to networks with polynomial or rational reaction rates and whose parameters are given by their orders of magnitude. In order to obtain reduced models we solve the problem of tropical equilibration that is a system of equations in max-plus algebra. In the case of networks with nonlinear fast cycles we have to solve the problem of tropical equilibration at least twice, once for the initial system and a second time for an extended system obtained by adding to the initial system the differential equations satisfied by the conservation laws of the fast subsystem. The two steps can be reiterated until the fast subsystem has no conservation laws different from the ones of the full model. Our method can be used for formal model reduction in computational systems biology

Variational approximations for stochastic dynamics on graphs

We investigate different mean-field-like approximations for stochastic dynamics on graphs, within the framework of a cluster-variational approach. In analogy with its equilibrium counterpart, this approach allows one to give a unified view of various (previously known) approximation schemes, and suggests quite a systematic way to improve the level of accuracy. We compare the different approximations with Monte Carlo simulations on a reversible (susceptible-infected-susceptible) discrete-time epidemic-spreading model on random graphs.Comment: 29 pages, 5 figures. Minor revisions. IOP-style

A matrix product algorithm for stochastic dynamics on networks, applied to non-equilibrium Glauber dynamics

We introduce and apply a novel efficient method for the precise simulation of stochastic dynamical processes on locally tree-like graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, the new approach is based on a matrix product approximation of the so-called edge messages -- conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both, single instances as well as the thermodynamic limit. We employ it to examine prototypical non-equilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.Comment: 5 pages, 3 figures; minor improvements, published versio

Asymptotology of Chemical Reaction Networks

The concept of the limiting step is extended to the asymptotology of multiscale reaction networks. Complete theory for linear networks with well separated reaction rate constants is developed. We present algorithms for explicit approximations of eigenvalues and eigenvectors of kinetic matrix. Accuracy of estimates is proven. Performance of the algorithms is demonstrated on simple examples. Application of algorithms to nonlinear systems is discussed.Comment: 23 pages, 8 figures, 84 refs, Corrected Journal Versio

The Michaelis-Menten-Stueckelberg Theorem

We study chemical reactions with complex mechanisms under two assumptions: (i) intermediates are present in small amounts (this is the quasi-steady-state hypothesis or QSS) and (ii) they are in equilibrium relations with substrates (this is the quasiequilibrium hypothesis or QE). Under these assumptions, we prove the generalized mass action law together with the basic relations between kinetic factors, which are sufficient for the positivity of the entropy production but hold even without microreversibility, when the detailed balance is not applicable. Even though QE and QSS produce useful approximations by themselves, only the combination of these assumptions can render the possibility beyond the "rarefied gas" limit or the "molecular chaos" hypotheses. We do not use any a priori form of the kinetic law for the chemical reactions and describe their equilibria by thermodynamic relations. The transformations of the intermediate compounds can be described by the Markov kinetics because of their low density ({\em low density of elementary events}). This combination of assumptions was introduced by Michaelis and Menten in 1913. In 1952, Stueckelberg used the same assumptions for the gas kinetics and produced the remarkable semi-detailed balance relations between collision rates in the Boltzmann equation that are weaker than the detailed balance conditions but are still sufficient for the Boltzmann $H$-theorem to be valid. Our results are obtained within the Michaelis-Menten-Stueckelbeg conceptual framework.Comment: 54 pages, the final version; correction of a misprint in Attachment

Dynamic message-passing approach for kinetic spin models with reversible dynamics

A method to approximately close the dynamic cavity equations for synchronous reversible dynamics on a locally tree-like topology is presented. The method builds on $(a)$ a graph expansion to eliminate loops from the normalizations of each step in the dynamics, and $(b)$ an assumption that a set of auxilary probability distributions on histories of pairs of spins mainly have dependencies that are local in time. The closure is then effectuated by projecting these probability distributions on $n$-step Markov processes. The method is shown in detail on the level of ordinary Markov processes ($n=1$), and outlined for higher-order approximations ($n>1$). Numerical validations of the technique are provided for the reconstruction of the transient and equilibrium dynamics of the kinetic Ising model on a random graph with arbitrary connectivity symmetry.Comment: 6 pages, 4 figure