4,591 research outputs found
Convergence of a Second Order Markov Chain
In this paper, we consider convergence properties of a second order Markov
chain. Similar to a column stochastic matrix is associated to a Markov chain, a
so called {\em transition probability tensor} of order 3 and dimension
is associated to a second order Markov chain with states. For this ,
define as on the dimensional standard simplex
. If 1 is not an eigenvalue of on and is
irreducible, then there exists a unique fixed point of on . In
particular, if every entry of is greater than , then 1 is not
an eigenvalue of on . Under the latter condition, we
further show that the second order power method for finding the unique fixed
point of on is globally linearly convergent and the
corresponding second order Markov process is globally -linearly convergent.Comment: 16 pages, 3 figure
Tensor Spectral Clustering for Partitioning Higher-order Network Structures
Spectral graph theory-based methods represent an important class of tools for
studying the structure of networks. Spectral methods are based on a first-order
Markov chain derived from a random walk on the graph and thus they cannot take
advantage of important higher-order network substructures such as triangles,
cycles, and feed-forward loops. Here we propose a Tensor Spectral Clustering
(TSC) algorithm that allows for modeling higher-order network structures in a
graph partitioning framework. Our TSC algorithm allows the user to specify
which higher-order network structures (cycles, feed-forward loops, etc.) should
be preserved by the network clustering. Higher-order network structures of
interest are represented using a tensor, which we then partition by developing
a multilinear spectral method. Our framework can be applied to discovering
layered flows in networks as well as graph anomaly detection, which we
illustrate on synthetic networks. In directed networks, a higher-order
structure of particular interest is the directed 3-cycle, which captures
feedback loops in networks. We demonstrate that our TSC algorithm produces
large partitions that cut fewer directed 3-cycles than standard spectral
clustering algorithms.Comment: SDM 201
A finite state projection algorithm for the stationary solution of the chemical master equation
The chemical master equation (CME) is frequently used in systems biology to
quantify the effects of stochastic fluctuations that arise due to biomolecular
species with low copy numbers. The CME is a system of ordinary differential
equations that describes the evolution of probability density for each
population vector in the state-space of the stochastic reaction dynamics. For
many examples of interest, this state-space is infinite, making it difficult to
obtain exact solutions of the CME. To deal with this problem, the Finite State
Projection (FSP) algorithm was developed by Munsky and Khammash (Jour. Chem.
Phys. 2006), to provide approximate solutions to the CME by truncating the
state-space. The FSP works well for finite time-periods but it cannot be used
for estimating the stationary solutions of CMEs, which are often of interest in
systems biology. The aim of this paper is to develop a version of FSP which we
refer to as the stationary FSP (sFSP) that allows one to obtain accurate
approximations of the stationary solutions of a CME by solving a finite
linear-algebraic system that yields the stationary distribution of a
continuous-time Markov chain over the truncated state-space. We derive bounds
for the approximation error incurred by sFSP and we establish that under
certain stability conditions, these errors can be made arbitrarily small by
appropriately expanding the truncated state-space. We provide several examples
to illustrate our sFSP method and demonstrate its efficiency in estimating the
stationary distributions. In particular, we show that using a quantised tensor
train (QTT) implementation of our sFSP method, problems admitting more than 100
million states can be efficiently solved.Comment: 8 figure
A finite state projection algorithm for the stationary solution of the chemical master equation
The chemical master equation (CME) is frequently used in systems biology to
quantify the effects of stochastic fluctuations that arise due to biomolecular
species with low copy numbers. The CME is a system of ordinary differential
equations that describes the evolution of probability density for each
population vector in the state-space of the stochastic reaction dynamics. For
many examples of interest, this state-space is infinite, making it difficult to
obtain exact solutions of the CME. To deal with this problem, the Finite State
Projection (FSP) algorithm was developed by Munsky and Khammash (Jour. Chem.
Phys. 2006), to provide approximate solutions to the CME by truncating the
state-space. The FSP works well for finite time-periods but it cannot be used
for estimating the stationary solutions of CMEs, which are often of interest in
systems biology. The aim of this paper is to develop a version of FSP which we
refer to as the stationary FSP (sFSP) that allows one to obtain accurate
approximations of the stationary solutions of a CME by solving a finite
linear-algebraic system that yields the stationary distribution of a
continuous-time Markov chain over the truncated state-space. We derive bounds
for the approximation error incurred by sFSP and we establish that under
certain stability conditions, these errors can be made arbitrarily small by
appropriately expanding the truncated state-space. We provide several examples
to illustrate our sFSP method and demonstrate its efficiency in estimating the
stationary distributions. In particular, we show that using a quantised tensor
train (QTT) implementation of our sFSP method, problems admitting more than 100
million states can be efficiently solved.Comment: 8 figure
MCMC inference for Markov Jump Processes via the Linear Noise Approximation
Bayesian analysis for Markov jump processes is a non-trivial and challenging
problem. Although exact inference is theoretically possible, it is
computationally demanding thus its applicability is limited to a small class of
problems. In this paper we describe the application of Riemann manifold MCMC
methods using an approximation to the likelihood of the Markov jump process
which is valid when the system modelled is near its thermodynamic limit. The
proposed approach is both statistically and computationally efficient while the
convergence rate and mixing of the chains allows for fast MCMC inference. The
methodology is evaluated using numerical simulations on two problems from
chemical kinetics and one from systems biology
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