Variable-free exploration of stochastic models: a gene regulatory network example

Finding coarse-grained, low-dimensional descriptions is an important task in the analysis of complex, stochastic models of gene regulatory networks. This task involves (a) identifying observables that best describe the state of these complex systems and (b) characterizing the dynamics of the observables. In a previous paper [13], we assumed that good observables were known a priori, and presented an equation-free approach to approximate coarse-grained quantities (i.e, effective drift and diffusion coefficients) that characterize the long-time behavior of the observables. Here we use diffusion maps [9] to extract appropriate observables ("reduction coordinates") in an automated fashion; these involve the leading eigenvectors of a weighted Laplacian on a graph constructed from network simulation data. We present lifting and restriction procedures for translating between physical variables and these data-based observables. These procedures allow us to perform equation-free coarse-grained, computations characterizing the long-term dynamics through the design and processing of short bursts of stochastic simulation initialized at appropriate values of the data-based observables.Comment: 26 pages, 9 figure

Coarse-grained dynamics of an activity bump in a neural field model

We study a stochastic nonlocal PDE, arising in the context of modelling spatially distributed neural activity, which is capable of sustaining stationary and moving spatially-localized ``activity bumps''. This system is known to undergo a pitchfork bifurcation in bump speed as a parameter (the strength of adaptation) is changed; yet increasing the noise intensity effectively slowed the motion of the bump. Here we revisit the system from the point of view of describing the high-dimensional stochastic dynamics in terms of the effective dynamics of a single scalar "coarse" variable. We show that such a reduced description in the form of an effective Langevin equation characterized by a double-well potential is quantitatively successful. The effective potential can be extracted using short, appropriately-initialized bursts of direct simulation. We demonstrate this approach in terms of (a) an experience-based "intelligent" choice of the coarse observable and (b) an observable obtained through data-mining direct simulation results, using a diffusion map approach.Comment: Corrected aknowledgement

A Deterministic Theory for Exact Non-Convex Phase Retrieval

In this paper, we analyze the non-convex framework of Wirtinger Flow (WF) for phase retrieval and identify a novel sufficient condition for universal exact recovery through the lens of low rank matrix recovery theory. Via a perspective in the lifted domain, we show that the convergence of the WF iterates to a true solution is attained geometrically under a single condition on the lifted forward model. As a result, a deterministic relationship between the accuracy of spectral initialization and the validity of {the regularity condition} is derived. In particular, we determine that a certain concentration property on the spectral matrix must hold uniformly with a sufficiently tight constant. This culminates into a sufficient condition that is equivalent to a restricted isometry-type property over rank-1, positive semi-definite matrices, and amounts to a less stringent requirement on the lifted forward model than those of prominent low-rank-matrix-recovery methods in the literature. We characterize the performance limits of our framework in terms of the tightness of the concentration property via novel bounds on the convergence rate and on the signal-to-noise ratio such that the theoretical guarantees are valid using the spectral initialization at the proper sample complexity.Comment: In Revision for IEEE Transactions on Signal Processin