Adiabatic reduction of a model of stochastic gene expression with jump Markov process

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.Comment: 17 page

Multi-channel Hybrid Access Femtocells: A Stochastic Geometric Analysis

For two-tier networks consisting of macrocells and femtocells, the channel access mechanism can be configured to be open access, closed access, or hybrid access. Hybrid access arises as a compromise between open and closed access mechanisms, in which a fraction of available spectrum resource is shared to nonsubscribers while the remaining reserved for subscribers. This paper focuses on a hybrid access mechanism for multi-channel femtocells which employ orthogonal spectrum access schemes. Considering a randomized channel assignment strategy, we analyze the performance in the downlink. Using stochastic geometry as technical tools, we model the distribution of femtocells as Poisson point process or Neyman-Scott cluster process and derive the distributions of signal-to-interference-plus-noise ratios, and mean achievable rates, of both nonsubscribers and subscribers. The established expressions are amenable to numerical evaluation, and shed key insights into the performance tradeoff between subscribers and nonsubscribers. The analytical results are corroborated by numerical simulations.Comment: This is the final version, which was accepted in IEEE Transactions on Communication

Maximum Average Service Rate and Optimal Queue Scheduling of Delay-Constrained Hybrid Cognitive Radio in Nakagami Fading Channels

As a promising technique to improve achievable bandwidth efficiency, cognitive radio (CR) has attracted substantial research attention from both the academic and industrial communities. To improve the performance attained by the secondary user (SU), a novel hybrid CR system is proposed, which combines the conventional interweave and underlay paradigms to enhance the chance of the SU to access the spectrum. Queuing theory is invoked in this paper to analyze the impact of the primary user’s maximum tolerable delay on the performance of the SU. Multiple queues are assumed for the SU, which is engaged in video communication. Apart from the Poisson traffic generation,we also model the classic Nakagami-m fading channel as a Poisson service process by utilizing the outage probability in the presence of cochannel interference. We optimize both the hybrid interweave/underlay procedure to maximize the average service rate μ_S,max of the SU, as well as the queue’s scheduling scheme, for the sake of minimizing the overall average delay (OAD). As a result, the OAD of the SU is reduced by up to 27% and 20%, compared with the proportion and round-robin schemes, respectively

Hybrid marked point processes: characterisation, existence and uniqueness

We introduce a class of hybrid marked point processes, which encompasses and extends continuous-time Markov chains and Hawkes processes. While this flexible class amalgamates such existing processes, it also contains novel processes with complex dynamics. These processes are defined implicitly via their intensity and are endowed with a state process that interacts with past-dependent events. The key example we entertain is an extension of a Hawkes process, a state-dependent Hawkes process interacting with its state process. We show the existence and uniqueness of hybrid marked point processes under general assumptions, extending the results of Massouli\'e (1998) on interacting point processes.Comment: v6: introduction updated with reference to application of state-dependent Hawkes processe

A hybrid sampler for Poisson-Kingman mixture models

This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers

Poisson Multi-Bernoulli Mapping Using Gibbs Sampling

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects, and the measurements are described as a Poisson process, conditioned on the map. We use a Poisson process prior on the map and prove that the posterior distribution is a hybrid Poisson, multi-Bernoulli mixture distribution. We devise a Gibbs sampling algorithm to sample from the batch multi-object posterior. The proposed method can handle uncertainties in the data associations and the cardinality of the set of landmarks, and is parallelizable, making it suitable for large-scale problems. The performance of the proposed method is evaluated on synthetic data and is shown to outperform a state-of-the-art method.Comment: 14 pages, 6 figure

Learning Hybrid System Models for Supervisory Decoding of Discrete State, with applications to the Parietal Reach Region

Based on Gibbs sampling, a novel method to identify mathematical models of neural activity in response to temporal changes of behavioral or cognitive state is presented. This work is motivated by the developing field of neural prosthetics, where a supervisory controller is required to classify activity of a brain region into suitable discrete modes. Here, neural activity in each discrete mode is modeled with nonstationary point processes, and transitions between modes are modeled as hidden Markov models. The effectiveness of this framework is first demonstrated on a simulated example. The identification algorithm is then applied to extracellular neural activity recorded from multi-electrode arrays in the parietal reach region of a rhesus monkey, and the results demonstrate the ability to decode discrete changes even from small data sets