4,081 research outputs found
Perfect Sampling of the Master Equation for Gene Regulatory Networks
We present a Perfect Sampling algorithm that can be applied to the Master
Equation of Gene Regulatory Networks (GRNs). The method recasts Gillespie's
Stochastic Simulation Algorithm (SSA) in the light of Markov Chain Monte Carlo
methods and combines it with the Dominated Coupling From The Past (DCFTP)
algorithm to provide guaranteed sampling from the stationary distribution. We
show how the DCFTP-SSA can be generically applied to genetic networks with
feedback formed by the interconnection of linear enzymatic reactions and
nonlinear Monod- and Hill-type elements. We establish rigorous bounds on the
error and convergence of the DCFTP-SSA, as compared to the standard SSA,
through a set of increasingly complex examples. Once the building blocks for
GRNs have been introduced, the algorithm is applied to study properly averaged
dynamic properties of two experimentally relevant genetic networks: the toggle
switch, a two-dimensional bistable system, and the repressilator, a
six-dimensional genetic oscillator.Comment: Minor rewriting; final version to be published in Biophysical Journa
Event-Driven Optimal Feedback Control for Multi-Antenna Beamforming
Transmit beamforming is a simple multi-antenna technique for increasing
throughput and the transmission range of a wireless communication system. The
required feedback of channel state information (CSI) can potentially result in
excessive overhead especially for high mobility or many antennas. This work
concerns efficient feedback for transmit beamforming and establishes a new
approach of controlling feedback for maximizing net throughput, defined as
throughput minus average feedback cost. The feedback controller using a
stationary policy turns CSI feedback on/off according to the system state that
comprises the channel state and transmit beamformer. Assuming channel isotropy
and Markovity, the controller's state reduces to two scalars. This allows the
optimal control policy to be efficiently computed using dynamic programming.
Consider the perfect feedback channel free of error, where each feedback
instant pays a fixed price. The corresponding optimal feedback control policy
is proved to be of the threshold type. This result holds regardless of whether
the controller's state space is discretized or continuous. Under the
threshold-type policy, feedback is performed whenever a state variable
indicating the accuracy of transmit CSI is below a threshold, which varies with
channel power. The practical finite-rate feedback channel is also considered.
The optimal policy for quantized feedback is proved to be also of the threshold
type. The effect of CSI quantization is shown to be equivalent to an increment
on the feedback price. Moreover, the increment is upper bounded by the expected
logarithm of one minus the quantization error. Finally, simulation shows that
feedback control increases net throughput of the conventional periodic feedback
by up to 0.5 bit/s/Hz without requiring additional bandwidth or antennas.Comment: 29 pages; submitted for publicatio
Coalescence time and second largest eigenvalue modulus in the monotone reversible case
If T is the coalescence time of the Propp and Wilson [15], perfect simulation algorithm, the aim of this paper is to show that T depends on the second largest eigenvalue modulus of the transition matrix of the underlying Markov chain. This gives a relationship between the ordering based on the speed of convergence to stationarity in total variation distance and the ordering dened in terms of speed of coalescence in perfect simulation. Key words and phrases: Peskun ordering, Covariance ordering, Effciency ordering, MCMC, time-invariance estimating equations, asymptotic variance, continuous time Markov chains.
- …