Local strong maximal monotonicity and full stability for parametric variational systems

The paper introduces and characterizes new notions of Lipschitzian and H\"olderian full stability of solutions to general parametric variational systems described via partial subdifferential and normal cone mappings acting in Hilbert spaces. These notions, postulated certain quantitative properties of single-valued localizations of solution maps, are closely related to local strong maximal monotonicity of associated set-valued mappings. Based on advanced tools of variational analysis and generalized differentiation, we derive verifiable characterizations of the local strong maximal monotonicity and full stability notions under consideration via some positive-definiteness conditions involving second-order constructions of variational analysis. The general results obtained are specified for important classes of variational inequalities and variational conditions in both finite and infinite dimensions

A variational approach to moment-closure approximations for the kinetics of biomolecular reaction networks

Approximate solutions of the chemical master equation and the chemical Fokker-Planck equation are an important tool in the analysis of biomolecular reaction networks. Previous studies have highlighted a number of problems with the moment-closure approach used to obtain such approximations, calling it an ad-hoc method. In this article, we give a new variational derivation of moment-closure equations which provides us with an intuitive understanding of their properties and failure modes and allows us to correct some of these problems. We use mixtures of product-Poisson distributions to obtain a flexible parametric family which solves the commonly observed problem of divergences at low system sizes. We also extend the recently introduced entropic matching approach to arbitrary ansatz distributions and Markov processes, demonstrating that it is a special case of variational moment closure. This provides us with a particularly principled approximation method. Finally, we extend the above approaches to cover the approximation of multi-time joint distributions, resulting in a viable alternative to process-level approximations which are often intractable.Comment: Minor changes and clarifications; corrected some typo