Simulation and inference algorithms for stochastic biochemical reaction networks: from basic concepts to state-of-the-art

Stochasticity is a key characteristic of intracellular processes such as gene regulation and chemical signalling. Therefore, characterising stochastic effects in biochemical systems is essential to understand the complex dynamics of living things. Mathematical idealisations of biochemically reacting systems must be able to capture stochastic phenomena. While robust theory exists to describe such stochastic models, the computational challenges in exploring these models can be a significant burden in practice since realistic models are analytically intractable. Determining the expected behaviour and variability of a stochastic biochemical reaction network requires many probabilistic simulations of its evolution. Using a biochemical reaction network model to assist in the interpretation of time course data from a biological experiment is an even greater challenge due to the intractability of the likelihood function for determining observation probabilities. These computational challenges have been subjects of active research for over four decades. In this review, we present an accessible discussion of the major historical developments and state-of-the-art computational techniques relevant to simulation and inference problems for stochastic biochemical reaction network models. Detailed algorithms for particularly important methods are described and complemented with MATLAB implementations. As a result, this review provides a practical and accessible introduction to computational methods for stochastic models within the life sciences community

Optimizing large parameter sets in variational quantum Monte Carlo

We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they are sampled, we remove the need to construct and store these matrices and thus bypass the most expensive steps of the stochastic reconfiguration and linear method optimization techniques. We demonstrate the effectiveness of this approach by using stochastic reconfiguration to optimize a correlator product state wavefunction with a pfaffian reference for four example systems. In two examples on the two dimensional Hubbard model, we study 16 and 64 site lattices, recovering energies accurate to 1% in the smaller lattice and predicting particle-hole phase separation in the larger. In two examples involving an ab initio Hamiltonian, we investigate the potential energy curve of a symmetrically dissociated 4x4 hydrogen lattice as well as the singlet-triplet gap in free base porphin. In the hydrogen system we recover 98% or more of the correlation energy at all geometries, while for porphin we compute the gap in a 24 orbital active space to within 0.02eV of the exact result. The numbers of variational parameters in these examples range from 4x10^3 to 5x10^5, demonstrating an ability to go far beyond the reach of previous formulations of stochastic reconfiguration.Comment: 5 pages, 4 figures, suggested PACS numbers 02.70.Ss, 71.10.Fd, 31.15.-

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g. coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as em goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where here events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach

Further developments in correlator product states: deterministic optimization and energy evaluation

Correlator product states (CPS) are a class of tensor network wavefunctions applicable to strongly correlated problems in arbitrary dimensions. Here, we present a method for optimizing and evaluating the energy of the CPS wavefunction that is non-variational but entirely deterministic. The fundamental assumption underlying our technique is that the CPS wavefunction is an exact eigenstate of the Hamiltonian, allowing the energy to be obtained approximately through a projection of the Schr\"odinger equation. The validity of this approximation is tested on two dimensional lattices for the spin-1/2 antiferromagnetic Heisenberg model, the spinless Hubbard model, and the full Hubbard model. In each of these models, the projected method reproduces the variational CPS energy to within 1%. For fermionic systems, we also demonstrate the incorporation of a Slater determinant reference into the ansatz, which allows CPS to act as a generalization of the Jastrow-Slater wavefunction.Comment: 8 pages, 2 tables, 3 figure

Tensor Computation: A New Framework for High-Dimensional Problems in EDA

Many critical EDA problems suffer from the curse of dimensionality, i.e. the very fast-scaling computational burden produced by large number of parameters and/or unknown variables. This phenomenon may be caused by multiple spatial or temporal factors (e.g. 3-D field solvers discretizations and multi-rate circuit simulation), nonlinearity of devices and circuits, large number of design or optimization parameters (e.g. full-chip routing/placement and circuit sizing), or extensive process variations (e.g. variability/reliability analysis and design for manufacturability). The computational challenges generated by such high dimensional problems are generally hard to handle efficiently with traditional EDA core algorithms that are based on matrix and vector computation. This paper presents "tensor computation" as an alternative general framework for the development of efficient EDA algorithms and tools. A tensor is a high-dimensional generalization of a matrix and a vector, and is a natural choice for both storing and solving efficiently high-dimensional EDA problems. This paper gives a basic tutorial on tensors, demonstrates some recent examples of EDA applications (e.g., nonlinear circuit modeling and high-dimensional uncertainty quantification), and suggests further open EDA problems where the use of tensor computation could be of advantage.Comment: 14 figures. Accepted by IEEE Trans. CAD of Integrated Circuits and System