Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions

Multilevel monte carlo for cortical circuit models

Multilevel Monte Carlo (MLMC) methods aim to speed up computation of statistics from dynamical simulations. MLMC is easy to implement and is sometimes very effective, but its efficacy may depend on the underlying dynamics. We apply MLMC to networks of spiking neurons and assess its effectiveness on prototypical models of cortical circuitry under different conditions. We find that MLMC can be very efficient for computing reliable features, i.e., features of network dynamics that are reproducible upon repeated presentation of the same external forcing. In contrast, MLMC is less effective for complex, internally generated activity. Qualitative explanations are given using concepts from random dynamical systems theory.

Confidence in the dynamic spread of epidemics under biased sampling conditions

The interpretation of sampling data plays a crucial role in policy response to the spread of a disease during an epidemic, such as the COVID-19 epidemic of 2020. However, this is a non-trivial endeavor due to the complexity of real world conditions and limits to the availability of diagnostic tests, which necessitate a bias in testing favoring symptomatic individuals. A thorough understanding of sampling confidence and bias is necessary in order make accurate conclusions. In this manuscript, we provide a stochastic model of sampling for assessing confidence in disease metrics such as trend detection, peak detection and disease spread estimation. Our model simulates testing for a disease in an epidemic with known dynamics, allowing us to use Monte-Carlo sampling to assess metric confidence. This model can provide realistic simulated data which can be used in the design and calibration of data analysis and prediction methods. As an example, we use this method to show that trends in the disease may be identified using under 10,000 biased samples each day, and an estimate of disease spread can be made with additional 1,000-2,000 unbiased samples each day. We also demonstrate that the model can be used to assess more advanced metrics by finding the precision and recall of a strategy for finding peaks in the dynamics.

Uniformization techniques for stochastic simulation of chemical reaction networks

This work considers the method of uniformization for continuous-time Markov chains in the context of chemical reaction networks. Previous work in the literature has shown that uniformization can be beneficial in the context of time-inhomogeneous models, such as chemical reaction networks incorporating extrinsic noise. This paper lays focus on the understanding of uniformization from the viewpoint of sample paths of chemical reaction networks. In particular, an efficient pathwise stochastic simulation algorithm for time-homogeneous models is presented which is complexity-wise equal to Gillespie's direct method. This new approach therefore enlarges the class of problems for which the uniformization approach forms a computationally attractive choice. Furthermore, as a new application of the uniformization method, we provide a novel variance reduction method for (raw) moment estimators of chemical reaction networks based upon the combination of stratification and uniformization.