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Deterministic particle flows for constraining stochastic nonlinear systems

delete2022-10-17
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OA
AI
D
Dimitra Maoutsa *
M
Manfred Opper
DOI:10.1103/PhysRevResearch.4.043035delete
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摘要

摘要

En 中文
Devising optimal interventions for constraining stochastic systems is a challenging endeavor that has to confront the interplay between randomness and dynamical nonlinearity. Existing intervention methods that employ stochastic path sampling scale poorly with increasing system dimension and are slow to converge. Here we propose a generally applicable and practically feasible methodology that computes the optimal interventions in a noniterative scheme. We formulate the optimal dynamical adjustments in terms of deterministically sampled probability flows approximated by an interacting particle system. Applied to several biologically inspired models, we demonstrate that our method provides the necessary optimal controls in settings with terminal, transient, or generalized collective state constraints and arbitrary system dynamics.
Keyword:
GRAPHICAL MODEL INFERENCE
NOISE
SELECTION
CONSEQUENCES
ORIGINS

期刊

Physical Review Research 封面图
Physical Review Research
IF:
4.2
论文数:
7.6K
被引数:
2.7W

机构

T
Technical University of Berlin
学者数:
1.3W
论文数: 1.1W
被引数: 18
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