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Exact Discrete Stochastic Simulation With Deep-Learning-Scale Gradient Optimization

delete2026-07-10
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J
José M. G. Vilar *
L
Leonor Saiz *
DOI:10.1002/advs.76297delete
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Abstract

Abstract

En 中文
Exact stochastic simulation of continuous-time Markov chains (CTMCs) is essential when discreteness and noise drive system behavior, but the hard categorical event selection in Gillespie-type algorithms blocks gradient-based learning. We eliminate this constraint by decoupling forward simulation from backward differentiation, with hard categorical sampling generating exact trajectories and gradients propagating through a continuous massively-parallel Gumbel-Softmax straight-through surrogate. Our approach enables accurate optimization at parameter scales over four orders of magnitude beyond existing simulators. We validate for accuracy, scalability, and reliability on a reversible dimerization model (0.09% error), a genetic oscillator (1.2% error), a 203,796-parameter gene regulatory network achieving 98.4% accuracy on the MNIST handwritten-digit dataset (a prototypical deep-learning multilayer perceptron benchmark), and experimental patch-clamp recordings of ion channel gating (R2 = 0.987) in the single-channel regime. Our GPU implementation delivers 1.9 billion steps per second, matching the scale of non-differentiable simulators. By making exact stochastic simulation massively parallel and autodiff-compatible, our results enable high-dimensional parameter inference and inverse design across systems biology, chemical kinetics, physics, and related CTMC-governed domains.
Keywords:
continuous-time Markov chains
deep learning
differentiable stochastic simulation
gene regulatory networks
GPU acceleration
Gumbel-Softmax
ion channel gating
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Advanced Science cover
Advanced Science
IF:
14.1
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1.7W
Citations:
11.5W

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university of the basque country
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university of california davis
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Citations: 45