A Krylov-based finite state projection algorithm for solving the chemical master equation arising in the discrete modelling of biological systems

Biochemical reactions underlying genetic regulation are often modelled as a continuous-time, discrete-state, Markov process, and the evolution of the associated probability density is described by the so-called chemical master equation (CME). However the CME is typically difficult to solve, since the state-space involved can be very large or even countably infinite. Recently a finite state projection method (FSP) that truncates the state-space was suggested and shown to be effective in an example of a model of the Pap-pili epigenetic switch. However in this example, both the model and the final time at which the solution was computed, were relatively small. Presented here is a Krylov FSP algorithm based on a combination of state-space truncation and inexact matrix-vector product routines. This allows larger-scale models to be studied and solutions for larger final times to be computed in a realistic execution time. Additionally the new method computes the solution at intermediate times at virtually no extra cost, since it is derived from Krylov-type methods for computing matrix exponentials. For the purpose of comparison the new algorithm is applied to the model of the Pap-pili epigenetic switch, where the original FSP was first demonstrated. Also the method is applied to a more sophisticated model of regulated transcription. Numerical results indicate that the new approach is significantly faster and extendable to larger biological models.

How to design extended finite state machine test models in Java

This chapter is a tutorial that teaches you how to design extended finite state machine (EFSM) test models for a system that you want to test. EFSM models are more powerful and expressive than simple finite state machine (FSM) models, and are one of the most commonly used styles of models for model-based testing, especially for embedded systems. There are many languages and notations in use for writing EFSM models, but in this tutorial we write our EFSM models in the familiar Java programming language. To generate tests from these EFSM models we use ModelJUnit, which is an open-source tool that supports several stochastic test generation algorithms, and we also show how to write your own model-based testing tool. We show how EFSM models can be used for unit testing and system testing of embedded systems, and for offline testing as well as online testing.

Synthesis of orchestrators from service choreographies

With service interaction modelling, it is customary to distinguish between two types of models: choreographies and orchestrations. A choreography describes interactions within a collection of services from a global perspective, where no service plays a privileged role. Instead, services interact in a peer-to-peer manner. In contrast, an orchestration describes the interactions between one particular service, the orchestrator, and a number of partner services. The main proposition of this work is an approach to bridge these two modelling viewpoints by synthesising orchestrators from choreographies. To start with, choreographies are defined using a simple behaviour description language based on communicating finite state machines. From such a model, orchestrators are initially synthesised in the form of state machines. It turns out that state machines are not suitable for orchestration modelling, because orchestrators generally need to engage in concurrent interactions. To address this issue, a technique is proposed to transform state machines into process models in the Business Process Modelling Notation (BPMN). Orchestrations represented in BPMN can then be augmented with additional business logic to achieve value-adding mediation. In addition, techniques exist for refining BPMN models into executable process definitions. The transformation from state machines to BPMN relies on Petri nets as an intermediary representation and leverages techniques from theory of regions to identify concurrency in the initial Petri net. Once concurrency has been identified, the resulting Petri net is transformed into a BPMN model. The original contributions of this work are: an algorithm to synthesise orchestrators from choreographies and a rules-based transformation from Petri nets into BPMN.

Current AI in games : a review

As the graphics race subsides and gamers grow weary of predictable and deterministic game characters, game developers must put aside their “old faithful” finite state machines and look to more advanced techniques that give the users the gaming experience they crave. The next industry breakthrough will be with characters that behave realistically and that can learn and adapt, rather than more polygons, higher resolution textures and more frames-per-second. This paper explores the various artificial intelligence techniques that are currently being used by game developers, as well as techniques that are new to the industry. The techniques covered in this paper are finite state machines, scripting, agents, flocking, fuzzy logic and fuzzy state machines decision trees, neural networks, genetic algorithms and extensible AI. This paper introduces each of these technique, explains how they can be applied to games and how commercial games are currently making use of them. Finally, the effectiveness of these techniques and their future role in the industry are evaluated.

Elements pour adapter les systemes de recherche d'information aux dyslexiques [Elements to adapt information retrieval systems to dyslexic users]

RÉSUMÉ. La prise en compte des troubles de la communication dans l’utilisation des systèmes de recherche d’information tels qu’on peut en trouver sur le Web est généralement réalisée par des interfaces utilisant des modalités n’impliquant pas la lecture et l’écriture. Peu d’applications existent pour aider l’utilisateur en difficulté dans la modalité textuelle. Nous proposons la prise en compte de la conscience phonologique pour assister l’utilisateur en difficulté d’écriture de requêtes (dysorthographie) ou de lecture de documents (dyslexie). En premier lieu un système de réécriture et d’interprétation des requêtes entrées au clavier par l’utilisateur est proposé : en s’appuyant sur les causes de la dysorthographie et sur les exemples à notre disposition, il est apparu qu’un système combinant une approche éditoriale (type correcteur orthographique) et une approche orale (système de transcription automatique) était plus approprié. En second lieu une méthode d’apprentissage automatique utilise des critères spécifiques , tels que la cohésion grapho-phonémique, pour estimer la lisibilité d’une phrase, puis d’un texte. ABSTRACT. Most applications intend to help disabled users in the information retrieval process by proposing non-textual modalities. This paper introduces specific parameters linked to phonological awareness in the textual modality. This will enhance the ability of systems to deal with orthographic issues and with the adaptation of results to the reader when for example the reader is dyslexic. We propose a phonology based sentence level rewriting system that combines spelling correction, speech synthesis and automatic speech recognition. This has been evaluated on a corpus of questions we get from dyslexic children. We propose a specific sentence readability measure that involves phonetic parameters such as grapho-phonemic cohesion. This has been learned on a corpus of reading time of sentences read by dyslexic children.

Formal network behaviour analysis using model checking

In this research we modelled computer network devices to ensure their communication behaviours meet various network standards. By modelling devices as finite-state machines and examining their properties in a range of configurations, we discovered a flaw in a common network protocol and produced a technique to improve organisations' network security against data theft.

Stochastic chemical kinetics and the quasi-steady-state assumption : application to the stochastic simulation algorithm and chemical master equation

Recently the application of the quasi-steady-state approximation (QSSA) to the stochastic simulation algorithm (SSA) was suggested for the purpose of speeding up stochastic simulations of chemical systems that involve both relatively fast and slow chemical reactions [Rao and Arkin, J. Chem. Phys. 118, 4999 (2003)] and further work has led to the nested and slow-scale SSA. Improved numerical efficiency is obtained by respecting the vastly different time scales characterizing the system and then by advancing only the slow reactions exactly, based on a suitable approximation to the fast reactions. We considerably extend these works by applying the QSSA to numerical methods for the direct solution of the chemical master equation (CME) and, in particular, to the finite state projection algorithm [Munsky and Khammash, J. Chem. Phys. 124, 044104 (2006)], in conjunction with Krylov methods. In addition, we point out some important connections to the literature on the (deterministic) total QSSA (tQSSA) and place the stochastic analogue of the QSSA within the more general framework of aggregation of Markov processes. We demonstrate the new methods on four examples: Michaelis–Menten enzyme kinetics, double phosphorylation, the Goldbeter–Koshland switch, and the mitogen activated protein kinase cascade. Overall, we report dramatic improvements by applying the tQSSA to the CME solver.

Experiences in Passively Detecting Session Hijacking Attacks in IEEE 802.11 Networks

Current IEEE 802.11 wireless networks are vulnerable to session hijacking attacks as the existing standards fail to address the lack of authentication of management frames and network card addresses, and rely on loosely coupled state machines. Even the new WLAN security standard - IEEE 802.11i does not address these issues. In our previous work, we proposed two new techniques for improving detection of session hijacking attacks that are passive, computationally inexpensive, reliable, and have minimal impact on network performance. These techniques utilise unspoofable characteristics from the MAC protocol and the physical layer to enhance confidence in the intrusion detection process. This paper extends our earlier work and explores usability, robustness and accuracy of these intrusion detection techniques by applying them to eight distinct test scenarios. A correlation engine has also been introduced to maintain the false positives and false negatives at a manageable level. We also explore the process of selecting optimum thresholds for both detection techniques. For the purposes of our experiments, Snort-Wireless open source wireless intrusion detection system was extended to implement these new techniques and the correlation engine. Absence of any false negatives and low number of false positives in all eight test scenarios successfully demonstrated the effectiveness of the correlation engine and the accuracy of the detection techniques.

A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian analysis of the popular Coxian subclass of phase-type models; the convenient Coxian representation involves fewer parameters than a more general phase-type model. The key novelty of our approach is that we model covariate dependence in the mean whilst using the Coxian phase-type model as a very general residual distribution. Such incorporation of covariates into the model has not previously been attempted in the Bayesian literature. A further novelty is that we also propose a reversible jump scheme for investigating structural changes to the model brought about by the introduction of Erlang phases. Our approach addresses more questions of inference than previous Bayesian treatments of this model and is automatic in nature. We analyse an example dataset comprising lengths of hospital stays of a sample of patients collected from two Australian hospitals to produce a model for a patient's expected length of stay which incorporates the effects of several covariates. This leads to interesting conclusions about what contributes to length of hospital stay with implications for hospital planning. We compare our results with an alternative classical analysis of these data.

Stochastic modelling of T cell homeostasis for two competing clonotypes via the master equation

Stochastic models for competing clonotypes of T cells by multivariate, continuous-time, discrete state, Markov processes have been proposed in the literature by Stirk, Molina-París and van den Berg (2008). A stochastic modelling framework is important because of rare events associated with small populations of some critical cell types. Usually, computational methods for these problems employ a trajectory-based approach, based on Monte Carlo simulation. This is partly because the complementary, probability density function (PDF) approaches can be expensive but here we describe some efficient PDF approaches by directly solving the governing equations, known as the Master Equation. These computations are made very efficient through an approximation of the state space by the Finite State Projection and through the use of Krylov subspace methods when evolving the matrix exponential. These computational methods allow us to explore the evolution of the PDFs associated with these stochastic models, and bimodal distributions arise in some parameter regimes. Time-dependent propensities naturally arise in immunological processes due to, for example, age-dependent effects. Incorporating time-dependent propensities into the framework of the Master Equation significantly complicates the corresponding computational methods but here we describe an efficient approach via Magnus formulas. Although this contribution focuses on the example of competing clonotypes, the general principles are relevant to multivariate Markov processes and provide fundamental techniques for computational immunology.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

Synthesis of orchestrators from service choreographies

Interaction topologies in service-oriented systems are usually classified into two styles: choreographies and orchestrations. In a choreography, services interact in a peer-to-peer manner and no service plays a privileged role. In contrast, interactions in an orchestration occur between one particular service, the orchestrator, and a number of subordinated services. Each of these topologies has its trade-offs. This paper considers the problem of migrating a service-oriented system from a choreography style to an orchestration style. Specifically, the paper presents a tool chain for synthesising orchestrators from choreographies. Choreographies are initially represented as communicating state machines. Based on this representation, an algorithm is presented that synthesises the behaviour of an orchestrator, which is also represented as a state machine. Concurrent regions are then identified in the synthesised state machine to obtain a more compact representation in the form of a Petri net. Finally, it is shown how the resulting Petri nets can be transformed into notations supported by commercial tools, such as the Business Process Modelling Notation (BPMN).

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.