SearcharxivSearch

arXiv · 1711.08291

Variance reduction for antithetic integral control of stochastic reaction networks

Abstract

The antithetic integral feedback motif recently introduced in Briat, Gupta & Khammash (Cell Systems, 2017) is known to ensure robust perfect adaptation for the mean dynamics of a given molecular species involved in a complex stochastic biomolecular reaction network. However, it was observed that it also leads to a higher variance in the controlled network than that obtained when using a constitutive (i.e. open-loop) control strategy. This was interpreted as the cost of the adaptation property and may be viewed as a performance deterioration for the overall controlled network. To decrease this variance and improve the performance, we propose to combine the antithetic integral feedback motif with a negative feedback strategy. Both theoretical and numerical results are obtained. The theoretical ones are based on a tailored moment closure method allowing one to obtain approximate expressions for the stationary variance for the controlled network and predict that the variance can indeed be decreased by increasing the strength of the negative feedback. Numerical results verify the accuracy of this approximation and show that the controlled species variance can indeed be decreased, sometimes below its constitutive level. Three molecular networks are considered in order to verify the wide applicability of two types of negative feedback strategies. The main conclusion is that there is a trade-off between the speed of the settling-time of the mean trajectories and the stationary variance of the controlled species; i.e. smaller variance is associated with larger settling-time.

Explore related subjects

Keep this discovery

BibTeXRIS

Corentin Briat, Ankit Gupta, Mustafa Khammash. 2017-11-22. Variance reduction for antithetic integral control of stochastic reaction networks. https://arxiv.org/abs/1711.08291

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Deterministic and Random Bipartite Matching on General Networks: Convex Flow Reformulation, Asymptotic Properties, and Fast Algorithms

Minimum-distance bipartite matching on general networks has numerous applications various fields. This paper first focuses on deterministic problems and presents an exact edgewise-separable convex-flow reformulation. By introducing a smooth monotone rearrangement approximation of the edge-wise imbalance profiles, the convex-flow reformulation's can be solved efficiently. If we further conduct a first-order resistance-based approximation of the convex program, a one-step Laplacian-based estimator can be analytically derived in closed forms. The paper also studies random problems where supply and demand points are randomly distributed. We show that the expected optimal matching distance scales with the square root of the number of points if the supply/demand point distributions are identical, or linearly otherwise. In the former case, the optimal flow is proven to be centered, symmetric, and sub-Gaussian. In the latter case, the limiting resistance network characterizes how supply-demand imbalance is redistributed and motivates a fast algorithm that approximate the optimal flow based on the limiting resistance. Numerical experiments show that the proposed estimators closely approximate the exact matching cost while substantially reducing computation time. The proven theoretical properties of the random matching solution are numerically verified by large-scale Monte Carlo simulations.

math.OC

Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies latent distributional heterogeneity, where each instance has an unobserved law but contributes only one observation, so uncertainty persists even if the mixture law is known. We propose Conformal-DRO, which uses nested conformal regions to construct an ambiguity set for the future latent law. Under exchangeability, the set covers this law with probability at least $1-\alpha$ in finite samples, without estimating underlying latent laws or their mixing mechanism. The conformal path induces a data-driven transport geometry, while $\alpha$ determines the radius. The worst-case problem reduces to a finite linear program over conformal shells and admits sparse adversarial solutions. The resulting robust value provides a finite-sample certificate for the selected decision's expected cost.

math.OC

The best approximation tuple: an extension of the Cheney-Goldstein algorithm and results to the multiple sets case

In this paper we extend the algorithm and several results published in the celebrated 1959 paper of Cheney and Goldstein about the best approximation pair (BAP) problem in two separate directions. One is the consideration of more than two sets. The other is the ability to handle each set as an intersections of a finite family of sets. We call the resulting problem the "Best Approximation Tuple (BAT) problem". The fundamental observation that leads to this generalizations is to recognize and handle one set (the "pivot set") as different from the remaining sets (the "satellite sets") instead of seeking cycles as the minimizers of a target functional. This enable us to overcome a certain theoretical obstacle related to cycles and minimizers of general functionals. We prove the convergence of the algorithm to the unique solution of the problem in the Euclidean case with strictly convex and compact satellite sets. Because of the lack of Fej\'er monotonicity, our convergence analysis is not standard, and is based on almost unknown properties of orthogonal projections regarding equality and inequality in the definition of nonexpansiveness.

math.OC