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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks - MaRDI portal

Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks (Q2209728)

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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
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    Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks (English)
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    4 November 2020
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    multilevel Monte Carlo
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    continuous-time Markov chains
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    stochastic reaction networks
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    stochastic biological systems
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    importance sampling
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