Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks
From MaRDI portal
Publication:729598
DOI10.1016/j.jcp.2016.06.019zbMath1352.65032OpenAlexW2472184910WikidataQ62702135 ScholiaQ62702135MaRDI QIDQ729598
P. A. Maginnis, Geir E. Dullerud, Matthew West
Publication date: 20 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2016.06.019
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Stochastic simulation of biochemical systems: in memory of Dan T. Gillespie's contributions ⋮ Exact variance-reduced simulation of lattice continuous-time Markov chains with applications in reaction networks ⋮ Statistical verification of PCTL using antithetic and stratified samples
Cites Work
- Unnamed Item
- Unnamed Item
- Computing the moments of high dimensional solutions of the master equation
- Bivariate distributions with given marginals
- A comparison of computational efficiencies of stochastic algorithms in terms of two infection models
- Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis
- Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics
- Importance Sampling for Stochastic Simulations
- Stabilization of Unstable Procedures: The Recursive Projection Method
- An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains
- Binning for Efficient Stochastic Multiscale Particle Simulations
- Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems
This page was built for publication: Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks
