Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks    2019

by Chiheb Ben Hammouda, Nadhir Ben Rached, Raul Tempone
Year: 2019

Bibliography

Ben Hammouda, Chiheb, Nadhir Ben Rached, Raúl Tempone. "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks".  arXiv preprint  arXiv:1911.06286 

Abstract

 

Keywords

Multilevel Monte Carlo Continuous time Markov chains Stochastic reaction networks Stochastic biological systems Importance sampling