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

Ben Hammouda, C, Ben Rached, N and Tempone, R (2020) Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. Statistics and Computing, 30 (6). pp. 1665-1689. ISSN 0960-3174

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Ben Hammouda, C
  • Ben Rached, N
  • Tempone, R
Keywords: Multilevel Monte Carlo, Continuous-time Markov chains, Stochastic reaction networks, Stochastic biological systems, Importance sampling
Dates:
  • Published: November 2020
  • Published (online): 20 August 2020
  • Accepted: 11 July 2020
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 26 May 2023 15:18
Last Modified: 26 May 2023 15:18
Status: Published
Publisher: Springer
Identification Number: 10.1007/s11222-020-09965-3
Open Archives Initiative ID (OAI ID):

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