Photo by jontyson from unsplash
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples… Click to show full abstract
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.
Keywords:
time dependent;
processes time;
variance couplings;
low variance
Journal Title: Bulletin of Mathematical Biology
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Bulletin of Mathematical Biology
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!