Page 11/19/2019 09:01:01

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

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 (2019)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raul Tempone
Multilevel Monte Carlo, Continuous time Markov chains, Stochastic reaction networks, Stochastic biological systems, Importance sampling
2019