Efficient sampling of conditioned Markov jump processes

DOI10.1007/s11222-019-09861-5zbMath1430.62032arXiv1809.07139OpenAlexW2890547940WikidataQ128371088 ScholiaQ128371088MaRDI QIDQ2329829

Andrew Golightly, Chris Sherlock

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.07139

zbMATH Keywords

chemical Langevin equationlinear noise approximationMarkov jump processconditioned hazard

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Jump processes on discrete state spaces (60J74)

Related Items (4)

Direct statistical inference for finite Markov jump processes via the matrix exponential ⋮ Accelerating inference for stochastic kinetic models ⋮ On predictive inference for intractable models via approximate Bayesian computation ⋮ Analysis of Markov jump processes under terminal constraints

Uses Software

• Bridge.jl

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