A first step to implement Gillespie's algorithm with rejection sampling

DOI10.1007/S10260-014-0283-6MaRDI QIDQ2353369zbMATH OpenOpenAlexFDO

Authors Qihong Duan, Junrong Liu

Publication date 9 July 2015

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-014-0283-6

zbMATH Keywords

Gillespie's algorithmMarkov chainrejection samplingsimulation

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Diffusion processes (60J60) Monte Carlo methods (65C05) Computational methods for problems pertaining to biology (92-08)

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Cites work

• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
• Exact simulation of diffusions
• Exact simulation problems for jump-diffusions
• Extinction models for cancer stem cell therapy
• scientific article; zbMATH DE number 3793150 (Why is no real title available?)
• Insurance claims modulated by a hidden Brownian marked point process
• Modeling and Simulating Chemical Reactions

Cited in

(5)

• Discrete-time stochastic modeling and simulation of biochemical networks
• Stochastic simulation of biochemical reactions with partial-propensity and rejection-based approaches
• Exact variance-reduced simulation of lattice continuous-time Markov chains with applications in reaction networks
• A mathematical framework for exact milestoning
• A Gillespie algorithm for non-Markovian stochastic processes

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