Variance of Finite Difference Methods for Reaction Networks with Non-Lipschitz Rate Functions

DOI10.1137/19M1303940zbMath1454.60103arXiv1908.06880OpenAlexW3096013023MaRDI QIDQ5134976

Chaojie Yuan, David F. Anderson

Publication date: 18 November 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.06880

zbMATH Keywords

Monte Carlofinite differenceparametric sensitivitystochastic modelreaction network

Mathematics Subject Classification ID

Biochemistry, molecular biology (92C40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Unnamed Item
• Efficient stochastic sensitivity analysis of discrete event systems
• Representations of Markov processes as multiparameter time changes
• An asymptotic relationship between coupling methods for stochastically modeled population processes
• Introduction to Probability
• Efficient finite-difference method for computing sensitivities of biochemical reactions
• An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains
• Stochastic Analysis of Biochemical Systems
• Moment growth bounds on continuous time Markov processes on non-negative integer lattices
• Unbiased Estimation of Parameter Sensitivities for Stochastic Chemical Reaction Networks

This page was built for publication: Variance of Finite Difference Methods for Reaction Networks with Non-Lipschitz Rate Functions