Stochastic filtering of reaction networks partially observed in time snapshots

DOI10.1016/J.JCP.2024.113265MaRDI QIDQ6614973FDOQ6614973

Authors: Muruhan Rathinam, Mingkai Yu 

Publication date: 8 October 2024

Published in: Journal of Computational Physics (Search for Journal in Brave)

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zbMATH Keywords

particle filterstochastic reaction network

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic particle methods (65C35)

Cites Work

• Sequential Monte Carlo Methods in Practice
• Sequential Monte Carlo Samplers
• A survey of convergence results on particle filtering methods for practitioners
• Point processes and queues. Martingale dynamics
• Filtering and prediction: A primer
• Efficient sampling of conditioned Markov jump processes
• Reversible-equivalent-monomolecular tau: a leaping method for ``small number and stiff stochastic chemical systems
• Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
• Convergence of Regularized Particle Filters for Stochastic Reaction Networks
• On backward smoothing algorithms
• New results in linear filtering and prediction theory

Cited In (1)

• Hawkes process modelling for chemical reaction networks in a random environment

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