Stochastic filtering of reaction networks partially observed in time snapshots

DOI10.1016/J.JCP.2024.113265MaRDI QIDQ6614973zbMATH OpenFDO

Authors Muruhan Rathinam, Mingkai Yu

Publication date 8 October 2024

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

zbMATH Keywords

particle filterstochastic reaction network

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(1)

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

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