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Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks 

Puchhammer, F.Autoridad BCAM; Ben Abdellah, A.; L'Ecuyer, P. (2021)
We explore the use of Array-RQMC, a randomized quasi-Monte Carlo method designed for the simulation of Markov chains, to reduce the variance when simulating stochastic biological or chemical reaction networks with ...

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AuthorBen Abdellah, A. (1)
L'Ecuyer, P. (1)
Puchhammer, F. (1)SubjectArray-RQMC (1)chemical reaction networks (1)continuous-time Markov chains (1)Gillespie (1)
quasi-Monte Carlo (1)
stochastic biological systems (1)tau-leaping (1)variance reduction (1)... másFecha2021 (1)

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