具有时变速率函数的胞内过程随机模型的低方差耦合
数值分析
2018-04-04 v2 定量方法
摘要
针对具有时变参数的随机建模生化过程，提出若干耦合策略。特别引入了堆叠耦合，并通过若干示例展示其在生成路径间提供极低方差。该耦合将在参数灵敏度的数值计算以及通过多水平蒙特卡洛方法快速估计期望值中发挥作用。我们给出了两种情形下所需的估计量。
引用
@article{arxiv.1708.01813,
title = {Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions},
author = {David F. Anderson and Chaojie Yuan},
journal= {arXiv preprint arXiv:1708.01813},
year = {2018}
}
备注
Minor edits, including the addition of simulations showing the long time behavior of the different couplings