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doi:10.22028/D291-31064
Title: | Control Variates for Stochastic Simulation of Chemical Reaction Networks |
Author(s): | Backenköhler, Michael Bortolussi, Luca Wolf, Verena |
Editor(s): | Bortolussi, Luca Sanguinetti, Guido |
Language: | English |
Title: | Computational methods in systems biology : 17th international conference |
Startpage: | 42 |
Endpage: | 59 |
Publisher/Platform: | Springer |
Year of Publication: | 2019 |
Place of publication: | Cham |
Title of the Conference: | CMSB 2019 |
Place of the conference: | Trieste, Italy |
Publikation type: | Conference Paper |
Abstract: | Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires the generation of a large number of simulation runs, which is computationally expensive. To reduce the number of necessary runs, we propose a variance reduction technique based on control variates. We exploit constraints on the statistical moments of the stochastic process to reduce the estimators’ variances. We develop an algorithm that selects appropriate control variates in an on-line fashion and demonstrate the efficiency of our approach on several case studies. |
DOI of the first publication: | 10.1007/978-3-030-31304-3_3 |
URL of the first publication: | https://link.springer.com/chapter/10.1007/978-3-030-31304-3_3 |
Link to this record: | hdl:20.500.11880/29205 http://dx.doi.org/10.22028/D291-31064 |
ISBN: | 978-3-030-31303-6 978-3-030-31304-3 |
Date of registration: | 29-May-2020 |
Notes: | Lecture notes in computer science ; volume 11773 |
Faculty: | MI - Fakultät für Mathematik und Informatik |
Department: | MI - Informatik |
Professorship: | MI - Prof. Dr. Verena Wolf |
Collections: | SciDok - Der Wissenschaftsserver der Universität des Saarlandes |
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