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Multi-level methods and approximating distribution functions

Abstract:

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via simulation techniques. There is a well documented class of simulation techniques known as exact stochastic simulation algorithms, an example of which is Gillespie's direct method. These algorithms often come with high computational costs, therefore approximate stoch...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Publisher's version

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Publisher copy:
10.1063/1.4960118

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Department:
Oxford, MPLS, Mathematical Institute
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Department:
Oxford, MPLS, Mathematical Institute
Publisher:
AIP Publishing Publisher's website
Journal:
AIP Advances Journal website
Issue:
7
Pages:
Article: 075020
Publication date:
2016-07-01
DOI:
ISSN:
2158-3226
Pubs id:
pubs:638315
URN:
uri:8a8db3bd-36ca-485f-9dbc-903c0f7ac3f6
UUID:
uuid:8a8db3bd-36ca-485f-9dbc-903c0f7ac3f6
Local pid:
pubs:638315
Keywords:

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