Search Results for author: Nadhir Ben Rached

Found 2 papers, 1 papers with code

Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks

1 code implementation14 Nov 2019 Chiheb Ben Hammouda, Nadhir Ben Rached, Raul Tempone

The multilevel Monte Carlo (MLMC) method for continuous time Markov chains, first introduced by Anderson and Higham (2012), is a highly efficient simulation technique that can be used to estimate various statistical quantities for stochastic reaction networks (SRNs), and in particular for stochastic biological systems.

Numerical Analysis Numerical Analysis Computation 60H35, 60J27, 60J75, 92C40

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