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

Engineering

• Reaction Network 100%
• Deep Level 100%
• Numerical Experiment 50%
• Convergence Rate 50%
• Simulation Technique 50%
• Biological System 50%
• Additional Cost 50%
• Demonstrates 50%
• Couplings 50%
• Fits and Tolerances 50%
• Continuous Time 50%
• Sampling Technique 50%

Mathematics

• Importance Sampling 100%
• Stochastics 100%
• Monte Carlo 100%
• Kurtosis 50%
• Pure-Jump Process 16%
• Strong Convergence 16%
• Sample Variance 16%
• Continuous Time Markov Chain 16%
• Convergence Rate 16%
• Numerical Experiment 16%
• Biological System 16%
• Sampling Technique 16%

Keyphrases

• Stochastic Biological Systems 16%