Hybrid Chernoff Tau-Leap
نویسندگان
چکیده
منابع مشابه
Hybrid Chernoff Tau-Leap
Markovian pure jump processes model a wide range of phenomena, including chemical reactions at the molecular level, dynamics of wireless communication networks, and the spread of epidemic diseases in small populations. There exist algorithms such as Gillespie’s stochastic simulation algorithm (SSA) and Anderson’s modified next reaction method (MNRM) that simulate a single path with the exact di...
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The "Tau-Leap" strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev's inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing stra...
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If m = 2, i.e., P = (p, 1 − p) and Q = (q, 1 − q), we also write DKL(p‖q). The Kullback-Leibler divergence provides a measure of distance between the distributions P and Q: it represents the expected loss of efficiency if we encode an m-letter alphabet with distribution P with a code that is optimal for distribution Q. We can now state the general form of the Chernoff Bound: Theorem 1.1. Let X1...
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When dealing with modern big data sets, a very common theme is reducing the set through a random process. These generally work by making “many simple estimates” of the full data set, and then judging them as a whole. Perhaps magically, these “many simple estimates” can provide a very accurate and small representation of the large data set. The key tool in showing how many of these simple estima...
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ژورنال
عنوان ژورنال: Multiscale Modeling & Simulation
سال: 2014
ISSN: 1540-3459,1540-3467
DOI: 10.1137/130925657