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math.PR2018
-Leaping: An adaptive, accelerated stochastic simulation algorithm, bridging -leaping and -leaping
Jana Lipková, Georgios Arampatzis, Philippe Chatelain +2
We propose the -leaping algorithm for the acceleration of Gillespie's stochastic simulation algorithm that combines the advantages of the two main accelerated methods; the -l…
math.PR2015
Pathwise Sensitivity Analysis in Transient Regimes
Georgios Arampatzis, Markos A. Katsoulakis, Yannis Pantazis
The instantaneous relative entropy (IRE) and the corresponding instanta- neous Fisher information matrix (IFIM) for transient stochastic processes are pre- sented in this paper. Th…