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math.PR2018
On the Validity of the Girsanov Transformation Method for Sensitivity Analysis of Stochastic Chemical Reaction Networks
Ting Wang, Muruhan Rathinam
We investigate the validity of the Girsanov Transformation (GT) method for parametric sensitivity analysis of stochastic models of chemical reaction networks. The validity depends…
math.PR2018
Steady State Sensitivity Analysis of Continuous Time Markov Chains
Ting Wang, Petr Plechac
In this paper we study Monte Carlo estimators based on the likelihood ratio approach for steady-state sensitivity. We first extend the result of Glynn and Olvera-Cravioto [doi:doi:…