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q-bio.MN2024
Unbiased estimation of second-order parameter sensitivities for stochastic reaction networks
Quentin Badolle, Ankit Gupta, Mustafa Khammash
Stochastic models for chemical reaction networks are increasingly popular in systems and synthetic biology. These models formulate the reaction dynamics as Continuous-Time Markov C…
math.OC2024
The generator gradient estimator is an adjoint state method for stochastic differential equations
Quentin Badolle, Ankit Gupta, Mustafa Khammash
Motivated by the increasing popularity of overparameterized Stochastic Differential Equations (SDEs) like Neural SDEs, Wang, Blanchet and Glynn recently introduced the generator gr…