4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.CO2020
Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks
Florian Puchhammer, Amal Ben Abdellah, Pierre L'Ecuyer
We explore the use of Array-RQMC, a randomized quasi-Monte Carlo method designed for the simulation of Markov chains, to reduce the variance when simulating stochastic biological o…
math.ST2019★ 4 cited
Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning
Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah
Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric de…