most citedMonte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning

4 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing stat.COShow all

1 paper · 1 filter

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…