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math.PR2014
Unbiased estimation of second-order parameter sensitivities for stochastic reaction networks
Ankit Gupta, Mustafa Khammash
This paper deals with the problem of estimating second-order parameter sensitivities for stochastic reaction networks, where the reaction dynamics is modeled as a continuous time M…
math.PR2014
An efficient and unbiased method for sensitivity analysis of stochastic reaction networks
Ankit Gupta, Mustafa Khammash
We consider the problem of estimating parameter sensitivity for Markovian models of reaction networks. Sensitivity values measure the responsiveness of an output to the model param…