142 citations · 523 across the 30 of their papers we have counts for
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Optimization-based Lyapunov function construction for continuous-time Markov chains with affine transition rates
Andreas Milias-Argeitis, Mustafa Khammash
We address the problem of Lyapunov function construction for a class of continuous-time Markov chains with affine transition rates, typically encountered in stochastic chemical kin…
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…
Adaptive Hybrid Simulations for Multiscale Stochastic Reaction Networks
Benjamin Hepp, Ankit Gupta, Mustafa Khammash
The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution u…
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…
Variance reduction for steady-state simulation and sensitivity analysis of stochastic chemical systems
Andreas Milias-Argeitis, John Lygeros, Mustafa Khammash
We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intract…