Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks

Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone

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@article{008bf84a5ee145dcbdb71f547f8e8064,

title = "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks",

author = "\{Ben Hammouda\}, Chiheb and \{Ben Rached\}, Nadhir and Ra{\'u}l Tempone",

year = "2020",

month = aug,

day = "20",

doi = "10.1007/s11222-020-09965-3",

language = "English",

volume = "30",

pages = "1665--1689",

journal = "Statistics and Computing",

issn = "0960-3174",

publisher = "Springer Netherlands",

}

TY - JOUR

T1 - Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks

AU - Ben Hammouda, Chiheb

AU - Ben Rached, Nadhir

AU - Tempone, Raúl

PY - 2020/8/20

Y1 - 2020/8/20

U2 - 10.1007/s11222-020-09965-3

DO - 10.1007/s11222-020-09965-3

M3 - Article

SN - 0960-3174

VL - 30

SP - 1665

EP - 1689

JO - Statistics and Computing

JF - Statistics and Computing

ER -