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hammouc / Multilevel-Monte-Carlo-with-Importance-Sampling-for-SRNs

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This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286

matlab biological-simulations stochastic-process multilevel-models numerical-simulations stochastic-simulation-algorithm numerical-analysis monte-carlo-methods biological-networks multilevel importance-sampling multilevel-monte-carlo stochastic-reaction-networks stochastic-biological-systems
  • Updated Jan 17, 2023
  • MATLAB

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