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

Ben Hammouda, Chiheb (Corresponding author); Ben Rached, Nadhir; Tempone, Raúl

Dordrecht [u.a.] : Springer Science + Business Media B.V (2020)
Journal Article

In: Statistics and computing
Volume: 30
Issue: 6
Page(s)/Article-Nr.: 1665-1689