For more information about this meeting, contact Manfred Denker.
| Title: | Computational methods for continuous time Markov chains with applications to biological processes |
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| Seminar: | Seminar on Probability and its Application |
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| Speaker: | David Anderson, University of Wisconsin |
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| Abstract: |
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| I will discuss computational methods for continuous time Markov chains, which includes the large class of stochastically modeled biochemical reaction networks (and other population processes). I will show how different methods can be developed and analyzed by using path-wise representations for the processes, such as the random time change representation of Tom Kurtz. In particular, I will discuss a new multi-level Monte Carlo method that produces an unbiased estimator for the approximation of expectations, though with only a fraction of the computational cost of the traditional exact algorithms (such as Gillespie's algorithm) combined with crude Monte Carlo. Time permitting, I will also discuss some related work on computing parameter sensitivities for these stochastic models. |
Room Reservation Information
| Room Number: | MB106 |
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| Date: | 01 / 13 / 2012 |
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| Time: | 02:20pm - 03:20pm |
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