论文标题
与阵列-RQMC的差异降低,用于对随机生物学和化学反应网络的tau占模拟
Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks
论文作者
论文摘要
我们探讨了Array-RQMC的使用,Array-RQMC是一种用于模拟马尔可夫链的随机准蒙特卡洛方法,以减少差异差异,以减少$τ$ leaping的随机生物或化学反应网络。任务是估算给定时间$ t $的分子拷贝数在$ n $示例路径上的期望,目标是减少此样品平均估算器的差异。我们发现,当正确应用该方法时,可以获得数千个因素的差异。这些因素要比其他尝试使用RQMC方法的作者先前观察到的因素要大得多。 Array-RQMC模拟了Markov链的一系列实现,并要求分类函数在每个步骤之后根据其状态重新排序这些链。排序函数的选择是该方法效率的关键要素,尽管在我们的实验中,无论是分类方法,Array-RQMC从未比普通的蒙特卡洛差。每步的每种类型的预期反应数也会影响效率增长。
We explore the use of Array-RQMC, a randomized quasi-Monte Carlo method designed for the simulation of Markov chains, to reduce the variance when simulating stochastic biological or chemical reaction networks with $τ$-leaping. The task is to estimate the expectation of a function of molecule copy numbers at a given future time $T$ by the sample average over $n$ sample paths, and the goal is to reduce the variance of this sample-average estimator. We find that when the method is properly applied, variance reductions by factors in the thousands can be obtained. These factors are much larger than those observed previously by other authors who tried RQMC methods for the same examples. Array-RQMC simulates an array of realizations of the Markov chain and requires a sorting function to reorder these chains according to their states, after each step. The choice of sorting function is a key ingredient for the efficiency of the method, although in our experiments, Array-RQMC was never worse than ordinary Monte Carlo, regardless of the sorting method. The expected number of reactions of each type per step also has an impact on the efficiency gain.