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Investigation of the tau-leap method for stochastic simulation: The link between the tau-leap method and the stochastic simulation algorithm (SSA) - Couverture souple

Martinez, Josue G.; D. Cox, Dennis

 
9783639300413: Investigation of the tau-leap method for stochastic simulation: The link between the tau-leap method and the stochastic simulation algorithm (SSA)
Couverture souple
ISBN 10 : 3639300416 ISBN 13 : 9783639300413
Editeur : VDM Verlag Dr. Müller, 2010

Synopsis

The use of the relatively new tau-leap algorithm to model the kinematics of regulatory systems and other chemical processes inside the cell, is of great interest. We introduce a new method that enables us to establish the accuracy of the tau-leap method effectively. Our approach takes advantage of the fact that the stochastic simulation algorithm (SSA) and the tau-leap method can be represented as a special type of counting process, that can essentially "couple", or tie together, a single realization of the SSA process to one of the tau-leap. Because the SSA is exact we can evaluate the accuracy of the tau-leap by comparing it to the SSA. Our approach gives error estimates which are unrivaled by any method currently available. Moreover, our coupling algorithm allows us to propose an adaptive parameter selection algorithm which finds the appropriate parameter values needed to achieve a pre-determined error threshold in the tau-leap algorithm. This error-controlled adaptive parameter selection method could not have been proposed before the introduction of our coupling algorithm, and it is a novel approach to the use of the tau-leap algorithm.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The use of the relatively new tau-leap algorithm to model the kinematics of regulatory systems and other chemical processes inside the cell, is of great interest. We introduce a new method that enables us to establish the accuracy of the tau-leap method effectively. Our approach takes advantage of the fact that the stochastic simulation algorithm (SSA) and the tau-leap method can be represented as a special type of counting process, that can essentially "couple", or tie together, a single realization of the SSA process to one of the tau-leap. Because the SSA is exact we can evaluate the accuracy of the tau-leap by comparing it to the SSA. Our approach gives error estimates which are unrivaled by any method currently available. Moreover, our coupling algorithm allows us to propose an adaptive parameter selection algorithm which finds the appropriate parameter values needed to achieve a pre-determined error threshold in the tau-leap algorithm. This error-controlled adaptive parameter selection method could not have been proposed before the introduction of our coupling algorithm, and it is a novel approach to the use of the tau-leap algorithm.

Biographie de l'auteur

Josue G. Martinez is Assistant Professor of biostatistics at the Texas A&M Health Science Center. He completed a Postdoc in bioinformatics at Texas A&M University soon after receiving his PhD in Statistics from Rice University. He also studied at the University of Texas at Austin where he received a bachelor of science in Mathematics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
VDM Verlag Dr. Müller
Date d'édition
2010
Langue
anglais
ISBN 10 
3639300416
ISBN 13 
9783639300413
Reliure
Broché
Nombre de pages
128
Coordonnées du fabricant
non disponible
Personne responsable
non disponible