Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach
Fuente:
arXiv
Saved in:
| Main Authors: | Hammouda, Chiheb Ben, Rached, Nadhir Ben, Tempone, Raúl, Wiechert, Sophia |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
by: Hammouda, Chiheb Ben, et al.
Published: (2021)
by: Hammouda, Chiheb Ben, et al.
Published: (2021)
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)
by: Rached, Nadhir Ben, et al.
Published: (2022)
Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks
by: Hammouda, Chiheb Ben, et al.
Published: (2025)
by: Hammouda, Chiheb Ben, et al.
Published: (2025)
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024)
by: Rached, Nadhir Ben, et al.
Published: (2024)
Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers
by: Hammouda, Chiheb Ben, et al.
Published: (2026)
by: Hammouda, Chiheb Ben, et al.
Published: (2026)
Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)
by: Rached, Nadhir Ben, et al.
Published: (2022)
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
by: Bayer, Christian, et al.
Published: (2020)
by: Bayer, Christian, et al.
Published: (2020)
Multi-index importance sampling for McKean--Vlasov stochastic differential equations
by: Rached, Nadhir Ben, et al.
Published: (2023)
by: Rached, Nadhir Ben, et al.
Published: (2023)
Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options
by: Bayer, Christian, et al.
Published: (2024)
by: Bayer, Christian, et al.
Published: (2024)
Parametric Sensitivity Analysis for Models of Reaction Networks within Interacting Compartments
by: Anderson, David F., et al.
Published: (2024)
by: Anderson, David F., et al.
Published: (2024)
Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings
by: Liu, Yang, et al.
Published: (2023)
by: Liu, Yang, et al.
Published: (2023)
A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables
by: Rached, Nadhir Ben, et al.
Published: (2024)
by: Rached, Nadhir Ben, et al.
Published: (2024)
Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk
by: Hammouda, Chiheb Ben, et al.
Published: (2026)
by: Hammouda, Chiheb Ben, et al.
Published: (2026)
Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions
by: Amar, Eya Ben, et al.
Published: (2025)
by: Amar, Eya Ben, et al.
Published: (2025)
A finite difference method for piecewise deterministic Markov processes
by: Annunziato, Mario
Published: (2006)
by: Annunziato, Mario
Published: (2006)
A posteriori analysis of neural network approximations
by: Führer, Thomas, et al.
Published: (2025)
by: Führer, Thomas, et al.
Published: (2025)
Sparsity vs. Statistical Independence in Adaptive Signal Representations: A Case Study of the Spike Process
by: Benichou, Bertrand, et al.
Published: (2001)
by: Benichou, Bertrand, et al.
Published: (2001)
Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit
by: Cui, Jianbo
Published: (2023)
by: Cui, Jianbo
Published: (2023)
Model reduction for fully nonlinear stochastic systems
by: Redmann, Martin
Published: (2025)
by: Redmann, Martin
Published: (2025)
A Spectral Koopman Approximation Framework for Stochastic Reaction Networks
by: Gupta, Ankit, et al.
Published: (2025)
by: Gupta, Ankit, et al.
Published: (2025)
High-dimensional stochastic finite volumes using the tensor train format
by: Dubois, Juliette, et al.
Published: (2025)
by: Dubois, Juliette, et al.
Published: (2025)
Global random walk for one-dimensional one-phase Stefan-type moving-boundary problems: Simulation results
by: Suciu, Nicolae, et al.
Published: (2024)
by: Suciu, Nicolae, et al.
Published: (2024)
Penalty-Based Feedback Control and Finite Element Analysis for the Stabilization of Nonlinear Reaction-Diffusion Equations
by: Kundu, Sudeep, et al.
Published: (2025)
by: Kundu, Sudeep, et al.
Published: (2025)
Deep Quadratic Hedging
by: Gnoatto, Alessandro, et al.
Published: (2022)
by: Gnoatto, Alessandro, et al.
Published: (2022)
Dimension reduction for path signatures
by: Bayer, Christian, et al.
Published: (2024)
by: Bayer, Christian, et al.
Published: (2024)
A structure-preserving scheme for computing effective diffusivity and anomalous diffusion phenomena of random flows
by: Zhang, Tan, et al.
Published: (2024)
by: Zhang, Tan, et al.
Published: (2024)
Error analysis of a finite element scheme for parametric mean curvature flow based on the DeTurck trick
by: Deckelnick, Klaus, et al.
Published: (2026)
by: Deckelnick, Klaus, et al.
Published: (2026)
Machine learning of discrete field theories with guaranteed convergence and uncertainty quantification
by: Offen, Christian
Published: (2024)
by: Offen, Christian
Published: (2024)
Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation
by: Cao, Yanzhao, et al.
Published: (2025)
by: Cao, Yanzhao, et al.
Published: (2025)
Deep Forward-Backward Dynamic Programming Schemes for High-Dimensional Semilinear Nonlocal PDEs and FBSDE with Jumps
by: Wang, Wansheng, et al.
Published: (2025)
by: Wang, Wansheng, et al.
Published: (2025)
Numerical approximations for partially observed optimal control of stochastic partial differential equations
by: Bao, Feng, et al.
Published: (2025)
by: Bao, Feng, et al.
Published: (2025)
Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
by: Redmann, Martin
Published: (2024)
by: Redmann, Martin
Published: (2024)
Stochastic nonlocal traffic flow models with Markovian noise
by: Böhme, Timo, et al.
Published: (2026)
by: Böhme, Timo, et al.
Published: (2026)
A discontinuous Galerkin formulation for a strain gradient-dependent damage model
by: Wells, G. N., et al.
Published: (2003)
by: Wells, G. N., et al.
Published: (2003)
Fast and Inverse-Free Algorithms for Deflating Subspaces
by: Demmel, James, et al.
Published: (2023)
by: Demmel, James, et al.
Published: (2023)
Geometric Ergodicity and Optimal Error Estimates for a Class of Novel Tamed Schemes to Super-linear Stochastic PDEs
by: Liu, Zhihui, et al.
Published: (2025)
by: Liu, Zhihui, et al.
Published: (2025)
Goal-Oriented Adaptive Finite Element Multilevel Quasi-{M}onte {C}arlo
by: Beck, Joakim, et al.
Published: (2025)
by: Beck, Joakim, et al.
Published: (2025)
A deep solver for BSDEs with jumps
by: Andersson, Kristoffer, et al.
Published: (2022)
by: Andersson, Kristoffer, et al.
Published: (2022)
A Fully Discrete Nonnegativity-Preserving FEM for a Stochastic Heat Equation
by: Hearder, Owen, et al.
Published: (2026)
by: Hearder, Owen, et al.
Published: (2026)
Filtering and 1/3 Power Law for Optimal Time Discretisation in Numerical Integration of Stochastic Differential Equations
by: Vladimirov, Igor G.
Published: (2025)
by: Vladimirov, Igor G.
Published: (2025)
Similar Items
-
Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
by: Hammouda, Chiheb Ben, et al.
Published: (2021) -
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022) -
Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks
by: Hammouda, Chiheb Ben, et al.
Published: (2025) -
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024) -
Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers
by: Hammouda, Chiheb Ben, et al.
Published: (2026)