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State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

Authors :
Roh, Min K.
Gillespie, Dan T.
Petzold, Linda R.
Source :
Journal of Chemical Physics. 11/7/2010, Vol. 133 Issue 17, p174106. 9p.
Publication Year :
2010

Abstract

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00219606
Volume :
133
Issue :
17
Database :
Academic Search Index
Journal :
Journal of Chemical Physics
Publication Type :
Academic Journal
Accession number :
55032871
Full Text :
https://doi.org/10.1063/1.3493460