HIGHLIGHTS
- who: Chiheb Ben Hammouda from the Chair of Mathematics for Uncertainty Quantification, RWTH Aachen University, Aachen, Germany have published the paper: Learning-based importance sampling via stochastic optimal control for stochastic reaction networks, in the Journal: (JOURNAL)
- what: The authors explore efficient estimation of statistical quantities particularly rare event probabilities for stochastic reaction networks. The authors propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator efficiency based on an approximate tau-leap scheme. The authors propose an automated approach to obtain a highly efficient path-dependent measure change based on an . . .
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