Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation of parameter sensitivities for stochastic reaction networks
  using tau-leap simulations   We consider the important problem of estimating parameter sensitivities for
stochastic models of reaction networks that describe the dynamics as a
continuous-time Markov process over a discrete lattice. These sensitivity
values are useful for understanding network properties, validating their design
and identifying the pivotal model parameters. Many methods for sensitivity
estimation have been developed, but their computational feasibility suffers
from the critical bottleneck of requiring time-consuming Monte Carlo
simulations of the exact reaction dynamics. To circumvent this problem one
needs to devise methods that speed up the computations while suffering
acceptable and quantifiable loss of accuracy. We develop such a method by first
deriving a novel integral representation of parameter sensitivity and then
demonstrating that this integral may be approximated by any convergent tau-leap
method. Our method is easy to implement, works with any tau-leap simulation
scheme and its accuracy is proved to be similar to that of the underlying
tau-leap scheme. We demonstrate the efficiency of our methods through numerical
examples. We also compare our method with the tau-leap versions of certain
finite-difference schemes that are commonly used for sensitivity estimations.

27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
6
The categories of this paper are: astro-ph
15
The categories of this paper are: nucl-ex
10
The categories of this paper are: q-bio
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
14
The categories of this paper are: math-ph
36
The categories of this paper are: cmp-lg
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys