Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems.

@article{Wolf2015HybridPS,
  title={Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems.},
  author={Elizabeth Skubak Wolf and David F. Anderson},
  journal={The Journal of chemical physics},
  year={2015},
  volume={142 3},
  pages={
          034103
        }
}
Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The… 

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