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arXiv · 1410.8155

Solving stochastic chemical kinetics by Metropolis Hastings sampling

Azam S. Zavar Moosavi·Paul Tranquilli·Adrian Sandu
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Abstract

This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred chemically reacting systems as a desired distribution. A new numerical solvers based on exponential form of exact and approximate solutions of CME (Chemical Master Equation) is employed for obtaining target and proposal distributions in Metropolis-Hastings algorithm to accelerate the accuracy of the tau-leap method. Samples generated by this technique have the same distribution as SSA and the histogram of samples show it's convergence to SSA.

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Azam S. Zavar Moosavi, Paul Tranquilli, Adrian Sandu. 2014-10-29. Solving stochastic chemical kinetics by Metropolis Hastings sampling. https://arxiv.org/abs/1410.8155

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