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arXiv · 2312.04457

Guided simulation of conditioned chemical reaction networks

Marc Corstanje·Frank van der Meulen
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Abstract

Let $X$ be a chemical reaction process, modeled as a multi-dimensional continuous-time jump process. Assume that at given times $0< t_1 < \cdots <t_n$, linear combinations $v_i = L_i X(t_i),\, i=1,\dots ,n$ are observed for given matrices $L_i$. We show how the process that is conditioned on hitting the states $v_1,\dots, v_n$ is obtained by a change of measure on the law of the unconditioned process. This results in an algorithm for obtaining weighted samples from the conditioned process. Our results are illustrated by numerical simulations.

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Marc Corstanje, Frank van der Meulen. 2023-12-07. Guided simulation of conditioned chemical reaction networks. https://arxiv.org/abs/2312.04457

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