| Volume 6, Number 2, 2016, Pages 322-335 DOI：10.11948/2016025 |
| Solving stochastic chemical kinetics by Metropolis-Hastings sampling |
| Azam Mooasvi,Paul Tranquilli,Adrian Sandu |
| Keywords:Metropolis-Hastings, SSA, CME, tau-leap |
| 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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