When: October 26, 2016, 2:00 PM
Location: 3rd Floor Orchard View Room , Discovery Building
Contact: 608-316-4401, email@example.com
The importance of variance reduction when simulating stochastic models of biochemical systems
Numerical simulation is an important tool in the study of biological models. In this talk, I will focus on some of the challenges that arise when the model is stochastic (i.e. random). In particular, I will focus on two well-defined problems that form the bottleneck for many computational experiments in systems biology,
- Monte Carlo for expectations, and
- Monte Carlo for parametric sensitivities, which are derivatives of expectations with respect to parameter values.
Specifically, I will demonstrate how intelligently chosen variance reduction methods, tailored to the particular setting of interest, can often lead to algorithms that are multiple orders of magnitude faster than the previous state of the art.
All QBio sponsored talks take place on Wednesdays at 2:00 p.m. in the 3rd floor Orchard View room of the Discovery Building unless otherwise noted. Talks are open to the public. Access to the room is via the elevator behind Aldo’s Cafe in the Northeast corner of the building.