Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection-based approach.
Chiheb Ben HammoudaNadhir Ben RachedRaúl TemponeSophia WiechertPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- optimal control
- importance sampling
- monte carlo
- optimal control problems
- brownian motion
- control problems
- dynamic programming
- stochastic control
- markov chain
- kalman filter
- particle filter
- control strategy
- reinforcement learning
- linear quadratic
- markov chain monte carlo
- approximate inference
- particle filtering
- neural network
- variance reduction
- denoising
- image denoising
- solving nonlinear
- probabilistic model
- evolutionary algorithm