Title
A Hierarchical Exact Accelerated Stochastic Simulation Algorithm
Abstract
A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4766353]
Year
DOI
Venue
2012
10.1063/1.4766353
JOURNAL OF CHEMICAL PHYSICS
Keywords
Field
DocType
markov chains,stochastic processes,kinetics,algorithms
Stochastic simulation,Parallelizable manifold,Rejection sampling,Upper and lower bounds,Markov chain,Stochastic process,Algorithm,Chemistry,Sampling (statistics),Speedup
Journal
Volume
Issue
ISSN
137
21
0021-9606
Citations 
PageRank 
References 
0
0.34
10
Authors
2
Name
Order
Citations
PageRank
David Orendorff100.34
Eric Mjolsness21058140.00