A Comparison of Weighted Stochastic Simulation Methods


Rare events are of particular interest in biology because rare biochemical events may be catastrophic to a biological system. To estimate the probability of rare events, several weighted stochastic simulation methods have been developed. Unfortunately, the robustness of these methods is questionable. Here, an analysis of weighted stochastic simulation methods is presented. The methods considered here fail to accomplish the task of rare event simulation, in general, suggesting that new methods are necessary to adequately study rare biological events.

Computer-Aided Design, Modelling, and Simulation