Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires the generation of a large number of simulation runs, which is computationally expensive. To reduce the number of necessary runs, we propose a variance reduction technique based on control variates. We exploit constraints on the statistical moments of the stochastic process to reduce the estimators' variances. We develop an algorithm that selects appropriate control variates in an on-line fashion and demonstrate the efficiency of our approach on several case studies.
In robust biological systems, wide deviations from highly controlled normal behavior may be rare, yet they may result in catastrophic complications. While in silico analysis has gained an appreciation as a tool to offer insights into system-level properties of biological systems, analysis of such rare events provides a particularly challenging computational problem. This paper proposes an efficient stochastic simulation method to analyze rare events in biochemical systems. Our new approach can substantially increase the frequency of the rare events of interest by appropriately manipulating the underlying probability measure of the system, allowing high-precision results to be obtained with substantially fewer simulation runs than the conventional direct Monte Carlo simulation. Here, we show the algorithm of our new approach, and we apply it to the analysis of rare deviant transitions of two systems, resulting in several orders of magnitude speedup in generating high-precision estimates compared with the c...