Exact Simulation of the Jump Times of a Class of Piecewise Deterministic Markov Processes

被引：12

作者：

Lemaire, Vincent ^{[1
]}

Thieullen, Michele ^{[1
]}

Thomas, Nicolas ^{[1
]}

机构：

[1] UPMC Paris 6, CNRS, UMR 7599, Lab Probabilites & Modeles Aleatoires, Case 188,4 Pl Jussieu, F-75252 Paris 5, France

来源：

JOURNAL OF SCIENTIFIC COMPUTING | 2018年 / 75卷 / 03期

关键词：

Piecewise deterministic Markov process; Exact simulation; Thinning; Neural model; Channel noise; HODGKIN-HUXLEY EQUATIONS; ACTION-POTENTIALS; NERVE MEMBRANE; MODEL; FLUCTUATIONS; CONVERGENCE; BEHAVIOR;

D O I：

10.1007/s10915-017-0607-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we are interested in the exact simulation of a class of piecewise deterministic Markov processes. We show how to perform an efficient thinning algorithm depending on the jump rate bound. For different types of bounds, we compare theoretically the efficiency of the algorithm (measured by the mean ratio between the total number of jump times generated by thinning and the number of selected ones) and we compare numerically the computation times. We use the thinning algorithm on Hodgkin-Huxley models with Markovian ion channels dynamics to illustrate our results.

引用

页码：1776 / 1807

页数：32

共 29 条

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