{"id":"https://openalex.org/W2964072743","doi":"https://doi.org/10.1137/18m119402x","title":"Steady-State Sensitivity Analysis of Continuous Time Markov Chains","display_name":"Steady-State Sensitivity Analysis of Continuous Time Markov Chains","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2964072743","doi":"https://doi.org/10.1137/18m119402x","mag":"2964072743"},"language":"en","primary_location":{"id":"doi:10.1137/18m119402x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/18m119402x","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100427963","display_name":"Ting Wang","orcid":"https://orcid.org/0000-0002-6800-242X"},"institutions":[{"id":"https://openalex.org/I86501945","display_name":"University of Delaware","ror":"https://ror.org/01sbq1a82","country_code":"US","type":"education","lineage":["https://openalex.org/I86501945"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ting Wang","raw_affiliation_strings":["Department of Mathematical Sciences University of Delaware Newark, DE 19716"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences University of Delaware Newark, DE 19716","institution_ids":["https://openalex.org/I86501945"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014213782","display_name":"Petr Plech\u00e1\u010d","orcid":"https://orcid.org/0000-0003-2102-4485"},"institutions":[{"id":"https://openalex.org/I86501945","display_name":"University of Delaware","ror":"https://ror.org/01sbq1a82","country_code":"US","type":"education","lineage":["https://openalex.org/I86501945"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Petr Plech\u00e1\u010d","raw_affiliation_strings":["Department of Mathematical Sciences University of Delaware Newark, DE 19716"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences University of Delaware Newark, DE 19716","institution_ids":["https://openalex.org/I86501945"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I86501945"],"apc_list":null,"apc_paid":null,"fwci":0.3796,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.57598989,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"57","issue":"1","first_page":"192","last_page":"217"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10621","display_name":"Gene Regulatory Network Analysis","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1312","display_name":"Molecular Biology"},"field":{"id":"https://openalex.org/fields/13","display_name":"Biochemistry, Genetics and Molecular Biology"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},"topics":[{"id":"https://openalex.org/T10621","display_name":"Gene Regulatory Network Analysis","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1312","display_name":"Molecular Biology"},"field":{"id":"https://openalex.org/fields/13","display_name":"Biochemistry, Genetics and Molecular Biology"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},{"id":"https://openalex.org/T10932","display_name":"Microbial Metabolic Engineering and Bioproduction","score":0.9878000020980835,"subfield":{"id":"https://openalex.org/subfields/1312","display_name":"Molecular Biology"},"field":{"id":"https://openalex.org/fields/13","display_name":"Biochemistry, Genetics and Molecular Biology"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},{"id":"https://openalex.org/T10887","display_name":"Bioinformatics and Genomic Networks","score":0.9761999845504761,"subfield":{"id":"https://openalex.org/subfields/1312","display_name":"Molecular Biology"},"field":{"id":"https://openalex.org/fields/13","display_name":"Biochemistry, Genetics and Molecular Biology"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.789000391960144},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6963456273078918},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6393229365348816},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.5956133604049683},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5525140166282654},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5381482839584351},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.5321440100669861},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.5306583642959595},{"id":"https://openalex.org/keywords/markov-chain-mixing-time","display_name":"Markov chain mixing time","score":0.494629830121994},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4663369655609131},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4415069818496704},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.4263337254524231},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.38670963048934937},{"id":"https://openalex.org/keywords/markov-property","display_name":"Markov property","score":0.36464762687683105},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.23483392596244812},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.093769371509552}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.789000391960144},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6963456273078918},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6393229365348816},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5956133604049683},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5525140166282654},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5381482839584351},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.5321440100669861},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.5306583642959595},{"id":"https://openalex.org/C97074811","wikidata":"https://www.wikidata.org/wiki/Q6771322","display_name":"Markov chain mixing time","level":5,"score":0.494629830121994},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4663369655609131},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4415069818496704},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.4263337254524231},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.38670963048934937},{"id":"https://openalex.org/C189973286","wikidata":"https://www.wikidata.org/wiki/Q176695","display_name":"Markov property","level":4,"score":0.36464762687683105},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23483392596244812},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.093769371509552},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/18m119402x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/18m119402x","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G302823110","display_name":null,"funder_award_id":"W911NF1520122","funder_id":"https://openalex.org/F4320332180","funder_display_name":"Defense Advanced Research Projects Agency"},{"id":"https://openalex.org/G8886843144","display_name":"MATHEMATICAL FOUNDATIONS FOR UNCERTAINTY QUANTIFICATION IN MATERIALS DESIGN","funder_award_id":"DESC0010549","funder_id":"https://openalex.org/F4320306084","funder_display_name":"U.S. Department of Energy"}],"funders":[{"id":"https://openalex.org/F4320306084","display_name":"U.S. Department of Energy","ror":"https://ror.org/01bj3aw27"},{"id":"https://openalex.org/F4320332180","display_name":"Defense Advanced Research Projects Agency","ror":"https://ror.org/02caytj08"},{"id":"https://openalex.org/F4320332359","display_name":"Office of Science","ror":"https://ror.org/00mmn6b08"},{"id":"https://openalex.org/F4320337506","display_name":"Advanced Scientific Computing Research","ror":"https://ror.org/0012c7r22"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W1973641880","https://openalex.org/W1978319180","https://openalex.org/W1982566313","https://openalex.org/W1995044776","https://openalex.org/W2000132125","https://openalex.org/W2015346558","https://openalex.org/W2021290840","https://openalex.org/W2046765929","https://openalex.org/W2047149512","https://openalex.org/W2067210175","https://openalex.org/W2080739873","https://openalex.org/W2117390729","https://openalex.org/W2143784594","https://openalex.org/W2167154952","https://openalex.org/W2168462903","https://openalex.org/W2191074811","https://openalex.org/W2227162516","https://openalex.org/W2256189395","https://openalex.org/W2963273107","https://openalex.org/W2964216632","https://openalex.org/W3103575937","https://openalex.org/W3104708373","https://openalex.org/W3106113352","https://openalex.org/W4246376128"],"related_works":["https://openalex.org/W2987631717","https://openalex.org/W2989366387","https://openalex.org/W2735859191","https://openalex.org/W2027903142","https://openalex.org/W3166133680","https://openalex.org/W50519898","https://openalex.org/W1974839821","https://openalex.org/W2949651244","https://openalex.org/W1493775604","https://openalex.org/W2794873331"],"abstract_inverted_index":{"In":[0],"this":[1,117],"paper":[2],"we":[3],"study":[4],"Monte":[5,53],"Carlo":[6,54],"estimators":[7,67,81],"based":[8],"on":[9],"the":[10,20,31,60,63,77,89,93,104],"likelihood":[11,65,79],"ratio":[12,66,80],"approach":[13],"for":[14,85],"steady-state":[15],"sensitivity.":[16],"We":[17,57,111],"first":[18],"extend":[19],"result":[21,74],"of":[22,33,62,92,116,123],"Glynn":[23],"and":[24,51],"Olvera-Cravioto":[25],"[Stoch.":[26],"Syst.,":[27],"to":[28,30],"appear]":[29],"setting":[32],"continuous":[34,95],"time":[35,91,96],"Markov":[36,97],"chains":[37],"with":[38,119],"a":[39,113],"countable":[40],"state":[41],"space":[42],"which":[43,101],"include":[44],"models":[45],"such":[46],"as":[47],"stochastic":[48],"reaction":[49,125],"kinetics":[50],"kinetic":[52],"lattice":[55],"systems.":[56],"show":[58],"that":[59,76],"variance":[61],"centered":[64,78],"does":[68],"not":[69],"grow":[70],"in":[71],"time.":[72],"This":[73],"suggests":[75],"should":[82],"be":[83],"favored":[84],"sensitivity":[86],"analysis":[87,118],"when":[88,106],"mixing":[90],"underlying":[94],"chain":[98],"is":[99,102],"large,":[100],"typically":[103],"case":[105],"systems":[107],"exhibit":[108],"multiscale":[109],"behavior.":[110],"demonstrate":[112],"practical":[114],"implication":[115],"two":[120],"numerical":[121],"benchmarks":[122],"biochemical":[124],"networks.":[126]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2}],"updated_date":"2026-08-01T09:00:35.917206","created_date":"2025-10-10T00:00:00"}
