Gillespie Algorithm | Lewis Cole Blog
In this blog post we will look at the grand-daddy of stochastic simulation methods: the Gillespie Algorithm (otherwise known as the stochastic simulation algorith SSA). If you have ever done any form of stochastic simulation you will owe a great deal of gratitude to the Gillespie algorithm which likely inspired the techniques you used.
Background Gillespie Algorithm An Example Hybrid-Gillespie Tau Leaping Adaptive Tau-Leaping Conclusion The Gillespie algorithm is one of the most historically important stochastic simulation algorithms ever created. At its heart the intuition behind it is very simple and it is re-assuring that it "works" - this is not always the case with stochastic simulation where the "obvious" idea can sometimes have unintended debilitating consequences. The algorithm was first presented by Doob (and is sometimes refered to as the Doob-Gillespie algorithm) in the mid 1940s. It was implemented by Kendall in
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