Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A finite difference method for estimating second order parameter
  sensitivities of discrete stochastic chemical reaction networks   We present an efficient finite difference method for the approximation of
second derivatives, with respect to system parameters, of expectations for a
class of discrete stochastic chemical reaction networks. The method uses a
coupling of the perturbed processes that yields a much lower variance than
existing methods, thereby drastically lowering the computational complexity
required to solve a given problem. Further, the method is simple to implement
and will also prove useful in any setting in which continuous time Markov
chains are used to model dynamics, such as population processes. We expect the
new method to be useful in the context of optimization algorithms that require
knowledge of the Hessian.

15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
32
The categories of this paper are: atom-ph
0
The categories of this paper are: hep-ph
3
The categories of this paper are: physics
11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
29
The categories of this paper are: funct-an
22
The categories of this paper are: chao-dyn
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
36
The categories of this paper are: cmp-lg
19
The categories of this paper are: eess
16
The categories of this paper are: stat