Bayesian Computation Methods for Inference in Stochastic Kinetic Models

Algorithm 3

Gillespie algorithm [18].

Initialization Set , ; select the interval length and an initial population vector .

Iterative steps:

1. Compute the instantaneous rates and . The probability of reaction is .

2. Generate two random numbers .

3. Compute the waiting time to the next reaction as .

4. Select the reaction type according to and the probability of each reaction .

5. Update the time index , and the reaction index .

6. Adjust the populations of the species according to the reaction occurred.

7. If go to step 1.