Sensitivity analysis for rare events based on Rényi divergence (Q2657916): Difference between revisions

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Sensitivity analysis for rare events based on Rényi divergence
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    Sensitivity analysis for rare events based on Rényi divergence (English)
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    18 March 2021
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    rare event
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    Rényi divergence
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    variational representation
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    sensitivity analysis
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    score function
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    uncertainty quantification
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    large deviation
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    risk sensitive functional
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