Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: An analytical study of norms and Banach spaces induced by the entropic value-at-risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526643 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion Coefficients Estimation for Elliptic Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mathematical Theory of Finite Element Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Averse Shape Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex principles of premium calculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Frechet distance between multivariate normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Choosing and Bounding Probability Metrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty quantification with risk measures in production planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytical and numerical methods in shape optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional-Value-at-Risk Estimation via Reduced-Order Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Banach spaces of vector-valued random variables and their duals motivated by risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997990 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Computational Stochastic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Expansions for Gaussian processes and Parseval frames / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Functional Analysis, Third Edition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2724706 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The natural Banach space for version independent risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Premiums and reserves, adjusted by distortions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimal representation of insurance prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999495 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4050397 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of Convex Risk Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming: Modeling and Theory, Third Edition / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the local Lipschitz stability of Bayesian inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse problems: A Bayesian perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: Majorizing measures: The generic chaining / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4805362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Transport / rank
 
Normal rank

Revision as of 01:52, 30 July 2024

scientific article; zbMATH DE number 7579692
Language Label Description Also known as
English
Wasserstein Sensitivity of Risk and Uncertainty Propagation
scientific article; zbMATH DE number 7579692

    Statements

    Wasserstein Sensitivity of Risk and Uncertainty Propagation (English)
    0 references
    0 references
    0 references
    0 references
    1 September 2022
    0 references
    uncertainty propagation
    0 references
    forward UQ
    0 references
    risk measure
    0 references
    risk functional
    0 references
    Wasserstein distance
    0 references
    total variation distance
    0 references
    diffusion equation
    0 references
    sensitivity
    0 references
    robustness
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references