Sensitivity analysis for rare events based on Rényi divergence (Q2657916)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis for rare events based on Rényi divergence |
scientific article |
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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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