Scalable information inequalities for uncertainty quantification

DOI10.1016/j.jcp.2017.02.020zbMath1375.82043arXiv1605.04184OpenAlexW2355724939WikidataQ60149098 ScholiaQ60149098MaRDI QIDQ1685620

Markos A. Katsoulakis, Jie Wang, Luc Rey-Bellet

Publication date: 14 December 2017

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.04184

zbMATH Keywords

phase diagramsKullback-Leibler divergencestatistical mechanicsuncertainty quantificationinformation metricsnonlinear responsehigh-dimensional systems

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Phase transitions (general) in equilibrium statistical mechanics (82B26) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Statistical aspects of information-theoretic topics (62B10)

Related Items (10)

Model Uncertainty and Correctability for Directed Graphical Models ⋮ Sensitivity analysis for rare events based on Rényi divergence ⋮ Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo ⋮ Special issue: Predictive multiscale materials modeling ⋮ Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE ⋮ Uncertainty Quantification for Markov Random Fields ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ Information Geometry for Approximate Bayesian Computation ⋮ Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities ⋮ Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy

Uses Software

• PRMLT

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