Pathwise Sensitivity Analysis in Transient Regimes

DOI10.1007/978-3-319-18206-3_5zbMath1371.62004arXiv1502.05430OpenAlexW1651130700WikidataQ60149106 ScholiaQ60149106MaRDI QIDQ2949898

Yannis Pantazis, Markos A. Katsoulakis, Georgios Arampatzis

Publication date: 5 October 2015

Published in: Mathematical Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05430

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Neural networks for/in biological studies, artificial life and related topics (92B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (6)

Sensitivity analysis for rare events based on Rényi divergence ⋮ Efficient Computation of Sobol' Indices for Stochastic Models ⋮ Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems ⋮ Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE ⋮ Robust Actuarial Risk Analysis ⋮ Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

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