SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY

DOI10.1615/int.j.uncertaintyquantification.2020031610zbMath1498.62005OpenAlexW2999256608WikidataQ126338298 ScholiaQ126338298MaRDI QIDQ5052385

Bruno Sudret, Soumaya Azzi, Joe Wiart

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2020031610

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Moment independent uncertainty importance measure for stochastic systems based on Gaussian process ⋮ Entropy estimation via uniformization ⋮ A spectral surrogate model for stochastic simulators computed from trajectory samples ⋮ Global Sensitivity Analysis and Wasserstein Spaces

This page was built for publication: SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY