SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2020031610MaRDI QIDQ5052385zbMATH OpenOpenAlexWikidataFDO

Authors Soumaya Azzi, Bruno Sudret, 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)

Cited in

(4)

• Entropy estimation via uniformization
• Moment independent uncertainty importance measure for stochastic systems based on Gaussian process
• Global sensitivity analysis and Wasserstein spaces
• A spectral surrogate model for stochastic simulators computed from trajectory samples

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