SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2020031610zbMATH Open1498.62005OpenAlexW2999256608WikidataQ126338298 ScholiaQ126338298MaRDI QIDQ5052385FDOQ5052385

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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