Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics-Reference-Cited by-同舟云学术

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Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

Published:2016-01 Issue:1 Volume:4 Page:80-111
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Dupuis Paul,Katsoulakis Markos A.,Pantazis Yannis,Plecháč Petr

Funder

U.S. Department of Energy

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

http://epubs.siam.org/doi/pdf/10.1137/15M1025645

Reference20 articles.

1. An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains

2. Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

3. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks

4. Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification

5. Likelihood ratio gradient estimation for stochastic systems

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2. Model Uncertainty and Correctability for Directed Graphical Models;SIAM/ASA Journal on Uncertainty Quantification;2022-10-31

3. Nonparametric inference of stochastic differential equations based on the relative entropy rate;Mathematical Methods in the Applied Sciences;2022-09-13

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