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Scalable information inequalities for uncertainty quantification
9 references·1 citing·44 second hop
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this work references cited by second hop

References

  • 2016Simulation and the Monte Carlo Method3,356 cited
  • 2007Simulation and the Monte Carlo Method2,454 cited
  • 2005Relative Entropy Based Method for Probabilistic Sensitivity Analysis in Engineering Design269 cited
  • 2013Robust risk measurement and model risk207 cited
  • 2016Robust Sensitivity Analysis for Stochastic Systems126 cited
  • 2015Grant Peer Review: Improving Inter-Rater Reliability with Training86 cited
  • 2016Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics60 cited
  • 2012Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification47 cited
  • 2012A Relative Entropy Rate Method for Path Space Sensitivity Analysis of Stationary Complex Stochastic Dynamics44 cited

Cited by

  • 2020Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities15 cited

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